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
Rubén
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