https://github.com/cran/fields
Tip revision: 6769ffc81115fbf0bf7d9c566cf7ac81be0049dc authored by Doug Nychka on 25 July 2005, 00:00:00 UTC
version 3.04
version 3.04
Tip revision: 6769ffc
Krig.flplike.R
"Krig.flplike" <-
function (lam, obj)
{
# - log profile likelihood for lambda
# See section 3.4 from Nychka Spatial Processes as Smoothers paper.
# for equation and derivation
lD <- obj$matrices$D * lam
nn<- length( lD)
#
num<- log( sum( (obj$matrices$u**2) * lD/(1 + lD) ) )/(nn-obj$nt)
# note subtle differences between den and RSS in Krig.fgcv
# log determinant of I-A restricted to nonzero eigenvalues
# log det is the sum of the logs of the eigenvalues
den<- sum( ifelse( lD>0, log(lD/(1 + lD)),0))
# NOTE: minus the likelihood!
.5* ( num-den)
}