factory_predict: Function factory for prediction generator

In GeneralizedWendland: Fully Parameterized Generalized Wendland Covariance Function

Function factory for prediction generator

Description

A function factory which generates a function for sampling from the predictive distribution

Usage

predictionFactory(y, locs0, locs1, covariance, X0 = list2DF(nrow = nrow(locs0)),
  X1 = list2DF(nrow = nrow(locs1)), ..., cov.args = list(), chol.args = list(),
  use_spam = TRUE)

Arguments

y	Observed measurements.
locs0	Locations at which measurements were obtained.
locs1	Locations at which to predict.
covariance	Covariance function.
X0	Covariates. By default corresponds to an empty data.frame() with nrow(locs0) rows.
X1	Covariates for new locations. By default corresponds to an empty data.frame() with nrow(locs1) rows.
...	Additional arguments. Unused.
cov.args	Additional arguments for covariance function.
chol.args	Additional arguments for function used to compute cholesky decomposition.
use_spam	Logical value. If TRUE, use spam to compute predictions.

Value

Returns a function of the form function(n, param), where n corresponds to the number of simulations to run, and param is a parameter vector as returned by optim.

Author(s)

Thomas Caspar Fischer

Examples

set.seed(23)
n <- 100
res <- c(20, 20)

locs <- data.frame(x = runif(n), y = runif(n))
locs_new <- expand.grid(x = seq(0, 1, length.out = res[1]),
                        y = seq(0, 1, length.out = res[2]))
range <- 0.3
dmat <- as.matrix(dist(locs))
theta <- c(range, 1, 1, 0, 0)
cov.args <- list()
chol.args <- list()
Sigma <- cov.wendland(h = dmat, theta = theta, cov.args = cov.args)
y <- c(spam::rmvnorm(n = 1, Sigma = Sigma))

predictionFun <- predictionFactory(y = y, locs0 = locs, locs1 = locs_new,
  covariance = cov.wendland, cov.args = cov.args, chol.args = chol.args,
  use_spam = FALSE)

predictions <- predictionFun(n=10, param=theta)

image(x = seq(0, 1, length.out=res[1]),
      y = seq(0, 1, length.out=res[2]),
      z = matrix(apply(predictions,2,mean), res[1], res[2]),
      col = hcl.colors(9, "Blue-Red"),
      breaks = qnorm(seq(0.05, 0.95, 0.1)),
      xlab = "", ylab = "", xaxt = "n", yaxt = "n",
      useRaster = TRUE)

GeneralizedWendland documentation built on June 22, 2022, 9:06 a.m.