suffstat {spatstat} | R Documentation |
The canonical sufficient statistic of a point process model is evaluated for a given point pattern.
suffstat(model, X)
model |
A fitted point process model (object of class
"ppm" ).
|
X |
A point pattern (object of class "ppp" ).
|
The canonical sufficient statistic
of model
is evaluated for the point pattern X
.
This computation is useful for various Monte Carlo methods.
Here model
should be a point process model (object of class
"ppm"
, see ppm.object
), typically obtained
from the model-fitting function ppm
. The argument
X
should be a point pattern (object of class "ppp"
).
Every point process model fitted by ppm
has
a probability density of the form
f(x) = Z(theta) exp(theta * S(x))
where x denotes a typical realisation (i.e. a point pattern), theta is the vector of model coefficients, Z(theta) is a normalising constant, and S(x) is a function of the realisation x, called the ``canonical sufficient statistic'' of the model.
For example, the stationary Poisson process has canonical sufficient statistic S(x)=n(x), the number of points in x. The stationary Strauss process with interaction range r (and no edge correction) has canonical sufficient statistic S(x)=(n(x),d(x)) where d(x) is the number of pairs of points in x which are closer than a distance r to each other.
suffstat(model, X)
returns the value of S(x), where S is
the canonical sufficient statistic associated with model
,
evaluated when x is the given point pattern X
.
The result is a numeric vector, with entries which correspond to the
entries of the coefficient vector coef(model)
.
The sufficient statistic S
does not depend on the fitted coefficients
of the model. However it does depend on the irregular parameters
which are fixed in the original call to ppm
, for
example, the interaction range r
of the Strauss process.
The sufficient statistic also depends on the edge correction that
was used to fit the model.
Non-finite values of the sufficient statistic (NA
or
-Inf
) may be returned if the point pattern X
is
not a possible realisation of the model (i.e. if X
has zero
probability of occurring under model
for all values of
the canonical coefficients theta).
A numeric vector of sufficient statistics. The entries
correspond to the model coefficients coef(model)
.
Adrian Baddeley adrian@maths.uwa.edu.au http://www.maths.uwa.edu.au/~adrian/ and Rolf Turner rolf@math.unb.ca http://www.math.unb.ca/~rolf
data(swedishpines) fitS <- ppm(swedishpines, ~1, Strauss(7)) X <- rpoispp(summary(swedishpines)$intensity, win=swedishpines$window) suffstat(fitS, X)