lgcp.estK(X, startpar=c(sigma2=1,alpha=1),
             covmodel=list(model="exponential"),
             lambda=NULL,
             q = 1/4, p = 2, rmin = NULL, rmax = NULL, ...)optim
    to control the optimisation algorithm. See Details."minconfit". There are methods for printing
  and plotting this object. It contains the following main components:"fv")
    containing the observed values of the summary statistic
    (observed) and the theoretical values of the summary
    statistic computed from the fitted model parameters.  The argument X can be either
  [object Object],[object Object]
  The algorithm fits a log-Gaussian Cox point process (LGCP)
  model to X,  by finding the parameters of the LGCP model
  which give the closest match between the
  theoretical $K$ function of the LGCP model
  and the observed $K$ function.
  For a more detailed explanation of the Method of Minimum Contrast,
  see mincontrast.
The model fitted is a stationary, isotropic log-Gaussian Cox process (Moller and Waagepetersen, 2003, pp. 72-76). To define this process we start with a stationary Gaussian random field $Z$ in the two-dimensional plane, with constant mean $\mu$ and covariance function $C(r)$. Given $Z$, we generate a Poisson point process $Y$ with intensity function $\lambda(u) = \exp(Z(u))$ at location $u$. Then $Y$ is a log-Gaussian Cox process.
The $K$-function of the LGCP is $$K(r) = \int_0^r 2\pi s \exp(C(s)) \, {\rm d}s.$$ The intensity of the LGCP is $$\lambda = \exp(\mu + \frac{C(0)}{2}).$$ The covariance function $C(r)$ is parametrised in the form $$C(r) = \sigma^2 c(r/\alpha)$$ where $\sigma^2$ and $\alpha$ are parameters controlling the strength and the scale of autocorrelation, respectively, and $c(r)$ is a known covariance function determining the shape of the covariance. The strength and scale parameters $\sigma^2$ and $\alpha$ will be estimated by the algorithm. The template covariance function $c(r)$ must be specified as explained below. In this algorithm, the Method of Minimum Contrast is first used to find optimal values of the parameters $\sigma^2$ and $\alpha$. Then the remaining parameter $\mu$ is inferred from the estimated intensity $\lambda$.
  The template covariance function $c(r)$ is specified
  using the argument covmodel. It may be any of the
  covariance functions recognised by the command
  Covariance in the
  covmodel should be of the form
  list(model="modelname", ...) where
  modelname is the string name of one of the covariance models
  recognised by the command
  Covariance in the
  ... are arguments of the
  form tag=value giving the values of parameters controlling the
  shape of these models. For example the exponential covariance is
  specified by covmodel=list(model="exponential") while the
  Matern covariance with exponent $\nu=0.3$ is specified
  by covmodel=list(model="matern", nu=0.3). 
  
  If the argument lambda is provided, then this is used
  as the value of $\lambda$. Otherwise, if X is a
  point pattern, then  $\lambda$
  will be estimated from X. 
  If X is a summary statistic and lambda is missing,
  then the intensity $\lambda$ cannot be estimated, and
  the parameter $\mu$ will be returned as NA.
  The remaining arguments rmin,rmax,q,p control the
  method of minimum contrast; see mincontrast.
  The optimisation algorithm can be controlled through the
  additional arguments "..." which are passed to the
  optimisation function optim. For example,
  to constrain the parameter values to a certain range,
  use the argument method="L-BFGS-B" to select an optimisation
  algorithm that respects box constraints, and use the arguments
  lower and upper to specify (vectors of) minimum and
  maximum values for each parameter.
Waagepetersen, R. (2007) An estimating function approach to inference for inhomogeneous Neyman-Scott processes. Biometrics 63, 252--258.
lgcp.estpcf for alternative method of fitting LGCP.
  
  matclust.estK,
  thomas.estK for other models.
  
  mincontrast for the generic minimum contrast
  fitting algorithm, including important parameters that affect
  the accuracy of the fit.
  
  Covariance in the
  Kest for the $K$ function.data(redwood)
    u <- lgcp.estK(redwood, c(sigma2=0.1, alpha=1))
    u
    plot(u)
    <testonly>if(require(RandomFields)) {
      lgcp.estK(redwood, covmodel=list(model="matern", nu=0.3),
                control=list(maxit=5))
      }</testonly>
    if(require(RandomFields)) {
      lgcp.estK(redwood, covmodel=list(model="matern", nu=0.3))
      }Run the code above in your browser using DataLab