AMLE3D - A COMPUTER-PROGRAM FOR THE INFERENCE OF SPATIAL COVARIANCE PARAMETERS BY APPROXIMATE MAXIMUM-LIKELIHOOD-ESTIMATION

Citation
E. Pardoiguzquiza et Pa. Dowd, AMLE3D - A COMPUTER-PROGRAM FOR THE INFERENCE OF SPATIAL COVARIANCE PARAMETERS BY APPROXIMATE MAXIMUM-LIKELIHOOD-ESTIMATION, Computers & geosciences, 23(7), 1997, pp. 793-805
Citations number
15
Categorie Soggetti
Mathematical Method, Physical Science","Geosciences, Interdisciplinary","Computer Science Interdisciplinary Applications
Journal title
ISSN journal
00983004
Volume
23
Issue
7
Year of publication
1997
Pages
793 - 805
Database
ISI
SICI code
0098-3004(1997)23:7<793:A-ACFT>2.0.ZU;2-C
Abstract
This paper describes AMLE3D, an ANSI Fortran-77 computer program for t he estimation of the covariance parameters of a regionalized variable by maximum likelihood estimation (MLE). The main computational drawbac k of MLE (the method becomes prohibitive when the number of experiment al data is large) has been overcome by using the approximate likelihoo d instead of the complete likelihood. The program assesses the uncerta inty of the estimates by assessing the standard error of the sampling distribution. The performance of the program is demonstrated with two data sets. (C) 1997 Elsevier Science Ltd.