Nothing
R/variogram.r
In sm: Smoothing Methods for Nonparametric Regression and Density Estimation
"sm.variogram" <- function(x, y, h,
df.se = "automatic", max.dist = NA, n.zero.dist = 1, original.scale = TRUE,
varmat = FALSE, ...) {
type <- "binned"
bin.type <- "log"
type.se <- "smooth-monotonic-original"
if ("geodata" %in% class(x)) {
y <- x$data
x <- x$coords
}
opt <- sm.options(list(...))
data <- sm.check.data(x = x, y = y, ...)
x <- data$x
y <- data$y
n <- data$nobs
ndim <- data$ndim
opt <- data$options
# rawdata <- list(x = x, y = y, nbins = opt$nbins, nobs = n, ndim = ndim)
model <- opt$model
if (!(model %in% c("none", "independent", "isotropic", "stationary"))) {
cat("The 'model' argument is not recognised - reverting to 'none'.\n")
model <- "none"
}
replace.na(opt, band, (model != "none"))
if (model == "isotropic") {
if (ndim == 1) stop("a test of isotropy is appropriate only for 2-d data.")
replace.na(opt, ngrid, 20)
replace.na(opt, display, "image")
}
if (model == "stationary") {
if (ndim == 1) stop("a test of stationarity is implemented only for 2-d data.")
replace.na(opt, ngrid, 12)
}
else {
replace.na(opt, ngrid, 100)
replace.na(opt, display, "means")
}
if (model == "stationary") replace.na(opt, df, 20)
else if (model == "isotropic") replace.na(opt, df, 12)
else replace.na(opt, df, 6)
replace.na(opt, band, (model != "none"))
replace.na(opt, test, (model != "none"))
if (is.null(opt$weights.penalty)) opt$weights.penalty <- NA
replace.na(opt, se, TRUE)
replace.na(opt, col, "black")
# replace.na(opt, weights.penalty, FALSE)
opt$weight.penalty <- FALSE
if (model == "isotropic") replace.na(opt, nbins, 10)
if (model == "stationary") replace.na(opt, nbins, 6)
if (ndim == 1) {
x <- matrix(x, ncol = 1)
replace.na(opt, nbins, 100)
if (opt$nbins == 0) opt$nbins <- 100
}
else {
replace.na(opt, nbins, ceiling((n * (n - 1) / 2)^(1/3)))
if (opt$nbins == 0) opt$nbins <- ceiling((n * (n - 1) / 2)^(1/3))
}
x1mat <- matrix(rep(x[, 1], n), ncol = n, byrow = TRUE)
if (ndim == 2) {
x2mat <- matrix(rep(x[, 2], n), ncol = n)
hmat <- sqrt((t(x1mat) - x1mat)^2 + (t(x2mat) - x2mat)^2)
}
else
hmat <- abs(t(x1mat) - x1mat)
dmat <- matrix(rep(y, n), ncol = n)
dmat <- t(dmat) - dmat
dmat0 <- dmat^2
dmat <- sqrt(abs(dmat))
imat <- matrix(rep(1:n, n), ncol = n, byrow = TRUE)
ind <- as.vector(t(imat) - imat)
hall <- (as.vector(hmat))[ind > 0]
dall0 <- (as.vector(dmat0))[ind > 0]
dall <- (as.vector(dmat))[ind > 0]
i1 <- (as.vector(imat))[ind > 0]
i2 <- (as.vector(t(imat)))[ind > 0]
ipair <- cbind(i1, i2)
# if (!is.na(max.dist)) {
# ind <- (hall <= max.dist)
# hall <- hall[ind]
# dall <- dall[ind]
# ipair <- ipair[ind, ]
# }
results <- list(distance = hall, sqrtdiff = dall, ipair = ipair)
#------------------------------------------------------------
# Bin the differences
#------------------------------------------------------------
if (!(model %in% c("isotropic", "stationary"))) {
if (bin.type == "regular") {
bins <- binning(hall, dall, nbins = opt$nbins)
hh <- bins$x
dd <- bins$means
wts <- bins$x.freq
breaks <- bins$breaks
empse <- sqrt(bins$devs / (wts - 1)) / sqrt(wts)
empse[wts == 1] <- 0
igp <- as.vector(cut(hall, breaks, labels = FALSE))
ibin <- match(igp, sort(unique(igp)))
}
else if (bin.type == "balanced") {
test.pts <- sort(unique(signif(results$distance, 7)))
test.pts <- test.pts[-length(test.pts)] + diff(test.pts) / 2
test.pts <- c(test.pts, max(results$distance) + 1)
breaks <- -1
for (i in 1:length(test.pts)) {
ind <- ((results$distance > max(breaks)) & (results$distance <= test.pts[i]))
if (sum(ind) >= length(results$distance) / opt$nbins) breaks <- c(breaks, test.pts[i])
}
nbrks <- length(breaks)
breaks[nbrks] <- max(breaks[nbrks], max(results$distance))
igp <- as.numeric(cut(results$distance, breaks, labels = FALSE))
ibin <- match(igp, sort(unique(igp)))
breaks[1] <- 0
dd <- tapply(dall, ibin, mean)
# hh <- breaks[-1] - diff(breaks) / 2
hh <- tapply(results$distance, ibin, mean)
wts <- table(ibin)
}
else if (bin.type == "unique") {
hh <- sort(unique(signif(hall, 6)))
ibin <- match(signif(hall, 6), hh)
wts <- table(ibin)
dd <- tapply(dall, ibin, mean)
}
else if (bin.type == "log") {
breaks <- -1
ind <- (hall < 2 * .Machine$double.eps)
nzero <- length(which(ind))
if (nzero >= max(n.zero.dist, 1)) breaks <- c(breaks, 2 * .Machine$double.eps)
breaks <- c(breaks, exp(min(log(hall[!ind])) +
(1:opt$nbins) * diff(range(log(hall[!ind]))) / opt$nbins))
nbrks <- length(breaks)
breaks[nbrks] <- breaks[nbrks] + 1
igp <- as.numeric(cut(results$distance, breaks), labels = FALSE)
ibin <- match(igp, sort(unique(igp)))
dd0 <- as.vector(tapply(dall0, ibin, mean))
dd <- as.vector(tapply(dall, ibin, mean))
hh <- as.vector(tapply(hall, ibin, mean))
wts <- as.vector(table(ibin))
breaks[nbrks] <- breaks[nbrks] - 1
breaks[1] <- 0
}
results$distance.mean <- hh
results$sqrtdiff.mean <- dd
results$sqdiff.mean <- dd0
results$weights <- wts
results$ibin <- ibin
results$breaks <- breaks
results$nbins <- length(hh)
nbins <- length(results$sqrtdiff.mean)
if (!is.numeric(df.se)) df.se <- round(0.8 * nbins)
#------------------------------------------------------------
# Construct the estimate
#------------------------------------------------------------
if (type == "binned") {
ev <- hh
gamma.hat <- dd
}
else {
if (missing(h)) h <- h.select(hh, dd, weights = wts,
nbins = 0, df = df.se, method = opt$method)
replace.na(opt, eval.points, seq(min(hall), max(hall), length = opt$ngrid))
ev <- opt$eval.points
W <- sm.weight(hh, ev, h, weights = wts, options = opt)
gamma.hat <- as.vector(W %*% dd)
}
#------------------------------------------------------------
# Find the standard errors of the estimated values
#------------------------------------------------------------
if (opt$se & (model == "none")) {
if (is.na(max.dist)) max.dist <- max(hh) + 1
# if (type.se == "true")
# gamma.hat.V <- 1 - cov.spatial(results$distance.mean, cov.pars = cov.pars, kappa = kappa)
# # True gamma, evaluated at the observations
# # gamma.hat <- 1 - cov.spatial(results$distance, cov.pars = c(1, phi))
if (type.se == "binned")
gamma.hat.V <- (dd / 0.977741)^4
if (type.se == "cressie")
gamma.hat.V <- 0.5 * dd^4 / (0.457 + 0.494 / wts)
if (type.se == "smooth-monotonic-original") {
sm.model <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
eval.points = hh, increasing = TRUE,
display = "none")
gamma.hat.V <- sm.model$estimate
# results$gamma.hat.V <- gamma.hat.V
}
if (type.se == "smooth-original") {
sm.model <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
eval.points = hh, increasing = FALSE,
display = "none")
gamma.hat.V <- sm.model$estimate
# results$gamma.hat.V <- gamma.hat.V
}
if (type.se %in% c("smooth", "smooth-monotonic", "smooth-w", "smooth-monotonic-w")) {
# ind <- (hh <= max.dist)
# gamma.hat.V <- rep(0, length(hh))
# gamma.hat.V[ind] <- sm.regression(hh, dd, weights = wts, eval.points = hh[ind],
# display = "none")$estimate
# gamma.hat.V[!ind] <- gamma.hat.V[hh == max(hh[ind])]
inc <- (type.se %in% c("smooth-monotonic", "smooth-monotonic-w"))
