Description Usage Arguments Value Author(s) References See Also Examples
The procedure computes and/or plots the covariance, the variogram or the extremal coefficient functions and the practical range estimated fitting a Gaussian or max-stable random field with the composite-likelihood or using the weighted least square method. Allows to add to the variogram or extremal coefficient plots the empirical estimates.
1 2 3 4 5 6 |
fitted |
A fitted object obtained from the
|
lags |
A numeric vector of distances. |
lagt |
A numeric vector of temporal separations. |
answer.cov |
Logical; if |
answer.vario |
Logical; if |
answer.extc |
Logical; if |
answer.range |
Logical; if |
fix.lags |
Integer; a positive value denoting the spatial lag to consider for the plot of the temporal profile. |
fix.lagt |
Integer; a positive value denoting the temporal lag to consider for the plot of the spatial profile. |
show.cov |
Logical; if |
show.vario |
Logical; if |
show.extc |
Logical; if |
show.range |
Logical; if |
add.cov |
Logical; if |
add.vario |
Logical; if |
add.extc |
Logical; if |
pract.range |
Numeric; the percent of the sill to be reached. |
vario |
A |
... |
other optional parameters which are passed to plot functions. |
The returned object is eventually a list with:
covariance |
The vector of the estimated covariance function; |
variogram |
The vector of the estimated variogram function; |
extrcoeff |
The vector of the estimated extremal coefficient function; |
pratical.range |
The estimated practial range. |
Simone Padoan, simone.padoan@unibocconi.it, http://faculty.unibocconi.it/simonepadoan; Moreno Bevilacqua, moreno.bevilacqua@uv.cl, https://sites.google.com/a/uv.cl/moreno-bevilacqua/home.
Padoan, S. A. and Bevilacqua, M. (2015). Analysis of Random Fields Using CompRandFld. Journal of Statistical Software, 63(9), 1–27.
Cooley, D., Naveau, P. and Poncet, P. (2006) Variograms for spatial max-stable random fields. Dependence in Probability and Statistics, p. 373–390.
Cressie, N. A. C. (1993) Statistics for Spatial Data. New York: Wiley.
Gaetan, C. and Guyon, X. (2010) Spatial Statistics and Modelling. Spring Verlang, New York.
Smith, R. L. (1990) Max-Stable Processes and Spatial Extremes. Unpublished manuscript, University of North California.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 | library(CompRandFld)
library(RandomFields)
library(scatterplot3d)
set.seed(31231)
# Set the coordinates of the points:
x <- runif(100, 0, 10)
y <- runif(100, 0, 10)
coords<-cbind(x,y)
################################################################
###
### Example 1. Plot of covariance and variogram functions
### estimated from a Gaussian random field with exponent
### correlation. One spatial replication is simulated.
###
###
###############################################################
# Set the model's parameters:
corrmodel <- "exponential"
mean <- 0
sill <- 1
nugget <- 0
scale <- 2
# Simulation of the Gaussian random field:
data <- RFsim(coordx=coords, corrmodel=corrmodel, param=list(mean=mean,
sill=sill, nugget=nugget, scale=scale))$data
# Maximum composite-likelihood fitting of the Gaussian random field:
start<-list(scale=scale,sill=sill,mean=mean(data))
fixed<-list(nugget=nugget)
# Maximum composite-likelihood fitting of the random field:
fit <- FitComposite(data, coordx=coords, corrmodel=corrmodel,likelihood="Marginal",
type="Pairwise",start=start,fixed=fixed,maxdist=6)
# Results:
print(fit)
# Empirical estimation of the variogram:
vario <- EVariogram(data, x, y)
# Plot of covariance and variogram functions:
par(mfrow=c(1,2))
Covariogram(fit, show.cov=TRUE, show.range=TRUE,
show.vario=TRUE, vario=vario,pch=20)
