ppgam: Fit a generalised additive point process model

In ppgam: Generalised Additive Point Process Models

Description

Fit a generalised additive point process model

Usage

ppgam(
  formula,
  data,
  nodes = NULL,
  weights = 1,
  nquad = 15,
  approx = c("midpoint", "exact"),
  knots = NULL,
  use.data = TRUE,
  trace = 0
)

Arguments

formula	a formula for a Poisson process log intensity function (compatible with gam)
data	a data frame
nodes	a list or data frame; see ‘Details’
weights	a scalar, list or vector; see ‘Details’
nquad	a scalar giving the number of quadrature nodes for each variable
approx	a length 2 character string; see ‘Details’
knots	spline knots to pass to gam
use.data	should splines should be constructed from data (otherwise uses nodes)?
trace	integers controlling what's reported. Defaults to 0

Details

ppgam fits a Poisson process with intensity function λ({\bf x}) for covariate {\bf x} = (x_1, …, x_d). The likelihood for this model with events occurring at {\bf x}_i, for i=1, …, n, is approximated by quadrature with

\exp\bigg[-∑_{j=1}^m w_j λ({\bf x}_j^*)\bigg] ∏_{i=1}^n λ({\bf x}_i)

where {\bf x}_j^* and w_j are quadrature nodes and weights, for j=1, …, m, defined with nodes and weights.

formula gives the formula for the log intensity function of a Poisson process. It is passed to gam. If formula has no response, i.e. ~ s(...), then data is assumed to give the times at which events occur. Then nodes is used to control integration of the intensity function. If formula has a response, e.g. y ~ s(...), then y is assumed binary, comprising only zeros and ones. Then data is assumed to give the state space of the Poisson process, (e.g. daily time steps if occurrences of events are measured in days) and ones in y identify when events occur. Note that if formula has no response, data will have n rows, and m rows otherwise.

nodes is used to supply nodes for integrating the Poisson process intensity function by quadrature. It is supplied as a list or data frame.

If nodes is a list, its names must correspond to variables on the r.h.s. of formula. Elements of the list, x, say, can be a vector or 2-column matrix, where length(x) > 1 or nrow(x) > 1. If a matrix, its first and second columns are taken as integration nodes and weights, respectively. If a vector of length 2, it is assumed to give the range of the nquad midpoints used as integration nodes. If a longer vector, it is assumed to be the integration nodes, and nquad is ignored.

If nodes is a data frame, it is assumed to give the integration nodes.

nquad specifies the number of integration nodes per variable, unless nodes are specified in nodes. If a single integer and is.null(names(nquad)) it is used for all variables. Otherwise, names are matched to variables. An error is returned if any variables do not have values specified.

weights controls the quadrature weights. If nodes is a list, a scalar multiplies any weights calculated alongside nodes, i.e. node separations. If nodes is a data frame, weights can be a scalar that is repeated nrow(nodes), or a vector of length nrow(nodes) that gives the weights for each row of nodes.

approx controls quadrature details. Its first term controls the integration method, which uses either midpoint ("midpoint", default), Simpson's ("Simpson") or Gauss-Legendre ("Gauss") rules. The second term of approx controls the integration range, which is either the range of the variable ("exact"), or by calling pretty() ("pretty").

trace controls what is reported. Details of convergence are printed with trace = 1, of nodes with trace = 2, and trace = 3 prints both.

Value

An object of class gam, as returned by mgcv::gam, with parameters, covariance matrices and a few other things swapped

References

Wood, S. N., Pya, N., & Safken, B. (2016). Smoothing parameter and model selection for general smooth models. Journal of the American Statistical Association, 111(516), 1548-1563.

Youngman, B. D., & Economou, T. (2017). Generalised additive point process models for natural hazard occurrence. Environmetrics, 28(4), e2444.

Examples

# Times of landfalling US hurricanes
data(USlandfall)

# convert dates to years, as a continuous variable
year <- as.integer(format(USlandfall$date, "%Y"))
day <- as.integer(format(USlandfall$date, "%j"))
USlandfall$year <- year + pmin(day / 365, 1)
hits <- subset(USlandfall, landfall == 1)

# this creates nodes in the default way
m1 <- ppgam( ~ s(year), hits)

# some examples of providing nodes
nodes.year <- list(year=pretty(USlandfall$year, 20))
# as 2 is in trace, nodes and weights are printed
m2 <- ppgam( ~ s(year), hits, nodes = nodes.year, trace = 2)

# alternatively, we might just want to specify how many nodes to use
m3 <- ppgam( ~ s(year), hits, nquad = 30)



data(windstorm)
m4 <- ppgam(~ s(lon, lat, k=20), windstorm)

## Storm peak locations, given the North Atlantic Oscillation (NAO) index
# NAO values from https://crudata.uea.ac.uk/cru/data/nao/nao.dat
# NAO midpoints and weights based on `hist'

NAO.mids <- c(-2.75, -2.25, -1.75, -1.25, -0.75, -0.25, 0.25, 0.75, 1.25, 1.75, 2.25)
NAO.wts <- c(0.002, 0.014, 0.057, 0.145, 0.302, 0.427, 0.463, 0.364, 0.171, 0.047, 0.007)

m5 <- ppgam(~ te(lat, lon, NAO, d = 2:1, k = c(40, 8), bs = c("ts", "cr")), windstorm, 
  nodes = list(NAO = cbind(NAO.mids, NAO.wts)))

ppgam documentation built on April 19, 2020, 4:05 p.m.