wp <- (type.se %in% c("smooth-w", "smooth-monotonic-w"))
sm.model <- ps.normal(hh, dd, df = df.se, weights = wts,
eval.points = hh, increasing = inc, kappa = 1e8,
weights.penalty = wp, display = "none")
gamma.hat.V <- sm.model$estimate
# results$gamma.hat.V <- gamma.hat.V
gamma.hat.V <- (gamma.hat.V / 0.977741)^4
}
if (type.se %in% c("monotonic", "monotonic-original")) {
B <- diag(nbins)
D1 <- diff(diag(nbins), diff = 1)
ddx <- if (type.se == "monotonic") dd else dd0
beta <- ddx
delta <- 1
while (delta > 1e-5) {
v <- as.numeric(diff(beta) <= 0)
B1 <- solve(diag(wts) + 10000 * t(D1) %*% diag(v) %*% D1)
beta.old <- beta
beta <- as.vector(B1 %*% diag(wts) %*% ddx)
delta <- sum((beta - beta.old)^2) / sum(beta.old^2)
}
gamma.hat.V <- beta
# results$gamma.hat.V <- gamma.hat.V
if (type.se == "monotonic") gamma.hat.V <- (gamma.hat.V / 0.977741)^4
}
# if (type.se == "matern") {
# vgm.emp <- variog(coords = x, data = y, estimator.type = "modulus", breaks = breaks,
# messages = FALSE)
# gamma.hat.V <- variofit(vgm.emp, ini = c(var(y), 0.2), fix.nugget = TRUE, fix.kappa = TRUE,
# max.dist = max.dist, messages = FALSE)
# results$cov.pars <- gamma.hat.V$cov.pars
# results$kappa <- gamma.hat.V$kappa
# # plot(vgm.emp)
# # lines(gamma.hat)
# gamma.hat.V <- gamma.hat.V$cov.pars[1] -
# cov.spatial(results$distance.mean, cov.pars = gamma.hat.V$cov.pars,
# kappa = gamma.hat.V$kappa)
# }
# Smoothing - small df and tilted to small distances
# h <- h.select(hh, dd, weights = wts, df = 4)
# hw <- exp(hh^2) / mean(exp(hh^2))
# gamma.hat <- sm.regression(hh, dd, df = 4, weights = wts, h.weights = hw,
# eval.points = hh, display = "none")$estimate
# gamma.hat <- (gamma.hat / 0.977741)^4
gamma.hat.V <- pmax(gamma.hat.V, 0)
if (type == "binned") {
se <- rep(0, nbins)
# LAST MODIFICATION
# DIAG.COV.BIN.FUN
# for (i in 1:nbins) {
# # ib <- sort(unique(results$ibin))[i]
# se[i] <- sqrt(cov.bin.fun(i, i, results, gamma.hat.V))
# }
result <- as.vector(matrix(1.0, nrow=length(gamma.hat.V), ncol = 1))
rho.n <- 50
output <- .Fortran("diag_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res = as.double(result))
se <- sqrt(output$res)
}
if (type != "binned" | varmat) {
V <- matrix(0, nrow = nbins, ncol = nbins)
# LAST MODIFICATION
# FULL.COV.BIN.FUN
# for (i in 1:nbins) {
# # if (opt$verbose > 0) cat(i, "")
# for (j in i:nbins){
# # ib <- sort(unique(results$ibin))[i]
# # jb <- sort(unique(results$ibin))[j]
# V[i, j] <- cov.bin.fun(i, j, results, gamma.hat.V)
# if (j > i) V[j, i] <- V[i, j]
# }
# }
# V <- full.cov.bin.fun(results,gamma.hat.V)
result <- matrix(1.0, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V))
rho.n <- 50
output <- .Fortran("full_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res=as.double(result))
V <- matrix(data=output$res, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V), byrow= TRUE)
# if (opt$verbose > 0) cat("\n")
# save(V, file = "V.dmp")
# load("V.dmp")
if (type != "binned") se <- sqrt(diag(W %*% V %*% t(W)))
}
}
}
#------------------------------------------------------------
# Test of independence
#------------------------------------------------------------
if (model == "independent") {
vv <- 0.1724
cv <- 0.03144
Sigma <- table(c(igp, igp), c(i1, i2))
Sigma <- Sigma %*% t(Sigma)
Sigma <- cv * (Sigma - diag(2 * wts))
Sigma <- Sigma / outer(wts, wts)
Sigma <- diag(vv / wts) + Sigma
if (opt$test | opt$band) {
h <- h.select(hh, hh, weights = wts, df = opt$df)
W <- sm.weight(hh, hh, h, weights = wts, options = opt)
est <- W %*% dd
r0 <- sum(wts * (dd - mean(dall))^2)
r1 <- sum(wts * (dd - est)^2)
tobs <- (r0 - r1) / r1
nb <- length(hh)
A <- matrix(rep(wts / sum(wts), nb), ncol = nb, byrow = TRUE)
A <- t(diag(nb) - A) %*% diag(wts) %*% (diag(nb) - A)
A <- A - (1 + tobs) * t(diag(nb) - W) %*% diag(wts) %*% (diag(nb) - W)
pval <- p.quad.moment(A, Sigma, 0, 0)
if (opt$verbose > 0)
cat("Test of spatial independence: p = ",round(pval, 3), "\n")
results$h <- h
results$p <- pval
}
}
#------------------------------------------------------------
# Plots
#------------------------------------------------------------
if ((opt$display != "none") & !(model %in% c("isotropic", "stationary"))) {
fn <- if (original.scale) function(x) (x / 0.977741)^4 else I
if (opt$display %in% c("bins", "means")) {
xx <- hh
yy <- fn(dd)
}
else {
xx <- hall
yy <- if (original.scale) dall^4 else dall
}
if (!opt$add) {
replace.na(opt, xlab, "Distance")
replace.na(opt, ylab, if (original.scale) " Squared difference" else "Square-root abs. difference")
replace.na(opt, xlim, range(xx))
r <- yy
if (model == "independent") {
replace.na(opt, eval.points, seq(min(hall), max(hall), length = opt$ngrid))
ev <- opt$eval.points
W <- sm.weight(hh, ev, h, weights = wts, options = opt)
est <- c(W %*% dd)
r <- c(r, fn(est))
if (opt$band | opt$se) {
sigmahat <- sqrt(var(y))
nmeans <- length(wts)
V <- matrix(rep(wts / sum(wts), length(ev)), ncol = nmeans, byrow = TRUE)
se.band <- sigmahat * sqrt(diag((W - V) %*% Sigma %*% t(W - V)))
r <- c(r, fn(mean(dall) + 2 * se.band), fn(mean(dall) - 2 * se.band))
}
}
if (model == "none" & opt$se)
r <- c(r, fn(gamma.hat - 2 * se), fn(gamma.hat + 2 * se))
replace.na(opt, ylim, range(r))
xlm <- opt$xlim
if (!is.na(max.dist)) xlm[2] <- max.dist
plot(xx, yy, xlab = opt$xlab, ylab = opt$ylab, xlim = xlm, ylim = opt$ylim, type = "n")
}
if (model == "independent" & opt$band)
polygon(c(ev, rev(ev)), fn(c(mean(dall) + 2 * se.band, rev(mean(dall) - 2 * se.band))),
border = FALSE, col = opt$col.band)
points(xx, yy, col = opt$col.points, pch = opt$pch)
if (model == "none" & opt$se)
segments(hh, fn(dd - 2 * se), hh, fn(dd + 2 * se), col = opt$col.points)
if (model == "independent")
lines(ev, fn(est), col = opt$col, lty = opt$lty)
# if (type.se == "smooth") {
# lines(ev, gamma.hat, col = opt$col, lty = opt$lty)
# if (opt$se) {
# lines(ev, gamma.hat + 2 * se, lty = 2, col = opt$col)
# lines(ev, gamma.hat - 2 * se, lty = 2, col = opt$col)
# }
# }
}
#------------------------------------------------------------
# Test of isotropy
#------------------------------------------------------------
if (model == "isotropic") {
imat <- matrix(rep(1:n, n), ncol = n, byrow = TRUE)
ind <- as.vector(t(imat) - imat)
amat <- atan2(t(x2mat) - x2mat, t(x1mat) - x1mat)
amat[amat < 0] <- amat[amat < 0] + pi
angles <- (as.vector(amat))[ind > 0]
centres1 <- seq(0, pi, length = opt$nbins + 1)
centres1 <- centres1[-1] - diff(centres1) / 2
ind <- (hall < 2 * .Machine$double.eps)
centres2 <- c(0, exp(min(log(hall[!ind])) +
(1:opt$nbins) * diff(range(log(hall[!ind]))) / opt$nbins))
centres2 <- centres2[-1] - diff(centres2) / 2
centres <- as.matrix(expand.grid(centres1, centres2))
# bins <- binning(cbind(angles, hall), dall, nbins = opt$nbins)
identify.grid <- function(x, centres) {
d <- (x[1] - centres[, 1])^2 + (x[2] - centres[, 2])^2
ind.pt <- which(d == min(d))
