Simulation-Based Quasi-Likelihood Estimation


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Documentation for package ‘qle’ version 0.16-5

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qle-package Simulation-Based Quasi-Likelihood Estimation
checkMultRoot Inspect estimated parameters
covarTx Variance matrix approximation
crossValTx Prediction variances by cross-validation
estim Kriging prediction and estimation of derivatives
extract Kriging the sample means of statistics
fitCov Fitting covariance models by REML estimation
fitSIRFk Estimation of covariance parameters
getDefaultOptions Print default options for optimization
getQLmodel Setup the quasi-likelihood estimation model
jacobian Kriging prediction and estimation of derivatives
mahalDist Mahalanobis distance of statistics
matclust Matern cluster process data
multiDimLHS Multidimensional Latin Hypercube Sampling (LHS) generation
nextLOCsample Generate a random sample of points
predictKM Kriging the sample means of statistics
prefitCV Covariance parameter estimation for cross-validation
print.qle print results of class 'qle'
print.qleTest print 'qleTest' results
print.QSResult print results of class 'QSResult'
qle Simulated quasi-likelihood parameter estimation
qleTest Monte Carlo testing
QLmodel Construct quasi-likelihood approximation
qscoring Quasi-scoring iteration
qsd A normal model
quasiDeviance Quasi-deviance computation
reml Restricted maximum likelihood (REML)
searchMinimizer Minimize a criterion function
setCovModel Set a covariance model
setQLdata Set quasi-likelihood (QL) data
simQLdata Simulate the statistical model
updateCovModels Update covariance models
varKM Kriging the sample means of statistics