################################################################
##
### Example 2. Plot of covariance and extremal coefficient
### functions estimated from a max-stable random field with
### exponential correlation. n idd spatial replications are
### simulated.
###
###############################################################
set.seed(1156)
# Simulation of the max-stable random field:
data <- RFsim(coordx=coords, corrmodel=corrmodel, model="ExtGauss", replicates=20,
param=list(mean=mean,sill=sill,nugget=nugget,scale=scale))$data
start=list(sill=sill,scale=scale)
# Maximum composite-likelihood fitting of the max-stable random field:
fit <- FitComposite(data, coordx=coords, corrmodel=corrmodel, model='ExtGauss',
replicates=20, varest=TRUE, vartype='Sampling',
margins="Frechet",start=start)
data <- Dist2Dist(data, to='sGumbel')
# Empirical estimation of the madogram:
vario <- EVariogram(data, coordx=coords, type='madogram', replicates=20)
# Plot of correlation and extremal coefficient functions:
par(mfrow=c(1,2))
Covariogram(fit, show.cov=TRUE, show.range=TRUE, show.extc=TRUE,
vario=vario, pract.range=84,pch=20)
################################################################
###
### Example 3. Plot of covariance and variogram functions
### estimated from a Gaussian spatio-temporal random field with
### double-exp correlation.
### One spatio-temporal replication is simulated.
###
###############################################################
# Define the spatial-coordinates of the points:
#x <- runif(20, 0, 1)
#y <- runif(20, 0, 1)
# Define the temporal sequence:
#time <- seq(0, 30, 1)
# Simulation of the spatio-temporal Gaussian random field:
#data <- RFsim(x, y, time, corrmodel="exp_exp",param=list(mean=mean,
# nugget=nugget,scale_s=0.5,scale_t=1,sill=sill))$data
# Maximum composite-likelihood fitting of the space-time Gaussian random field:
#fit <- FitComposite(data, x, y, time, corrmodel="exp_exp", maxtime=5,
# likelihood="Marginal",type="Pairwise", fixed=list(
# nugget=nugget, mean=mean),start=list(scale_s=0.2,
# scale_t=1, sill=sill))
# Empirical estimation of spatio-temporal covariance:
#vario <- EVariogram(data, x, y, time, maxtime=10)
# Plot of the fitted space-time covariace
#Covariogram(fit,show.cov=TRUE)
# Plot of the fitted space-time variogram
#Covariogram(fit,vario=vario,show.vario=TRUE)
# Plot of covariance, variogram and spatio and temporal profiles:
#Covariogram(fit,vario=vario,fix.lagt=1,fix.lags=1,show.vario=TRUE,pch=20)
################################################################
###
### Example 4. Plot of parametric and empirical lorelograms
### estimated from a Binary Gaussian random fields with
### exponential correlation. One spatial replication is
### simulated.
###
###############################################################
#set.seed(1240)
# Define the spatial-coordinates of the points:
#x <- seq(0,3, 0.1)
#y <- seq(0,3, 0.1)
# Simulation of the Binary Gaussian random field:
#data <- RFsim(x, y, corrmodel=corrmodel, model="BinaryGauss",
# threshold=0,param=list(nugget=nugget,mean=mean,
# scale=.6,sill=0.8))$data
# Maximum composite-likelihood fitting of the Binary Gaussian random field:
#fit <- FitComposite(data, x, y, corrmodel=corrmodel, model="BinaryGauss",
# maxdist=0.8, likelihood="Marginal", type="Pairwise",
# start=list(mean=mean,scale=0.1,sill=0.1))
# Empirical estimation of the lorelogram:
#vario <- EVariogram(data, x, y, type="lorelogram", maxdist=2)
# Plot of fitted and empirical lorelograms:
#Covariogram(fit, vario=vario, show.vario=TRUE, lags=seq(0.1,2,0.1),pch=20)
|
Loading required package: sp
Loading required package: RandomFieldsUtils
Attaching package: 'RandomFields'
The following object is masked from 'package:RandomFieldsUtils':
RFoptions
##################################################################
Maximum Composite-Likelihood Fitting of Gaussian Random Fields
Setting: Marginal Composite-Likelihood
Model associated to the likelihood objects: Gaussian
Type of the likelihood objects: Pairwise
Covariance model: exponential
Number of spatial coordinates: 100
Number of dependent temporal realisations: 1
Number of replicates of the random field: 1
Number of estimated parameters: 3
Maximum log-Composite-Likelihood value: -6734.94
Estimated parameters:
mean scale sill
-0.2512 1.1151 0.5963
##################################################################
Warning message:
In RandomFields::MaxStableRF(x = initparam$coordx, y = initparam$coordy, :
The function is obsolete. Use 'RFsimulate' instead.
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