gpt <- centres[ind.pt, ]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 1] == min(gpt[, 1])]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 2] == min(gpt[, 2])]
ind.pt
}
ibin <- apply(cbind(angles, hall), 1, identify.grid, centres)
ibin <- match(ibin, unique(ibin))
dd <- as.vector(tapply(dall, ibin, mean))
dd0 <- as.vector(tapply(dall0, ibin, mean))
hh <- as.vector(tapply(hall, ibin, mean))
ang <- as.vector(tapply(angles, ibin, mean))
wts <- as.vector(table(ibin))
nbins <- length(unique(ibin))
# sm.regression(cbind(hh, ang), dd, df = 12, weights = wts, nbins = 0, display = "rgl",
# col.points = "red", alpha = 0.7, size = 2, period = c(NA, pi))
h <- h.select(cbind(hh, ang), dd, weights = wts, df = opt$df, nbins = 0, period = c(NA, pi))
if (!is.numeric(df.se)) df.se <- round(0.8 * opt$nbins)
results$distance.mean <- hh
results$sqrtdiff.mean <- dd
results$angles <- angles
results$angles.mean <- ang
results$weights <- wts
results$ibin <- ibin
results$h <- h
if (is.na(max.dist)) max.dist <- max(hh) + 1
ind <- (hh <= max.dist)
gamma.hat.V <- rep(0, length(hh))
if (type.se == "binned")
gg <- dd[ind]
else if (type.se == "smooth")
gg <- sm.regression(hh, dd, weights = wts, eval.points = hh[ind],
display = "none", nbins = 0)$estimate
else if (type.se == "smooth-monotonic")
gg <- ps.normal(hh, dd, df = df.se, weights = wts, eval.points = hh[ind],
increasing = TRUE, weights.penalty = FALSE, display = "none")$estimate
else if (type.se == "smooth-monotonic-original")
gg <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
negative = FALSE, increasing = TRUE,
eval.points = hh[ind], display = "none")$estimate
gamma.hat.V[ind] <- pmax(gg, 0)
gamma.hat.V[!ind] <- gamma.hat.V[hh == max(hh[ind])]
# results$gamma.hat.V <- gamma.hat.V
if (type.se != "smooth-monotonic-original")
gamma.hat.V <- (gamma.hat.V / 0.977741)^4
# plot(hh, dd)
# plot(hh, 0.5 * dd0)
# ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts, negative = FALSE, increasing = TRUE)
# print(cbind(hh, gamma.hat.V))
# stop()
V <- matrix(0, nrow = nbins, ncol = nbins)
# LAST MODIFICATION
# FULL.COV.BIN.FUN
# if (opt$verbose > 0) cat(nbins, ": ")
# for (i in 1:nbins) {
# if (opt$verbose > 0) cat(i, "")
# for (j in i:nbins){
# # ib <- sort(unique(results$ibin))[i]
# # jb <- sort(unique(results$ibin))[j]
# V[i, j] <- cov.bin.fun(i, j, results, gamma.hat.V)
# if (j > i) V[j, i] <- V[i, j]
# }
# }
result <- matrix(1.0, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V))
rho.n <- 50
output <- .Fortran("full_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res=as.double(result))
V <- matrix(data=output$res, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V), byrow= TRUE)
# if (opt$verbose > 0) cat("\n")
opt$period <- c(NA, pi)
if (opt$test | (opt$display != "none")) {
mdl1 <- sm(dd ~ s(cbind(hh, ang), df = opt$df, period = opt$period),
weights = wts, display = "none")
df0 <- ceiling(sqrt(opt$df))
mdl0 <- sm(dd ~ s(hh, df = df0), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = opt$df), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = opt$df / 2), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = opt$df / 3), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = 4), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, lambda = mdl$lambda[[1]][1] * (mdl$nseg[[1]][1] + 3)),
# weights = wts, display = "none")
}
if (opt$test) {
# save(model, V, wts, dd, hh, ang, h, opt, file = "temp.dmp")
S1 <- mdl1$B %*% mdl1$B1 %*% t(mdl1$B * wts)
S0 <- mdl0$B %*% mdl0$B1 %*% t(mdl0$B * wts)
# est1 <- S0 %*% dd
# S1 <- S0 - S1
# V1 <- solve(V)
# # V1 <- solve(S1 %*% V %*% t(S1))
# ds <- S1 %*% dd
# tobs <- c(t(ds) %*% V1 %*% ds)
# pval1 <- p.quad.moment.adjusted(t(S1) %*% V1 %*% S1, V, tobs)
#
# S0 <- sm.weight(hh, hh, h[1], weights = wts)
# S1 <- sm.weight2(cbind(hh, ang), cbind(hh, ang), h, weights = wts, options = opt)
# cat("traces:", round(sum(diag(S0))), round(sum(diag(S1))), "\n")
# est0 <- S0 %*% dd
# plot(range(hh), range(est1, est0), type = "n")
# points(hh, est0)
# points(hh, est1, col = "green")
# sm.regression(cbind(hh, ang), dd, h, weights = wts, options = opt, display = "image")
# S0 <- t(diag(nbins) - S0) %*% V1 %*% (diag(nbins) - S0)
# S1 <- t(diag(nbins) - S1) %*% V1 %*% (diag(nbins) - S1)
# S0 <- t(diag(nbins) - S0) %*% (diag(nbins) - S0)
# S1 <- t(diag(nbins) - S1) %*% (diag(nbins) - S1)
# r0 <- c(dd %*% S0 %*% dd)
# r1 <- c(dd %*% S1 %*% dd)
# tobs <- (r0 - r1) / r1
# S0 <- S0 - (1 + tobs) * S1
# pval <- p.quad.moment(S0, V, 0, 0)
S1 <- S0 - S1
V1 <- solve(V)
# V1 <- solve(S1 %*% V %*% t(S1))
ds <- S1 %*% dd
tobs <- c(t(ds) %*% V1 %*% ds)
pval <- p.quad.moment.adjusted(t(S1) %*% V1 %*% S1, V, tobs)
# cat(round(pval, 3), round(pval1, 3), "\n")
# mdl <- sm(dd ~ s(hh, df = 4) * s(ang, df = 4, period = pi),
# weights = wts, display = "none")
# # save(model, V, wts, file = "temp.dmp")
# ind <- c(mdl$b.ind[[2]], mdl$b.ind[[3]])
# tobs <- sum(mdl$alpha[ind]^2)
# I.i <- rep(0, ncol(mdl$B))
# I.i[ind] <- 1
# A <- mdl$B1 %*% t(mdl$B * wts)
# pval <- p.quad.moment.adjusted(t(A) %*% diag(I.i) %*% A, V, tobs)
if (opt$verbose > 0) cat("Test of isotropy: p = ", round(pval, 3), "\n")
results$h <- h
results$p <- pval
# results$df0 <- df0
}
opt$covmat <- V
opt$nbins <- 0
opt$alpha.mesh <- 0.7
opt$test <- FALSE
op <- opt
replace.na(op, xlab, "Distance")
replace.na(op, zlab, "Square-root difference")
replace.na(op, ylab, "Angle")
op$display <- "none"
u <- list(length = 2)
for (j in 1:2)
u[[j]] <- seq(mdl1$xrange[[1]][j, 1], mdl1$xrange[[1]][j, 2], length = opt$ngrid)
U <- as.matrix(expand.grid(u))
mask <- sm.mask(cbind(hh, ang), cbind(u[[1]], u[[2]]), mask.method = opt$mask.method)
B1 <- ps.matrices(U, mdl1$xrange[[1]], 2, nseg = mdl1$nseg[[1]], period = mdl1$period[[1]])$B
B1 <- cbind(1, B1)
S1 <- B1 %*% mdl1$B1 %*% t(mdl1$B * wts)
est1 <- matrix(S1 %*% dd, nrow = opt$ngrid) * mask
B0 <- ps.matrices(as.matrix(U[ , 1]), mdl0$xrange[[1]], 1, nseg = mdl0$nseg[[1]])$B
B0 <- cbind(1, B0)
S0 <- B0 %*% mdl0$B1 %*% t(mdl0$B * wts)
est0 <- matrix(S0 %*% dd, nrow = opt$ngrid) * mask
stde <- sqrt(diag((S1 - S0) %*% V %*% t(S1 - S0)))
sdiff <- (est1 - est0) / matrix(stde, ncol = opt$ngrid)
ev <- u
gamma.hat <- est1
results$eval.points <- u
results$estimate <- est1
results$sdiff <- sdiff
# surf <- sm.regression.2d(cbind(hh, ang), dd, h, model = "isotropic", weights = wts,
# rawdata = list(x = cbind(hh, ang), y = dd), options = op)
# ngrid <- nrow(surf$eval.points)
# ev <- rep(surf$eval.points[, 1], ngrid)
# gamma.hat <- surf$estimate
# X <- sm.weight(hh, ev, h[1], weights = wts)
# model.y <- matrix(as.vector(X %*% dd), ncol = opt$ngrid) * surf$estimate / surf$estimate
if (opt$display == "rgl") {
# This code needs to be updated
# sm.surface3d(surf$eval.points, model.y, surf$scaling, col.mesh = "grey",
# alpha = 0.5, alpha.mesh = 0)
}
else if (opt$display == "image") {
if (!requireNamespace("interp", quietly = TRUE)) stop("this option requires the interp package.")
