| RFratiotest {RandomFields} | R Documentation |
The function performs an approximate $chi^2 test or
a Monte Carlo likelihood ratio test
based on fitgauss. Currently it only works for
Gaussian random fields.
RFratiotest(nullmodel, alternative, x, y = NULL, z = NULL, T = NULL, grid=NULL, data, alpha, n = 5 / alpha, seed = 0, lower = NULL, upper = NULL, bc_lambda, methods, sub.methods, optim.control = NULL, users.guess = NULL, distances = NULL, dim, transform = NULL, ...)
nullmodel, alternative |
See Details. The set of parameters
to be estimated for |
alpha |
value in [0,1] or missing. Significance level. |
n |
integer. The test is based on |
seed |
integer. If not |
x, y, z, T, grid, data, lower, upper, bc_lambda, methods,
sub.methods, optim.control, users.guess, distances, dim, transform,
... |
see |
nullmodel (and the alternative) can be
a covariance model, see RMmodel or
type RFgetModelNames(type="variogram") to get all options.
Depending weather the RFoptions
ratiotest_approx is TRUE the
the chisq approximation is performed. Otherwise
a Monte Carlo ratio test is performed.
RFfit or
RMmodelFit
Here, a chisq approximative test is always performed on the already fitted models.
RFratiotest tries to detect whether
nullmodel is a submodel of alternative.
If it fails,
a message is printed that says that an automatic detection has not been possible;
it is not guaranteed anymore that the alternative model
returns a (log) likelihood that is at least as large as
that of the nullmodel,
even if nullmodel is a submodel of alternative.
This is due to numerical optimisation which is never perfect.
Otherwise it is guaranteed that the alternative model has
a (log) likelihood that is at least as large as that of the nullmodel.
The test returns a message whether the null hypothesis, i.e. the smaller model is accepted. Invisibly, a list that also contains
p, the p-value
n
data.ratio the log ratio for the data
simu.ratio the log ratio for the simulations
data.fit the models fitted to the data
msg the message that is also directly returned
It has S3 class "RFratiotest".
prints the summary
gives a summary
An important RFoptions is ratiotest_approx.
Note that the likelihood ratio test may take a huge amount of time.
This function does not depend on the value of
RFoptions()$PracticalRange.
The function RFratiotest always uses the standard specification
of the covariance model as given in RMmodel.
Martin Schlather, schlather@math.uni-mannheim.de http://ms.math.uni-mannheim.de/de/publications/software
RFfit
RMmodel,
RandomFields,
weather.