rlibkriging (version 0.8-0.1)

logLikelihoodFun.Kriging: Compute Log-Likelihood of Kriging Model

Description

Compute Log-Likelihood of Kriging Model

Usage

# S3 method for Kriging
logLikelihoodFun(object, theta, grad = FALSE, hess = FALSE, bench = FALSE, ...)

Value

The log-Likelihood computed for given

\(\boldsymbol{theta}\).

Arguments

object

An S3 Kriging object.

theta

A numeric vector of (positive) range parameters at which the log-likelihood will be evaluated.

grad

Logical. Should the function return the gradient?

hess

Logical. Should the function return Hessian?

bench

Logical. Should the function display benchmarking output?

...

Not used.

Author

Yann Richet

Examples

f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
set.seed(123)
X <- as.matrix(runif(10))
y <- f(X)

k <- Kriging(y, X, kernel = "matern3_2")
print(k)

ll <- function(theta) logLikelihoodFun(k, theta)$logLikelihood

t <- seq(from = 0.001, to = 2, length.out = 101)
plot(t, ll(t), type = 'l')
abline(v = k$theta(), col = "blue")