a <- U
a <- rbind(a, cbind(a[ , 1], a[ , 2] + pi))
a1 <- a[ , 1] * cos(a[ , 2])
a2 <- a[ , 1] * sin(a[ , 2])
b <- rep(c(est1), 2)
sdiff <- rep(c(sdiff), 2)
ind <- !is.na(b) & !duplicated(cbind(a1, a2))
inte <- interp::interp(a1[ind], a2[ind], b[ind])
ints <- interp::interp(a1[ind], a2[ind], sdiff[ind])
cts <- contourLines(ints)
lvls <- rep(0, length(cts))
for (i in 1:length(cts)) lvls[i] <- cts[[i]]$level
lvls <- lvls[lvls <= -2]
results$levels <- lvls
filled.contour(inte, color.palette = topo.colors,
plot.axes = {
axis(1)
axis(2)
# op <- opt
# op$display <- "none"
# surf <- sm.regression.2d(cbind(hh, ang), dd, h, model = "isotropic", weights = wts,
# rawdata = list(x = cbind(hh, ang), y = dd), options = op)
if (length(lvls) > 0) contour(ints, levels = lvls, add = TRUE, col = "red")
# a <- as.matrix(expand.grid(surf$eval.points[ , 1], surf$eval.points[ , 2]))
# a <- rbind(a, cbind(a[ , 1], a[ , 2] + pi))
# a1 <- a[ , 1] * cos(a[ , 2])
# a2 <- a[ , 1] * sin(a[ , 2])
# b <- rep(c(surf$estimate), 2)
# ind <- !is.na(b)
# #image(interp(a1[ind], a2[ind], b[ind]))
# #print(contourplot(interp(a1[ind], a2[ind], b[ind])$z))
# filled.contour(interp(a1[ind], a2[ind], b[ind]), color.palette = topo.colors,
# plot.axes = {
# axis(1)
# axis(2)
# op <- opt
# op$display <- "none"
# surf <- sm.regression.2d(cbind(hh, ang), dd, h, model = "isotropic", weights = wts,
# rawdata = list(x = cbind(hh, ang), y = dd), options = op)
# sdiff <- rep(c(surf$sdiff), 2)
# cts <- contourLines(interp(a1[ind], a2[ind], sdiff[ind]))
# lvls <- rep(0, length(cts))
# for (i in 1:length(cts)) lvls[i] <- cts[[i]]$level
# lvls <- lvls[lvls < 0]
# contour(interp(a1[ind], a2[ind], sdiff[ind]), levels = lvls, add = TRUE)
}
)
}
}
#------------------------------------------------------------
# Test of stationarity
#------------------------------------------------------------
if (model == "stationary") {
imat <- matrix(rep(1:n, n), ncol = n, byrow = TRUE)
ind <- as.vector(t(imat) - imat)
av1 <- (t(x1mat) + x1mat) / 2
av2 <- (t(x2mat) + x2mat) / 2
av1 <- (as.vector(av1))[ind > 0]
av2 <- (as.vector(av2))[ind > 0]
centres1 <- seq(min(av1), max(av1), length = opt$nbins + 1)
centres2 <- seq(min(av2), max(av2), length = opt$nbins + 1)
ind <- (hall < 2 * .Machine$double.eps)
centres3 <- c(0, exp(min(log(hall[!ind])) +
(1:opt$nbins) * diff(range(log(hall[!ind]))) / opt$nbins))
centres1 <- centres1[-1] - diff(centres1) / 2
centres2 <- centres2[-1] - diff(centres2) / 2
centres3 <- centres3[-1] - diff(centres3) / 2
centres <- as.matrix(expand.grid(centres1, centres2, centres3))
identify.grid <- function(x, centres) {
d <- (x[1] - centres[, 1])^2 + (x[2] - centres[, 2])^2 + (x[3] - centres[, 3])^2
ind.pt <- which(d == min(d))
gpt <- centres[ind.pt, ]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 1] == min(gpt[, 1])]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 2] == min(gpt[, 2])]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 3] == min(gpt[, 3])]
ind.pt
}
ibin <- apply(cbind(av1, av2, hall), 1, identify.grid, centres)
ibin <- match(ibin, unique(ibin))
dd <- as.vector(tapply(dall, ibin, mean))
dd0 <- as.vector(tapply(dall0, ibin, mean))
hh <- as.vector(tapply(hall, ibin, mean))
a1 <- as.vector(tapply(av1, ibin, mean))
a2 <- as.vector(tapply(av2, ibin, mean))
wts <- as.vector(table(ibin))
nbins <- length(unique(ibin))
# h <- h.select(cbind(hh, ang), dd, weights = wts, df = opt$df, nbins = 0, period = c(NA, pi))
if (!is.numeric(df.se)) df.se <- round(0.8 * opt$nbins)
results$distance.mean <- hh
results$sqrtdiff.mean <- dd
# results$av1 <- av1
# results$av2 <- av2
# results$a1 <- a1
# results$a2 <- a2
results$weights <- wts
results$ibin <- ibin
xx <- cbind(x = a1, y = a2, Distance = hh)
if (is.na(max.dist)) max.dist <- max(hh) + 1
ind <- (hh <= max.dist)
gamma.hat.V <- rep(0, length(hh))
if (type.se == "binned")
gg <- dd[ind]
else if (type.se == "smooth")
gg <- sm.regression(hh, dd, weights = wts, eval.points = hh[ind],
display = "none", nbins = 0)$estimate
else if (type.se == "smooth-monotonic")
gg <- ps.normal(hh, dd, df = df.se, weights = wts, eval.points = hh,
increasing = TRUE, weights.penalty = FALSE, display = "none")$estimate
else if (type.se == "smooth-monotonic-original")
gg <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
negative = FALSE, increasing = TRUE,
eval.points = hh[ind], display = "none")$estimate
gamma.hat.V[ind] <- pmax(gg, 0)
gamma.hat.V[!ind] <- gamma.hat.V[hh == max(hh[ind])]
# results$gamma.hat.V <- gamma.hat.V
if (type.se != "smooth-monotonic-original")
gamma.hat.V <- (gamma.hat.V / 0.977741)^4
V <- matrix(0, nrow = nbins, ncol = nbins)
# if (opt$verbose > 0) cat(nbins, ": ")
# LAST MODIFICATION
# FULL.COV.BIN.FUN
# for (i in 1:nbins) {
# if (opt$verbose > 0) cat(i, "")
# for (j in i:nbins){
# V[i, j] <- cov.bin.fun(i, j, results, gamma.hat.V)
# if (j > i) V[j, i] <- V[i, j]
# }
# }
result <- matrix(1.0, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V))
rho.n <- 50
output <- .Fortran("full_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res=as.double(result))
V <- matrix(data=output$res, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V), byrow= TRUE)
# if (opt$verbose > 0) cat("\n")
model1 <- sm(dd ~ s(xx, df = opt$df), weights = wts, display = "none")
if (opt$test) {
df0 <- ceiling(opt$df^(1/3))
# df0 <- ceiling(opt$df / 3)
# df0 <- ceiling(opt$df / 2)
model0 <- sm(dd ~ s(hh, df = df0), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, lambda = mdl$lambda[[1]][1] * (mdl$nseg[[1]][1] + 3)^2),
# weights = wts, display = "none")
# model0 <- sm(dd ~ s(hh, df = 3), weights = wts, display = "none")
S0 <- model0$B %*% model0$B1 %*% t(model0$B * wts)
S1 <- model1$B %*% model1$B1 %*% t(model1$B * wts)
V1 <- solve(V)
S0 <- t(S0 - S1) %*% V1 %*% (S0 - S1)
tobs <- c(dd %*% S0 %*% dd)
pval <- p.quad.moment.adjusted(S0, V, tobs)
if (opt$verbose > 0)
cat("Test of stationarity: p = ", round(pval, 3), "\n")
results$p <- pval
# results$df0 <- df0
}
u <- list(length = 3)
for (j in 1:3)
u[[j]] <- seq(model1$xrange[[1]][j, 1], model1$xrange[[1]][j, 2], length = opt$ngrid)
U <- as.matrix(expand.grid(u))
B1 <- ps.matrices(U, model1$xrange[[1]], 3, nseg = model1$nseg[[1]], period = model1$period[[1]])$B
B1 <- cbind(1, B1)
S1 <- B1 %*% model1$B1 %*% t(model1$B * wts)
est1 <- S1 %*% dd
B0 <- ps.matrices(as.matrix(U[ , 3]), model0$xrange[[1]], 1, nseg = model0$nseg[[1]])$B
B0 <- cbind(1, B0)
S0 <- B0 %*% model0$B1 %*% t(model0$B * wts)
est0 <- S0 %*% dd
stde <- diag((S1 - S0) %*% V %*% t(S1 - S0))
stde[stde < 0] <- NA
stde <- sqrt(stde)
model1$sdiff <- array((est1 - est0) / stde, dim = rep(opt$ngrid, 3))
