R6 class for the \(\mathcal{G}_I^0(\alpha, \gamma, L)\) law (see
dg0i()) with maximum likelihood estimation (analytic score, quasi-Newton
optimisation on a transformed scale with several starting points),
closed-form Shannon entropy (Ferreira and Nascimento, 2020) and the
asymptotic variance of its estimator.
References
Ferreira, J. A. and Nascimento, A. D. C. (2020). Shannon entropy for the G0I model: a new segmentation approach. IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 13, 2547–2553. doi:10.1109/JSTARS.2020.2997666
Super class
SARModel -> G0I
Methods
Examples
set.seed(1)
z <- rg0i(1000, alpha = -3, gamma = 2, L = 4)
m <- G0I$new()$fit(z, L = 4)
m
#> <G0I> fitted to n = 1000 observations
#> alpha = -3.13702
#> gamma = 2.0585
#> L = 4 (fixed)
#> logLik = -838.747
#> Shannon entropy = 0.824063
m$entropy_variance()
#> [1] 0.001294807
G0I$new()$fit(z)$params # L estimated
#> $alpha
#> [1] -3.957879
#>
#> $gamma
#> [1] 2.803738
#>
#> $L
#> [1] 3.006068
#>
