DiceKriging: logLikGrad – R documentation

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DiceKriging

logLikGrad

Concentrated log-Likelihood of a km object - Analytical gradient

Description

Returns the exact gradient vector of the concentrated log-likelihood.

Usage

logLikGrad(param, model, envir)

Arguments

`param`	a vector containing the optimization variables.
`model`	an object of class `km`.
`envir`	an environment specifying where to get intermediate values calculated in `logLikFun`.

Value

the gradient of the concentrated log-likelihood.

Author(s)

O. Roustant, D. Ginsbourger, Ecole des Mines de St-Etienne

References

J.-S. Park and J. Baek (2001), Efficient computation of maximum likelihood estimators in a spatial linear model with power exponential covariogram, Computer Geosciences, 27 no. 1, 1-7.