# ev <- u
# gamma.hat <- est1
opt$covmat <- V
# Add V into the estimated surface.
# Return the estimate from the fitted surface.
# plot(model1)
# replace.na(opt, xlab, "Distance")
# replace.na(opt, zlab, "Square-root difference")
# replace.na(opt, ylab, "Angle")
gamma.hat <- model1$fitted
ev <- xx
# results$model <- model1
names(u) <- c("x1", "x2", "distance")
results$eval.points <- u
results$estimate <- array(est1, dim = rep(opt$ngrid, 3))
results$sdiff <- model1$sdiff
}
#------------------------------------------------------------
# Return values
#------------------------------------------------------------
# results$eval.points <- ev
# results$estimate <- gamma.hat
# results$gamma.hat.V <- gamma.hat.V
results$df <- opt$df
if (opt$se & model == "none") results$se <- se
if ((model == "independent") & opt$band) results$se.band <- se.band
if (varmat | model %in% c("isotropic", "stationary")) results$V <- V
invisible(results)
}
p.quad.moment.adjusted <- function (A, Sigma, tobs) {
B <- A %*% Sigma
k1 <- sum(diag(B)) - tobs
C <- B %*% B
k2 <- 2 * sum(diag(C))
k3 <- 8 * sum(diag(C %*% B))
aa <- abs(k3/(4 * k2))
bb <- (8 * k2^3)/k3^2
cc <- k1 - aa * bb
1 - pchisq(-cc/aa, bb)
}
# hg <- function(rho) {
# a <- 3/4
# b <- 3/4
# cc <- 1/2
# fn <- gamma(a) * gamma(b) / gamma(cc)
# facn <- 1
# n <- 1
# fnold <- 0.1
# while (abs(fn - fnold) / fnold > 0.0001 ) {
# facn <- facn * n
# fnold <- fn
# fn <- fn + gamma(a + n) * gamma(b + n) * rho^n / (gamma(cc + n) * facn)
# n <- n + 1
# }
# fn * gamma(cc) / (gamma(a) * gamma(b))
# }
# cor.sqrtabs <- function(rho) {
# # library(Davies)
# # gamma(0.75)^2 * ((1 - rho^2) * hypergeo(0.75, 0.75, 0.5, rho^2) - 1) / (sqrt(pi) - gamma(0.75)^2)
# gamma(0.75)^2 * ((1 - rho^2) * hg(rho^2) - 1) / (sqrt(pi) - gamma(0.75)^2)
# }
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"sm.variogram" <- function(x, y, h,
df.se = "automatic", max.dist = NA, n.zero.dist = 1, original.scale = TRUE,
varmat = FALSE, ...) {
type <- "binned"
bin.type <- "log"
type.se <- "smooth-monotonic-original"
if ("geodata" %in% class(x)) {
y <- x$data
x <- x$coords
}
opt <- sm.options(list(...))
data <- sm.check.data(x = x, y = y, ...)
x <- data$x
y <- data$y
n <- data$nobs
ndim <- data$ndim
opt <- data$options
# rawdata <- list(x = x, y = y, nbins = opt$nbins, nobs = n, ndim = ndim)
model <- opt$model
if (!(model %in% c("none", "independent", "isotropic", "stationary"))) {
cat("The 'model' argument is not recognised - reverting to 'none'.\n")
model <- "none"
}
replace.na(opt, band, (model != "none"))
if (model == "isotropic") {
if (ndim == 1) stop("a test of isotropy is appropriate only for 2-d data.")
replace.na(opt, ngrid, 20)
replace.na(opt, display, "image")
}
if (model == "stationary") {
if (ndim == 1) stop("a test of stationarity is implemented only for 2-d data.")
replace.na(opt, ngrid, 12)
}
else {
replace.na(opt, ngrid, 100)
replace.na(opt, display, "means")
}
if (model == "stationary") replace.na(opt, df, 20)
else if (model == "isotropic") replace.na(opt, df, 12)
else replace.na(opt, df, 6)
replace.na(opt, band, (model != "none"))
replace.na(opt, test, (model != "none"))
if (is.null(opt$weights.penalty)) opt$weights.penalty <- NA
replace.na(opt, se, TRUE)
replace.na(opt, col, "black")
# replace.na(opt, weights.penalty, FALSE)
opt$weight.penalty <- FALSE
if (model == "isotropic") replace.na(opt, nbins, 10)
if (model == "stationary") replace.na(opt, nbins, 6)
if (ndim == 1) {
x <- matrix(x, ncol = 1)
replace.na(opt, nbins, 100)
if (opt$nbins == 0) opt$nbins <- 100
}
else {
replace.na(opt, nbins, ceiling((n * (n - 1) / 2)^(1/3)))
if (opt$nbins == 0) opt$nbins <- ceiling((n * (n - 1) / 2)^(1/3))
}
x1mat <- matrix(rep(x[, 1], n), ncol = n, byrow = TRUE)
if (ndim == 2) {
x2mat <- matrix(rep(x[, 2], n), ncol = n)
hmat <- sqrt((t(x1mat) - x1mat)^2 + (t(x2mat) - x2mat)^2)
}
else
hmat <- abs(t(x1mat) - x1mat)
dmat <- matrix(rep(y, n), ncol = n)
dmat <- t(dmat) - dmat
dmat0 <- dmat^2
dmat <- sqrt(abs(dmat))
imat <- matrix(rep(1:n, n), ncol = n, byrow = TRUE)
ind <- as.vector(t(imat) - imat)
hall <- (as.vector(hmat))[ind > 0]
dall0 <- (as.vector(dmat0))[ind > 0]
dall <- (as.vector(dmat))[ind > 0]
i1 <- (as.vector(imat))[ind > 0]
i2 <- (as.vector(t(imat)))[ind > 0]
ipair <- cbind(i1, i2)
# if (!is.na(max.dist)) {
# ind <- (hall <= max.dist)
# hall <- hall[ind]
# dall <- dall[ind]
# ipair <- ipair[ind, ]
# }
results <- list(distance = hall, sqrtdiff = dall, ipair = ipair)
#------------------------------------------------------------
# Bin the differences
#------------------------------------------------------------
if (!(model %in% c("isotropic", "stationary"))) {
if (bin.type == "regular") {
bins <- binning(hall, dall, nbins = opt$nbins)
hh <- bins$x
dd <- bins$means
wts <- bins$x.freq
breaks <- bins$breaks
empse <- sqrt(bins$devs / (wts - 1)) / sqrt(wts)
empse[wts == 1] <- 0
igp <- as.vector(cut(hall, breaks, labels = FALSE))
ibin <- match(igp, sort(unique(igp)))
}
else if (bin.type == "balanced") {
test.pts <- sort(unique(signif(results$distance, 7)))
test.pts <- test.pts[-length(test.pts)] + diff(test.pts) / 2
test.pts <- c(test.pts, max(results$distance) + 1)
breaks <- -1
for (i in 1:length(test.pts)) {
ind <- ((results$distance > max(breaks)) & (results$distance <= test.pts[i]))
if (sum(ind) >= length(results$distance) / opt$nbins) breaks <- c(breaks, test.pts[i])
}
nbrks <- length(breaks)
breaks[nbrks] <- max(breaks[nbrks], max(results$distance))
igp <- as.numeric(cut(results$distance, breaks, labels = FALSE))
ibin <- match(igp, sort(unique(igp)))
breaks[1] <- 0
dd <- tapply(dall, ibin, mean)
# hh <- breaks[-1] - diff(breaks) / 2
hh <- tapply(results$distance, ibin, mean)
wts <- table(ibin)
}
else if (bin.type == "unique") {
hh <- sort(unique(signif(hall, 6)))
ibin <- match(signif(hall, 6), hh)
wts <- table(ibin)
dd <- tapply(dall, ibin, mean)
}
else if (bin.type == "log") {
breaks <- -1
ind <- (hall < 2 * .Machine$double.eps)
nzero <- length(which(ind))
if (nzero >= max(n.zero.dist, 1)) breaks <- c(breaks, 2 * .Machine$double.eps)
breaks <- c(breaks, exp(min(log(hall[!ind])) +
(1:opt$nbins) * diff(range(log(hall[!ind]))) / opt$nbins))
nbrks <- length(breaks)
breaks[nbrks] <- breaks[nbrks] + 1
igp <- as.numeric(cut(results$distance, breaks), labels = FALSE)
ibin <- match(igp, sort(unique(igp)))
dd0 <- as.vector(tapply(dall0, ibin, mean))
dd <- as.vector(tapply(dall, ibin, mean))
hh <- as.vector(tapply(hall, ibin, mean))
wts <- as.vector(table(ibin))
breaks[nbrks] <- breaks[nbrks] - 1
breaks[1] <- 0
}
results$distance.mean <- hh
results$sqrtdiff.mean <- dd
results$sqdiff.mean <- dd0
results$weights <- wts
