Rubén Roa-Ureta
2008-Jun-26 12:48 UTC
[R] geoR : Passing arguments to "optim" when using "likfit"]
Mzabalazo Ngwenya wrote:> Hi everyone ! > > I'm am trying to fit a kriging model to a set of data. When I just run > the "likfit" command I can obtain the results. However when I try to > pass additional arguements to the optimization function "optim" I get > errors. That is I want to obtain the hessian matrix so matrix > (hessian=TRUE). > > Heres a little example( 1-D). Can anyone shed some light? Where am I > going wrong ? > > ------- > > > >> obs.points >> <-matrix(c(0.1,0,0.3666667,0,0.6333334,0,0.9000001,0),byrow=TRUE,nrow=4) >> MM1.fx <-MM1(obs.points[,1]) >> MM1.fx >> > [1] 0.1111111 0.5789475 1.7272732 9.0000100 > # Creating geoR object > >> MM1.data <-as.geodata(cbind(obs.points,MM1.fx)) >> MM1.data >> > $coords > [1,] 0.1000000 0 > [2,] 0.3666667 0 > [3,] 0.6333334 0 > [4,] 0.9000001 0 > $data > [1] 0.1111111 0.5789475 1.7272732 9.0000100 > attr(,"class") > [1] "geodata" > # Starting values for MLE > >> sta.vals =expand.grid(seq(1,20),seq(1,20)) >> > # Maximum likelihood estimation of covariance parameters > > #### HERE IS THE PROBLEM ################ > >> MM1.fit >> <-likfit(MM1.data,ini.cov.pars=sta.vals,fix.nugget=TRUE,cov.model="gaussian",optim(hessian=TRUE)) >> >>MM1.fit <-likfit(MM1.data,ini.cov.pars=sta.vals,fix.nugget=TRUE,cov.model="gaussian",hessian=TRUE) MM1.fit$info.minimisation.function$hessian For the observed Fisher information: solve(MM1.fit$info.minimisatrion.function$hessian) HTH Rub?n