Please, help me with 'mattern' variogram
Jimmy can you show the result of suummary() on your ligfit object. I'd like to have a hunch on the parameter estimates Looking at the diagonal of your hessian matrix we see a very large value (a small variance for the estimator) relatively to the other which is probably causing some numerical instability Also in general I'm not it is not always worth running the ML estimation on kappa. Sometimes I'd rather run the several maximization on a grid of meaniful kappa values seq(0.5, 5, by=0.5) for instance, like profiling the likelihood. Small changes is kappa usually does not make material. Finally in my experience, in general, it does not make much of a diference estimating lambda altogether with other parameters or just marginally best P.J. Paulo Justiniano Ribeiro Jr LEG (Laboratorio de Estatistica e Geoinformacao) Universidade Federal do Parana Caixa Postal 19.081 CEP 81.531-990 Curitiba, PR - Brasil Tel: (+55) 41 3361 3573 VOIP: (+55) (41) (3361 3600) 1053 1066 Fax: (+55) 41 3361 3141 e-mail: paulojus AT ufpr br http://www.leg.ufpr.br/~paulojus
On Wed, 17 Nov 2010, Jimmy Martina wrote:
Hi, R-folks:
I have been tryin many combination of parameter to make Matern variogram to work, but I can't find the available one. I'm near to be crazy.
I tiped:
A?o2003Selg.lf<-likfit(A?o2003Selg,cov.model="matern",ini.cov.pars=c(1.5,14),kappa=2.5,fix.kappa=FALSE,nugget=0.08,lambda=0.008,fix.lambda=FALSE,hessian=TRUE)
the hessian shows:
$hessian
[,1] [,2] [,3] [,4]
[1,] 9.139986 -8.562736e+00 41.648355 -3.801615
[2,] -8.562736 3.351952e+159 -147.279881 -7.083089
[3,] 41.648355 -1.472799e+02 347.493191 -7.509035
[4,] -3.801615 -7.083089e+00 -7.509035 90.681917
Then, I put: solve(A?o2003Selg.lf$info.minimisation.function$hessian)
...and it's shown as following:
Error in solve.default(A?o2003Selg.lf$info.minimisation.function$hessian) :
sistem is computationally singular: number of reciprocity condition= 1.05091e-159
on account of I work in Spanish, it's shown:
Error in solve.default(A?o2003Selg.lf$info.minimisation.function$hessian) :
sistema es computacionalmente singular: n?mero de condici?n rec?proco = 1.05091e-159
I also wander if there is any limit for kappa. Which one would be the maximun. As far as I'm concerned, it must be always major than cero, right?. I also know that its values depend on the tendency of cloud semivariogram, if it flattens slowly (Gaussian) it's major.
I'd thank the one available to answer my desperate question.