results$ibin <- ibin
results$breaks <- breaks
results$nbins <- length(hh)
nbins <- length(results$sqrtdiff.mean)
if (!is.numeric(df.se)) df.se <- round(0.8 * nbins)
#------------------------------------------------------------
# Construct the estimate
#------------------------------------------------------------
if (type == "binned") {
ev <- hh
gamma.hat <- dd
}
else {
if (missing(h)) h <- h.select(hh, dd, weights = wts,
nbins = 0, df = df.se, method = opt$method)
replace.na(opt, eval.points, seq(min(hall), max(hall), length = opt$ngrid))
ev <- opt$eval.points
W <- sm.weight(hh, ev, h, weights = wts, options = opt)
gamma.hat <- as.vector(W %*% dd)
}
#------------------------------------------------------------
# Find the standard errors of the estimated values
#------------------------------------------------------------
if (opt$se & (model == "none")) {
if (is.na(max.dist)) max.dist <- max(hh) + 1
# if (type.se == "true")
# gamma.hat.V <- 1 - cov.spatial(results$distance.mean, cov.pars = cov.pars, kappa = kappa)
# # True gamma, evaluated at the observations
# # gamma.hat <- 1 - cov.spatial(results$distance, cov.pars = c(1, phi))
if (type.se == "binned")
gamma.hat.V <- (dd / 0.977741)^4
if (type.se == "cressie")
gamma.hat.V <- 0.5 * dd^4 / (0.457 + 0.494 / wts)
if (type.se == "smooth-monotonic-original") {
sm.model <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
eval.points = hh, increasing = TRUE,
display = "none")
gamma.hat.V <- sm.model$estimate
# results$gamma.hat.V <- gamma.hat.V
}
if (type.se == "smooth-original") {
sm.model <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
eval.points = hh, increasing = FALSE,
display = "none")
gamma.hat.V <- sm.model$estimate
# results$gamma.hat.V <- gamma.hat.V
}
if (type.se %in% c("smooth", "smooth-monotonic", "smooth-w", "smooth-monotonic-w")) {
# ind <- (hh <= max.dist)
# gamma.hat.V <- rep(0, length(hh))
# gamma.hat.V[ind] <- sm.regression(hh, dd, weights = wts, eval.points = hh[ind],
# display = "none")$estimate
# gamma.hat.V[!ind] <- gamma.hat.V[hh == max(hh[ind])]
inc <- (type.se %in% c("smooth-monotonic", "smooth-monotonic-w"))
wp <- (type.se %in% c("smooth-w", "smooth-monotonic-w"))
sm.model <- ps.normal(hh, dd, df = df.se, weights = wts,
eval.points = hh, increasing = inc, kappa = 1e8,
weights.penalty = wp, display = "none")
gamma.hat.V <- sm.model$estimate
# results$gamma.hat.V <- gamma.hat.V
gamma.hat.V <- (gamma.hat.V / 0.977741)^4
}
if (type.se %in% c("monotonic", "monotonic-original")) {
B <- diag(nbins)
D1 <- diff(diag(nbins), diff = 1)
ddx <- if (type.se == "monotonic") dd else dd0
beta <- ddx
delta <- 1
while (delta > 1e-5) {
v <- as.numeric(diff(beta) <= 0)
B1 <- solve(diag(wts) + 10000 * t(D1) %*% diag(v) %*% D1)
beta.old <- beta
beta <- as.vector(B1 %*% diag(wts) %*% ddx)
delta <- sum((beta - beta.old)^2) / sum(beta.old^2)
}
gamma.hat.V <- beta
# results$gamma.hat.V <- gamma.hat.V
if (type.se == "monotonic") gamma.hat.V <- (gamma.hat.V / 0.977741)^4
}
# if (type.se == "matern") {
# vgm.emp <- variog(coords = x, data = y, estimator.type = "modulus", breaks = breaks,
# messages = FALSE)
# gamma.hat.V <- variofit(vgm.emp, ini = c(var(y), 0.2), fix.nugget = TRUE, fix.kappa = TRUE,
# max.dist = max.dist, messages = FALSE)
# results$cov.pars <- gamma.hat.V$cov.pars
# results$kappa <- gamma.hat.V$kappa
# # plot(vgm.emp)
# # lines(gamma.hat)
# gamma.hat.V <- gamma.hat.V$cov.pars[1] -
# cov.spatial(results$distance.mean, cov.pars = gamma.hat.V$cov.pars,
# kappa = gamma.hat.V$kappa)
# }
# Smoothing - small df and tilted to small distances
# h <- h.select(hh, dd, weights = wts, df = 4)
# hw <- exp(hh^2) / mean(exp(hh^2))
# gamma.hat <- sm.regression(hh, dd, df = 4, weights = wts, h.weights = hw,
# eval.points = hh, display = "none")$estimate
# gamma.hat <- (gamma.hat / 0.977741)^4
gamma.hat.V <- pmax(gamma.hat.V, 0)
if (type == "binned") {
se <- rep(0, nbins)
# LAST MODIFICATION
# DIAG.COV.BIN.FUN
# for (i in 1:nbins) {
# # ib <- sort(unique(results$ibin))[i]
# se[i] <- sqrt(cov.bin.fun(i, i, results, gamma.hat.V))
# }
result <- as.vector(matrix(1.0, nrow=length(gamma.hat.V), ncol = 1))
rho.n <- 50
output <- .Fortran("diag_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res = as.double(result))
se <- sqrt(output$res)
}
if (type != "binned" | varmat) {
V <- matrix(0, nrow = nbins, ncol = nbins)
# LAST MODIFICATION
# FULL.COV.BIN.FUN
# for (i in 1:nbins) {
# # if (opt$verbose > 0) cat(i, "")
# for (j in i:nbins){
# # ib <- sort(unique(results$ibin))[i]
# # jb <- sort(unique(results$ibin))[j]
# V[i, j] <- cov.bin.fun(i, j, results, gamma.hat.V)
# if (j > i) V[j, i] <- V[i, j]
# }
# }
# V <- full.cov.bin.fun(results,gamma.hat.V)
result <- matrix(1.0, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V))
rho.n <- 50
output <- .Fortran("full_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res=as.double(result))
V <- matrix(data=output$res, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V), byrow= TRUE)
# if (opt$verbose > 0) cat("\n")
# save(V, file = "V.dmp")
# load("V.dmp")
if (type != "binned") se <- sqrt(diag(W %*% V %*% t(W)))
}
}
}
#------------------------------------------------------------
# Test of independence
#------------------------------------------------------------
if (model == "independent") {
vv <- 0.1724
cv <- 0.03144
Sigma <- table(c(igp, igp), c(i1, i2))
Sigma <- Sigma %*% t(Sigma)
Sigma <- cv * (Sigma - diag(2 * wts))
Sigma <- Sigma / outer(wts, wts)
Sigma <- diag(vv / wts) + Sigma
if (opt$test | opt$band) {
h <- h.select(hh, hh, weights = wts, df = opt$df)
W <- sm.weight(hh, hh, h, weights = wts, options = opt)
est <- W %*% dd
r0 <- sum(wts * (dd - mean(dall))^2)
r1 <- sum(wts * (dd - est)^2)
tobs <- (r0 - r1) / r1
nb <- length(hh)
A <- matrix(rep(wts / sum(wts), nb), ncol = nb, byrow = TRUE)
A <- t(diag(nb) - A) %*% diag(wts) %*% (diag(nb) - A)
A <- A - (1 + tobs) * t(diag(nb) - W) %*% diag(wts) %*% (diag(nb) - W)
pval <- p.quad.moment(A, Sigma, 0, 0)
if (opt$verbose > 0)
cat("Test of spatial independence: p = ",round(pval, 3), "\n")
results$h <- h
results$p <- pval
}
}
#------------------------------------------------------------
# Plots
#------------------------------------------------------------
if ((opt$display != "none") & !(model %in% c("isotropic", "stationary"))) {
fn <- if (original.scale) function(x) (x / 0.977741)^4 else I
if (opt$display %in% c("bins", "means")) {
xx <- hh
yy <- fn(dd)
}
else {
xx <- hall
yy <- if (original.scale) dall^4 else dall
}
if (!opt$add) {
replace.na(opt, xlab, "Distance")
replace.na(opt, ylab, if (original.scale) " Squared difference" else "Square-root abs. difference")
