Base R6 class for SAR and PolSAR statistical models

SARModel is the abstract parent of all model classes of SITSAR (GammaSAR, G0I, GGammaSAR, WishartSAR, G0Polarimetric and CompoundWishart). Every model can evaluate densities, simulate data, be fitted by maximum likelihood ($fit()) and report its Shannon entropy and the asymptotic variance of the entropy estimator.

Fitted models work with the generics verbs tidy(), glance(), as well as with stats::logLik() and stats::AIC().

Public fields

name

Model name.

params

Named list of parameters.

fixed

Names of parameters held fixed during estimation.

n

Sample size used in the last fit (NULL if not fitted).

loglik

Maximised log-likelihood (NULL if not fitted).

converged

Logical convergence flag of the last fit.

Methods

Public methods

• SARModel$new()

• SARModel$density()

• SARModel$random()

• SARModel$fit()

• SARModel$log_likelihood()

• SARModel$entropy()

• SARModel$entropy_variance()

• SARModel$n_parameters()

• SARModel$tidy()

• SARModel$glance()

• SARModel$print()

• SARModel$clone()

---

SARModel$new()

Abstract constructor.

Usage

SARModel$new(...)

Arguments

...

Ignored.

---

SARModel$density()

(Log-)density of observations.

Usage

SARModel$density(x, log = FALSE)

Arguments

x

Observations.

log

Return log-densities?

---

SARModel$random()

Generate random observations.

Usage

SARModel$random(n)

Arguments

n

Number of observations.

---

SARModel$fit()

Fit the model by maximum likelihood.

Usage

SARModel$fit(x, ...)

Arguments

x

Observations.

...

Model specific arguments.

---

SARModel$log_likelihood()

Log-likelihood of a sample.

Usage

SARModel$log_likelihood(x)

Arguments

x

Observations.

---

SARModel$entropy()

Shannon entropy at the current parameters.

Usage

SARModel$entropy()

---

SARModel$entropy_variance()

Asymptotic variance of the entropy estimator (delta method with the inverse observed Fisher information).

Usage

SARModel$entropy_variance(n = self$n)

Arguments

n

Sample size. Defaults to the size of the fitted sample.

---

SARModel$n_parameters()

Number of free parameters.

Usage

SARModel$n_parameters()

---

SARModel$tidy()

Parameters as a tibble.

Usage

SARModel$tidy()

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SARModel$glance()

One-row summary of the fit.

Usage

SARModel$glance()

---

SARModel$print()

Print the model.

Usage

SARModel$print(...)

Arguments

...

Ignored.

---

SARModel$clone()

The objects of this class are cloneable with this method.

Usage

SARModel$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.