demo/DCS_demo.R

In DCSmooth: Nonparametric Regression and Bandwidth Selection for Spatial Models

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#                       Demo for code used in DCS-vignette                     #
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# 3.1 Application of the DCS with iid. errors
  surface.dcs(y.norm1)
  y_iid = y.norm1 + rnorm(101^2)
  surface.dcs(y_iid)

  readline("press any key to continue")
  
# Kernel Regression with iid. errors
  opt_iid_KR = set.options(type = "KR")
  dcs_iid_KR = dcs(y_iid, opt_iid_KR)
  # print results
  dcs_iid_KR
  # print options used for DCS procedure
  dcs_iid_KR$dcs_options
  # plot regression surface
  surface.dcs(dcs_iid_KR, plot_choice = 2)
  summary(dcs_iid_KR)
  
  readline("press any key to continue")

# Local Polynomial regression with iid. errors
  dcs_LP_iid = dcs(y_iid)
  dcs_LP_iid
  summary(dcs_LP_iid)
  # plot regression surface
  surface.dcs(dcs_LP_iid, plot_choice = 2)
  
  readline("press any key to continue")

# 3.2 Application of the DCS with QARMA errors
  ar_mat = matrix(c(1, 0.4, -0.3, 0.2), nrow = 2, ncol = 2)
  ma_mat = matrix(c(1, 0.2, 0.2, -0.5), nrow = 2, ncol = 2)
  sigma  = 0.5
  model_list = list(ar = ar_mat, ma = ma_mat, sigma = sigma)
  sim_qarma = qarma.sim(n_x = 101, n_t = 101, model = model_list)

# QARMA observations
  y_qarma = y.norm1 + sim_qarma$Y
  surface.dcs(y_qarma)

  estim_qarma = qarma.est(sim_qarma$Y,
                          model_order = list(ar = c(1, 1), ma = c(1, 1)))
  estim_qarma$model
  
  readline("press any key to continue")

# Local Polynomial regression with specified QARMA order
  # QARMA((1, 1), (1, 1))
  opt_qarma_1 = set.options(var_est = "qarma")
  dcs_qarma_1 = dcs(y_qarma, opt_qarma_1)
  dcs_qarma_1
  dcs_qarma_1$var_model

  # QARMA((1, 1), (0, 0))
  order_list = list(ar = c(1, 1), ma = c(0, 0))
  dcs_qarma_2 = dcs(y_qarma, opt_qarma_1, model_order = order_list)
  dcs_qarma_2
  dcs_qarma_2$var_model

  readline("press any key to continue")

# Local Polynomial regression with automated order selection
  # GPAC
  opt_qarma_3 = set.options(var_est = "qarma_gpac")
  dcs_qarma_3 = dcs(y_qarma, opt_qarma_3)

  dcs_qarma_3
  dcs_qarma_3$var_model

  # BIC
  opt_qarma_4 = set.options(var_est = "qarma_bic")
  dcs_qarma_4 = dcs(y_qarma, opt_qarma_4)

  dcs_qarma_4
  dcs_qarma_4$var_model
  
  readline("press any key to continue")

# 3.3 Modelling errors with long memory
  opt_lm = set.options(var_est = "lm")
  dcs_lm = dcs(y_iid, opt_lm)

  dcs_lm
  dcs_lm$var_model
  
# 3.4 Estimation of derivatives
  opt_drv_1 = set.options(drv = c(1, 0))
  dcs_drv_1 = dcs(y_iid, opt_drv_1)

  dcs_drv_1
  surface.dcs(dcs_drv_1, plot_choice = 2)

  opt_drv_2 = set.options(drv = c(1, 2))
  dcs_drv_2 = dcs(y_iid, opt_drv_2)

  dcs_drv_2
  surface.dcs(dcs_drv_2, plot_choice = 2)