replace.na(opt, xlim, range(xx))
r <- yy
if (model == "independent") {
replace.na(opt, eval.points, seq(min(hall), max(hall), length = opt$ngrid))
ev <- opt$eval.points
W <- sm.weight(hh, ev, h, weights = wts, options = opt)
est <- c(W %*% dd)
r <- c(r, fn(est))
if (opt$band | opt$se) {
sigmahat <- sqrt(var(y))
nmeans <- length(wts)
V <- matrix(rep(wts / sum(wts), length(ev)), ncol = nmeans, byrow = TRUE)
se.band <- sigmahat * sqrt(diag((W - V) %*% Sigma %*% t(W - V)))
r <- c(r, fn(mean(dall) + 2 * se.band), fn(mean(dall) - 2 * se.band))
}
}
if (model == "none" & opt$se)
r <- c(r, fn(gamma.hat - 2 * se), fn(gamma.hat + 2 * se))
replace.na(opt, ylim, range(r))
xlm <- opt$xlim
if (!is.na(max.dist)) xlm[2] <- max.dist
plot(xx, yy, xlab = opt$xlab, ylab = opt$ylab, xlim = xlm, ylim = opt$ylim, type = "n")
}
if (model == "independent" & opt$band)
polygon(c(ev, rev(ev)), fn(c(mean(dall) + 2 * se.band, rev(mean(dall) - 2 * se.band))),
border = FALSE, col = opt$col.band)
points(xx, yy, col = opt$col.points, pch = opt$pch)
if (model == "none" & opt$se)
segments(hh, fn(dd - 2 * se), hh, fn(dd + 2 * se), col = opt$col.points)
if (model == "independent")
lines(ev, fn(est), col = opt$col, lty = opt$lty)
# if (type.se == "smooth") {
# lines(ev, gamma.hat, col = opt$col, lty = opt$lty)
# if (opt$se) {
# lines(ev, gamma.hat + 2 * se, lty = 2, col = opt$col)
# lines(ev, gamma.hat - 2 * se, lty = 2, col = opt$col)
# }
# }
}
#------------------------------------------------------------
# Test of isotropy
#------------------------------------------------------------
if (model == "isotropic") {
imat <- matrix(rep(1:n, n), ncol = n, byrow = TRUE)
ind <- as.vector(t(imat) - imat)
amat <- atan2(t(x2mat) - x2mat, t(x1mat) - x1mat)
amat[amat < 0] <- amat[amat < 0] + pi
angles <- (as.vector(amat))[ind > 0]
centres1 <- seq(0, pi, length = opt$nbins + 1)
centres1 <- centres1[-1] - diff(centres1) / 2
ind <- (hall < 2 * .Machine$double.eps)
centres2 <- c(0, exp(min(log(hall[!ind])) +
(1:opt$nbins) * diff(range(log(hall[!ind]))) / opt$nbins))
centres2 <- centres2[-1] - diff(centres2) / 2
centres <- as.matrix(expand.grid(centres1, centres2))
# bins <- binning(cbind(angles, hall), dall, nbins = opt$nbins)
identify.grid <- function(x, centres) {
d <- (x[1] - centres[, 1])^2 + (x[2] - centres[, 2])^2
ind.pt <- which(d == min(d))
gpt <- centres[ind.pt, ]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 1] == min(gpt[, 1])]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 2] == min(gpt[, 2])]
ind.pt
}
ibin <- apply(cbind(angles, hall), 1, identify.grid, centres)
ibin <- match(ibin, unique(ibin))
dd <- as.vector(tapply(dall, ibin, mean))
dd0 <- as.vector(tapply(dall0, ibin, mean))
hh <- as.vector(tapply(hall, ibin, mean))
ang <- as.vector(tapply(angles, ibin, mean))
wts <- as.vector(table(ibin))
nbins <- length(unique(ibin))
# sm.regression(cbind(hh, ang), dd, df = 12, weights = wts, nbins = 0, display = "rgl",
# col.points = "red", alpha = 0.7, size = 2, period = c(NA, pi))
h <- h.select(cbind(hh, ang), dd, weights = wts, df = opt$df, nbins = 0, period = c(NA, pi))
if (!is.numeric(df.se)) df.se <- round(0.8 * opt$nbins)
results$distance.mean <- hh
results$sqrtdiff.mean <- dd
results$angles <- angles
results$angles.mean <- ang
results$weights <- wts
results$ibin <- ibin
results$h <- h
if (is.na(max.dist)) max.dist <- max(hh) + 1
ind <- (hh <= max.dist)
gamma.hat.V <- rep(0, length(hh))
if (type.se == "binned")
gg <- dd[ind]
else if (type.se == "smooth")
gg <- sm.regression(hh, dd, weights = wts, eval.points = hh[ind],
display = "none", nbins = 0)$estimate
else if (type.se == "smooth-monotonic")
gg <- ps.normal(hh, dd, df = df.se, weights = wts, eval.points = hh[ind],
increasing = TRUE, weights.penalty = FALSE, display = "none")$estimate
else if (type.se == "smooth-monotonic-original")
gg <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
negative = FALSE, increasing = TRUE,
eval.points = hh[ind], display = "none")$estimate
gamma.hat.V[ind] <- pmax(gg, 0)
gamma.hat.V[!ind] <- gamma.hat.V[hh == max(hh[ind])]
# results$gamma.hat.V <- gamma.hat.V
if (type.se != "smooth-monotonic-original")
gamma.hat.V <- (gamma.hat.V / 0.977741)^4
# plot(hh, dd)
# plot(hh, 0.5 * dd0)
# ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts, negative = FALSE, increasing = TRUE)
# print(cbind(hh, gamma.hat.V))
# stop()
V <- matrix(0, nrow = nbins, ncol = nbins)
# LAST MODIFICATION
# FULL.COV.BIN.FUN
# if (opt$verbose > 0) cat(nbins, ": ")
# for (i in 1:nbins) {
# if (opt$verbose > 0) cat(i, "")
# for (j in i:nbins){
# # ib <- sort(unique(results$ibin))[i]
# # jb <- sort(unique(results$ibin))[j]
# V[i, j] <- cov.bin.fun(i, j, results, gamma.hat.V)
# if (j > i) V[j, i] <- V[i, j]
# }
# }
result <- matrix(1.0, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V))
rho.n <- 50
output <- .Fortran("full_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res=as.double(result))
V <- matrix(data=output$res, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V), byrow= TRUE)
# if (opt$verbose > 0) cat("\n")
opt$period <- c(NA, pi)
if (opt$test | (opt$display != "none")) {
mdl1 <- sm(dd ~ s(cbind(hh, ang), df = opt$df, period = opt$period),
weights = wts, display = "none")
df0 <- ceiling(sqrt(opt$df))
mdl0 <- sm(dd ~ s(hh, df = df0), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = opt$df), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = opt$df / 2), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = opt$df / 3), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, df = 4), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, lambda = mdl$lambda[[1]][1] * (mdl$nseg[[1]][1] + 3)),
# weights = wts, display = "none")
}
if (opt$test) {
# save(model, V, wts, dd, hh, ang, h, opt, file = "temp.dmp")
S1 <- mdl1$B %*% mdl1$B1 %*% t(mdl1$B * wts)
S0 <- mdl0$B %*% mdl0$B1 %*% t(mdl0$B * wts)
# est1 <- S0 %*% dd
# S1 <- S0 - S1
# V1 <- solve(V)
# # V1 <- solve(S1 %*% V %*% t(S1))
# ds <- S1 %*% dd
# tobs <- c(t(ds) %*% V1 %*% ds)
# pval1 <- p.quad.moment.adjusted(t(S1) %*% V1 %*% S1, V, tobs)
#
# S0 <- sm.weight(hh, hh, h[1], weights = wts)
# S1 <- sm.weight2(cbind(hh, ang), cbind(hh, ang), h, weights = wts, options = opt)
# cat("traces:", round(sum(diag(S0))), round(sum(diag(S1))), "\n")
# est0 <- S0 %*% dd
# plot(range(hh), range(est1, est0), type = "n")
# points(hh, est0)
# points(hh, est1, col = "green")
# sm.regression(cbind(hh, ang), dd, h, weights = wts, options = opt, display = "image")
# S0 <- t(diag(nbins) - S0) %*% V1 %*% (diag(nbins) - S0)
# S1 <- t(diag(nbins) - S1) %*% V1 %*% (diag(nbins) - S1)
# S0 <- t(diag(nbins) - S0) %*% (diag(nbins) - S0)
# S1 <- t(diag(nbins) - S1) %*% (diag(nbins) - S1)
# r0 <- c(dd %*% S0 %*% dd)
# r1 <- c(dd %*% S1 %*% dd)
# tobs <- (r0 - r1) / r1
# S0 <- S0 - (1 + tobs) * S1
# pval <- p.quad.moment(S0, V, 0, 0)
S1 <- S0 - S1
