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Extract the penalized log likelihood for a PrestoGP model.

Source: R/PrestoGP_Model.R
get_pen_loglik-PrestoGPModel-method.Rd

This method extracts the (negative) penalized log likelihood for a PrestoGP model.

Usage

# S4 method for class 'PrestoGPModel'
get_pen_loglik(model)

Arguments

model

The PrestoGP model object

Value

The value of the (negative) penalized log likelihood. See References for details.

References

  • Messier, K.P. and Katzfuss, M. "Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide", The Annals of Applied Statistics (2021) 15(2):688-710.

See also

PrestoGPModel-class, prestogp_fit

Examples

data(soil)
soil <- soil[!is.na(soil[,5]),] # remove rows with NA's
y <- soil[,4]                   # predict moisture content
X <- as.matrix(soil[,5:9])
locs <- as.matrix(soil[,1:2])

soil.vm <- new("VecchiaModel", n_neighbors = 10)
soil.vm <- prestogp_fit(soil.vm, y, X, locs)
#> 
#> Estimating initial beta... 
#> Estimation of initial beta complete 
#> 
#> Beginning iteration 1 
#> Estimating theta... 
#> Estimation of theta complete 
#> Estimating beta... 
#> Estimation of beta complete 
#> Iteration 1 complete 
#> Current penalized negative log likelihood: 487.5709 
#> Current MSE: 9.104869 
#> Beginning iteration 2 
#> Estimating theta... 
#> Estimation of theta complete 
#> Estimating beta... 
#> Estimation of beta complete 
#> Iteration 2 complete 
#> Current penalized negative log likelihood: 482.207 
#> Current MSE: 9.044466 
#> Beginning iteration 3 
#> Estimating theta... 
#> Estimation of theta complete 
#> Estimating beta... 
#> Estimation of beta complete 
#> Iteration 3 complete 
#> Current penalized negative log likelihood: 482.1395 
#> Current MSE: 9.035639 
#> Beginning iteration 4 
#> Estimating theta... 
#> Estimation of theta complete 
#> Estimating beta... 
#> Estimation of beta complete 
#> Iteration 4 complete 
#> Current penalized negative log likelihood: 481.9429 
#> Current MSE: 9.056187 
#> Beginning iteration 5 
#> Estimating theta... 
#> Estimation of theta complete 
#> Estimating beta... 
#> Estimation of beta complete 
#> Iteration 5 complete 
#> Current penalized negative log likelihood: 481.9429 
#> Current MSE: 9.056187 
get_pen_loglik(soil.vm)
#> [1] 481.9429