krige.cv: (co)kriging cross validation, n-fold or leave-one-out

Description Usage Arguments Details Value Methods Note Author(s) References See Also Examples

Description

Cross validation functions for simple, ordinary or universal point (co)kriging, kriging in a local neighbourhood.

Usage

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gstat.cv(object, nfold, remove.all = FALSE, verbose = interactive(), 
	all.residuals = FALSE, ...)
krige.cv(formula, locations, ...)
krige.cv.locations(formula, locations, data, model = NULL, ..., beta = NULL, 
	nmax = Inf, nmin = 0, maxdist = Inf, nfold = nrow(data), 
	verbose = interactive(), debug.level = 0)
krige.cv.spatial(formula, locations, model = NULL, ..., beta = NULL, 
	nmax = Inf, nmin = 0, maxdist = Inf, nfold = nrow(locations), 
	verbose = interactive(), debug.level = 0)

Arguments

object

object of class gstat; see function gstat

nfold

integer; if larger than 1, then apply n-fold cross validation; if nfold equals nrow(data) (the default), apply leave-one-out cross validation; if set to e.g. 5, five-fold cross validation is done. To specify the folds, pass an integer vector of length nrow(data) with fold indexes.

remove.all

logical; if TRUE, remove observations at cross validation locations not only for the first, but for all subsequent variables as well

verbose

logical; if FALSE, progress bar is suppressed

all.residuals

logical; if TRUE, residuals for all variables are returned instead of for the first variable only

...

other arguments that will be passed to predict in case of gstat.cv, or to gstat in case of krige.cv

formula

formula that defines the dependent variable as a linear model of independent variables; suppose the dependent variable has name z, for ordinary and simple kriging use the formula z~1; for simple kriging also define beta (see below); for universal kriging, suppose z is linearly dependent on x and y, use the formula z~x+y

locations

formula with only independent variables that define the spatial data locations (coordinates), e.g. ~x+y, OR data object deriving from class Spatial, which has a coordinates method to extract its coordinates.

data

data frame; should contain the dependent variable, independent variables, and coordinates; only to be provided if locations is a formula

model

variogram model of dependent variable (or its residuals), defined by a call to vgm or fit.variogram

beta

only for simple kriging (and simulation based on simple kriging); vector with the trend coefficients (including intercept); if no independent variables are defined the model only contains an intercept and this should be the simple kriging mean

nmax

for local kriging: the number of nearest observations that should be used for a kriging prediction or simulation, where nearest is defined in terms of the space of the spatial locations. By default, all observations are used

nmin

for local kriging: if the number of nearest observations within distance maxdist is less than nmin, a missing value will be generated; see maxdist

maxdist

for local kriging: only observations within a distance of maxdist from the prediction location are used for prediction or simulation; if combined with nmax, both criteria apply

debug.level

print debugging information; 0 suppresses debug information

Details

Leave-one-out cross validation (LOOCV) visits a data point, and predicts the value at that location by leaving out the observed value, and proceeds with the next data point. (The observed value is left out because kriging would otherwise predict the value itself.) N-fold cross validation makes a partitions the data set in N parts. For all observation in a part, predictions are made based on the remaining N-1 parts; this is repeated for each of the N parts. N-fold cross validation may be faster than LOOCV.

Value

data frame containing the coordinates of data or those of the first variable in object, and columns of prediction and prediction variance of cross validated data points, observed values, residuals, zscore (residual divided by kriging standard error), and fold.

If all.residuals is true, a data frame with residuals for all variables is returned, without coordinates.

Methods

formula = "formula", locations = "formula"

locations specifies which coordinates in data refer to spatial coordinates

formula = "formula", locations = "Spatial"

Object locations knows about its own spatial locations

Note

Leave-one-out cross validation seems to be much faster in plain (stand-alone) gstat, apparently quite a bit of the effort is spent moving data around from R to gstat.

