https://github.com/cran/fields
Raw File
Tip revision: 6c8b30169bba182a68765ee3cb9b4e2ef7d38332 authored by Doug Nychka on 16 November 2011, 00:00:00 UTC
version 6.6.3
Tip revision: 6c8b301
REMLest.test.R
############################################################################
#      Begin tests of Matern covaraince parameter estimate
# Note that in all tests the smoohtness (nu) is fixed
# and only theta (range), sill ( rho) and nugget (sigma2) are considered. 
##########################################################################
library(fields)

options( echo=FALSE)
test.for.zero.flag<-1

# ozone data as a test case
data( ozone2)
x<- ozone2$lon.lat
y<- ozone2$y[16,]
is.good <- !is.na( y)
x<- x[is.good,]
y<- y[is.good]
nu<- 1.5

# reduce  data set to speed calculations
x<-x[1:75,]
y<- y[1:75]




hold1<- MaternGLS.test( x,y, nu)
hold2<- MaternGLSProfile.test( x,y,nu)
test.for.zero( hold1$pars[1], hold2$pars[1], tol=2e-5, tag="check REML rho")
test.for.zero( hold1$pars[2], hold2$pars[2], tol=2e-5, tag="check REML theta")
test.for.zero( hold1$pars[3], hold2$pars[3], tol=5e-6, tag=" check REML sigma2")

hold3<- MaternQR.test( x,y,nu)
hold4<- MaternQRProfile.test( x,y,nu)
test.for.zero( hold3$pars[1], hold4$pars[1], tol=1e-3, tag="check REML rho")
test.for.zero( hold3$pars[2], hold4$pars[2], tol=1e-3, tag="check REML theta")
test.for.zero( hold3$pars[3], hold4$pars[3], tol=.0002, tag=" check REML sigma2")

nu<- hold3$smoothness 
out1<- Krig( x,y, Covariance="Matern", theta=  hold3$pars[2],
                      smoothness=nu, method="REML")

# evaluate Profile at full REML MLE 
lam<- hold3$pars[3]/hold3$pars[1]
l1<-Krig.flplike( lam, out1)

# evaluate Profile at full REML MLE 
out2<-  Krig( x,y, Covariance="Matern", theta= hold4$pars[2],smoothness=nu, method="REML")
lam<- hold4$pars[3]/hold4$pars[1]
l2<-Krig.flplike( lam, out2)

test.for.zero( l1,l2, tag="Profile likelihoods from Krig and optim")

hold5<- MLE.Matern( x,y,nu)
test.for.zero( hold5$llike,l2, tag="Profile likelihoods from Krig and golden search")

cat("done with Matern REML estimator tests where smoothness is fixed", fill=TRUE)
options( echo=TRUE)
back to top