Efficient computation of maximum likelihood estimators in a spatial linearmodel with power exponential covariogram

Authors
Park, JS Baek, JS
Citation
Js. Park et Js. Baek, Efficient computation of maximum likelihood estimators in a spatial linearmodel with power exponential covariogram, COMPUT GEOS, 27(1), 2001, pp. 1-7
Citations number
19
Categorie Soggetti
Earth Sciences
Journal title
COMPUTERS & GEOSCIENCES
ISSN journal
00983004 → ACNP
Volume
27
Issue
1
Year of publication
2001
Pages
1 - 7
Database
ISI
SICI code
0098-3004(200102)27:1<1:ECOMLE>2.0.ZU;2-C
Abstract
A computational implementation with a Fortran-77 program MAXPEC for searchi ng MLE in a Gaussian spatial linear model with a power exponential covarian ce family, is presented. Algorithms for efficiently evaluating the likeliho od function and its gradient are given. The concentrated log likelihood and its gradient are computed in the: order of 2/3n(3). The computer program i s designed to work with various linear models and a combination of covarian ce parameters. (C) 2000 Elsevier Science Ltd. All rights reserved.