Author(s)

Edzer Pebesma

References

http://www.gstat.org/

See Also

krige, gstat, predict

Examples

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library(sp)
data(meuse)
coordinates(meuse) <- ~x+y
m <- vgm(.59, "Sph", 874, .04)
# five-fold cross validation:
x <- krige.cv(log(zinc)~1, meuse, m, nmax = 40, nfold=5)
bubble(x, "residual", main = "log(zinc): 5-fold CV residuals")

# multivariable; thanks to M. Rufino:
meuse.g <- gstat(id = "zn", formula = log(zinc) ~ 1, data = meuse)
meuse.g <- gstat(meuse.g, "cu", log(copper) ~ 1, meuse)
meuse.g <- gstat(meuse.g, model = vgm(1, "Sph", 900, 1), fill.all = TRUE)
x <- variogram(meuse.g, cutoff = 1000)
meuse.fit = fit.lmc(x, meuse.g)
out = gstat.cv(meuse.fit, nmax = 40, nfold = 5) 
summary(out)
out = gstat.cv(meuse.fit, nmax = 40, nfold = c(rep(1,100), rep(2,55))) 
summary(out)
# mean error, ideally 0:
mean(out$residual)
# MSPE, ideally small
mean(out$residual^2)
# Mean square normalized error, ideally close to 1
mean(out$zscore^2)
# correlation observed and predicted, ideally 1
cor(out$observed, out$observed - out$residual)
# correlation predicted and residual, ideally 0
cor(out$observed - out$residual, out$residual)

Example output

Linear Model of Coregionalization found. Good.
[using ordinary cokriging]
Linear Model of Coregionalization found. Good.
[using ordinary cokriging]
Linear Model of Coregionalization found. Good.
[using ordinary cokriging]
Linear Model of Coregionalization found. Good.
[using ordinary cokriging]
Linear Model of Coregionalization found. Good.
[using ordinary cokriging]
Object of class SpatialPointsDataFrame
Coordinates:
     min    max
x 178605 181390
y 329714 333611
Is projected: NA 
proj4string : [NA]
Number of points: 155
Data attributes:
    zn.pred          zn.var           observed        residual         
 Min.   :4.669   Min.   :0.04238   Min.   :4.727   Min.   :-1.1055009  
 1st Qu.:5.300   1st Qu.:0.05048   1st Qu.:5.288   1st Qu.:-0.1394030  
 Median :5.805   Median :0.05391   Median :5.787   Median : 0.0269702  
 Mean   :5.886   Mean   :0.05545   Mean   :5.886   Mean   :-0.0001864  
 3rd Qu.:6.419   3rd Qu.:0.05945   3rd Qu.:6.514   3rd Qu.: 0.1624180  
 Max.   :7.732   Max.   :0.09853   Max.   :7.517   Max.   : 0.5388313  
     zscore               fold      
 Min.   :-4.345924   Min.   :1.000  
 1st Qu.:-0.568656   1st Qu.:2.000  
 Median : 0.118396   Median :3.000  
 Mean   : 0.002791   Mean   :2.987  
 3rd Qu.: 0.698307   3rd Qu.:4.000  
 Max.   : 2.328723   Max.   :5.000  
Linear Model of Coregionalization found. Good.
[using ordinary cokriging]
Linear Model of Coregionalization found. Good.
[using ordinary cokriging]
Object of class SpatialPointsDataFrame
Coordinates:
     min    max
x 178605 181390
y 329714 333611
Is projected: NA 
proj4string : [NA]
Number of points: 155
Data attributes:
    zn.pred          zn.var           observed        residual       
 Min.   :4.856   Min.   :0.04393   Min.   :4.727   Min.   :-1.52437  
 1st Qu.:5.382   1st Qu.:0.05944   1st Qu.:5.288   1st Qu.:-0.27045  
 Median :5.903   Median :0.07107   Median :5.787   Median :-0.09095  
 Mean   :5.966   Mean   :0.07283   Mean   :5.886   Mean   :-0.07990  
 3rd Qu.:6.428   3rd Qu.:0.08454   3rd Qu.:6.514   3rd Qu.: 0.14914  
 Max.   :7.734   Max.   :0.10621   Max.   :7.517   Max.   : 0.55106  
     zscore             fold      
 Min.   :-4.7612   Min.   :1.000  
 1st Qu.:-0.9359   1st Qu.:1.000  
 Median :-0.3354   Median :1.000  
 Mean   :-0.2678   Mean   :1.355  
 3rd Qu.: 0.6001   3rd Qu.:2.000  
 Max.   : 2.3860   Max.   :2.000  
[1] -0.07990434
[1] 0.1101475
[1] 1.487834
[1] 0.8955611
[1] -0.1103516

gstat documentation built on May 29, 2017, 11:57 a.m.