V1 <- solve(V)
# V1 <- solve(S1 %*% V %*% t(S1))
ds <- S1 %*% dd
tobs <- c(t(ds) %*% V1 %*% ds)
pval <- p.quad.moment.adjusted(t(S1) %*% V1 %*% S1, V, tobs)
# cat(round(pval, 3), round(pval1, 3), "\n")
# mdl <- sm(dd ~ s(hh, df = 4) * s(ang, df = 4, period = pi),
# weights = wts, display = "none")
# # save(model, V, wts, file = "temp.dmp")
# ind <- c(mdl$b.ind[[2]], mdl$b.ind[[3]])
# tobs <- sum(mdl$alpha[ind]^2)
# I.i <- rep(0, ncol(mdl$B))
# I.i[ind] <- 1
# A <- mdl$B1 %*% t(mdl$B * wts)
# pval <- p.quad.moment.adjusted(t(A) %*% diag(I.i) %*% A, V, tobs)
if (opt$verbose > 0) cat("Test of isotropy: p = ", round(pval, 3), "\n")
results$h <- h
results$p <- pval
# results$df0 <- df0
}
opt$covmat <- V
opt$nbins <- 0
opt$alpha.mesh <- 0.7
opt$test <- FALSE
op <- opt
replace.na(op, xlab, "Distance")
replace.na(op, zlab, "Square-root difference")
replace.na(op, ylab, "Angle")
op$display <- "none"
u <- list(length = 2)
for (j in 1:2)
u[[j]] <- seq(mdl1$xrange[[1]][j, 1], mdl1$xrange[[1]][j, 2], length = opt$ngrid)
U <- as.matrix(expand.grid(u))
mask <- sm.mask(cbind(hh, ang), cbind(u[[1]], u[[2]]), mask.method = opt$mask.method)
B1 <- ps.matrices(U, mdl1$xrange[[1]], 2, nseg = mdl1$nseg[[1]], period = mdl1$period[[1]])$B
B1 <- cbind(1, B1)
S1 <- B1 %*% mdl1$B1 %*% t(mdl1$B * wts)
est1 <- matrix(S1 %*% dd, nrow = opt$ngrid) * mask
B0 <- ps.matrices(as.matrix(U[ , 1]), mdl0$xrange[[1]], 1, nseg = mdl0$nseg[[1]])$B
B0 <- cbind(1, B0)
S0 <- B0 %*% mdl0$B1 %*% t(mdl0$B * wts)
est0 <- matrix(S0 %*% dd, nrow = opt$ngrid) * mask
stde <- sqrt(diag((S1 - S0) %*% V %*% t(S1 - S0)))
sdiff <- (est1 - est0) / matrix(stde, ncol = opt$ngrid)
ev <- u
gamma.hat <- est1
results$eval.points <- u
results$estimate <- est1
results$sdiff <- sdiff
# surf <- sm.regression.2d(cbind(hh, ang), dd, h, model = "isotropic", weights = wts,
# rawdata = list(x = cbind(hh, ang), y = dd), options = op)
# ngrid <- nrow(surf$eval.points)
# ev <- rep(surf$eval.points[, 1], ngrid)
# gamma.hat <- surf$estimate
# X <- sm.weight(hh, ev, h[1], weights = wts)
# model.y <- matrix(as.vector(X %*% dd), ncol = opt$ngrid) * surf$estimate / surf$estimate
if (opt$display == "rgl") {
# This code needs to be updated
# sm.surface3d(surf$eval.points, model.y, surf$scaling, col.mesh = "grey",
# alpha = 0.5, alpha.mesh = 0)
}
else if (opt$display == "image") {
if (!requireNamespace("interp", quietly = TRUE)) stop("this option requires the interp package.")
a <- U
a <- rbind(a, cbind(a[ , 1], a[ , 2] + pi))
a1 <- a[ , 1] * cos(a[ , 2])
a2 <- a[ , 1] * sin(a[ , 2])
b <- rep(c(est1), 2)
sdiff <- rep(c(sdiff), 2)
ind <- !is.na(b) & !duplicated(cbind(a1, a2))
inte <- interp::interp(a1[ind], a2[ind], b[ind])
ints <- interp::interp(a1[ind], a2[ind], sdiff[ind])
cts <- contourLines(ints)
lvls <- rep(0, length(cts))
for (i in 1:length(cts)) lvls[i] <- cts[[i]]$level
lvls <- lvls[lvls <= -2]
results$levels <- lvls
filled.contour(inte, color.palette = topo.colors,
plot.axes = {
axis(1)
axis(2)
# op <- opt
# op$display <- "none"
# surf <- sm.regression.2d(cbind(hh, ang), dd, h, model = "isotropic", weights = wts,
# rawdata = list(x = cbind(hh, ang), y = dd), options = op)
if (length(lvls) > 0) contour(ints, levels = lvls, add = TRUE, col = "red")
# a <- as.matrix(expand.grid(surf$eval.points[ , 1], surf$eval.points[ , 2]))
# a <- rbind(a, cbind(a[ , 1], a[ , 2] + pi))
# a1 <- a[ , 1] * cos(a[ , 2])
# a2 <- a[ , 1] * sin(a[ , 2])
# b <- rep(c(surf$estimate), 2)
# ind <- !is.na(b)
# #image(interp(a1[ind], a2[ind], b[ind]))
# #print(contourplot(interp(a1[ind], a2[ind], b[ind])$z))
# filled.contour(interp(a1[ind], a2[ind], b[ind]), color.palette = topo.colors,
# plot.axes = {
# axis(1)
# axis(2)
# op <- opt
# op$display <- "none"
# surf <- sm.regression.2d(cbind(hh, ang), dd, h, model = "isotropic", weights = wts,
# rawdata = list(x = cbind(hh, ang), y = dd), options = op)
# sdiff <- rep(c(surf$sdiff), 2)
# cts <- contourLines(interp(a1[ind], a2[ind], sdiff[ind]))
# lvls <- rep(0, length(cts))
# for (i in 1:length(cts)) lvls[i] <- cts[[i]]$level
# lvls <- lvls[lvls < 0]
# contour(interp(a1[ind], a2[ind], sdiff[ind]), levels = lvls, add = TRUE)
}
)
}
}
#------------------------------------------------------------
# Test of stationarity
#------------------------------------------------------------
if (model == "stationary") {
imat <- matrix(rep(1:n, n), ncol = n, byrow = TRUE)
ind <- as.vector(t(imat) - imat)
av1 <- (t(x1mat) + x1mat) / 2
av2 <- (t(x2mat) + x2mat) / 2
av1 <- (as.vector(av1))[ind > 0]
av2 <- (as.vector(av2))[ind > 0]
centres1 <- seq(min(av1), max(av1), length = opt$nbins + 1)
centres2 <- seq(min(av2), max(av2), length = opt$nbins + 1)
ind <- (hall < 2 * .Machine$double.eps)
centres3 <- c(0, exp(min(log(hall[!ind])) +
(1:opt$nbins) * diff(range(log(hall[!ind]))) / opt$nbins))
centres1 <- centres1[-1] - diff(centres1) / 2
centres2 <- centres2[-1] - diff(centres2) / 2
centres3 <- centres3[-1] - diff(centres3) / 2
centres <- as.matrix(expand.grid(centres1, centres2, centres3))
identify.grid <- function(x, centres) {
d <- (x[1] - centres[, 1])^2 + (x[2] - centres[, 2])^2 + (x[3] - centres[, 3])^2
ind.pt <- which(d == min(d))
gpt <- centres[ind.pt, ]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 1] == min(gpt[, 1])]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 2] == min(gpt[, 2])]
if (length(ind.pt) > 1) ind.pt <- ind.pt[gpt[, 3] == min(gpt[, 3])]
ind.pt
}
ibin <- apply(cbind(av1, av2, hall), 1, identify.grid, centres)
ibin <- match(ibin, unique(ibin))
dd <- as.vector(tapply(dall, ibin, mean))
dd0 <- as.vector(tapply(dall0, ibin, mean))
hh <- as.vector(tapply(hall, ibin, mean))
a1 <- as.vector(tapply(av1, ibin, mean))
a2 <- as.vector(tapply(av2, ibin, mean))
wts <- as.vector(table(ibin))
nbins <- length(unique(ibin))
# h <- h.select(cbind(hh, ang), dd, weights = wts, df = opt$df, nbins = 0, period = c(NA, pi))
if (!is.numeric(df.se)) df.se <- round(0.8 * opt$nbins)
results$distance.mean <- hh
results$sqrtdiff.mean <- dd
# results$av1 <- av1
# results$av2 <- av2
# results$a1 <- a1
# results$a2 <- a2
results$weights <- wts
results$ibin <- ibin
xx <- cbind(x = a1, y = a2, Distance = hh)
if (is.na(max.dist)) max.dist <- max(hh) + 1
ind <- (hh <= max.dist)
gamma.hat.V <- rep(0, length(hh))
if (type.se == "binned")
gg <- dd[ind]
else if (type.se == "smooth")
gg <- sm.regression(hh, dd, weights = wts, eval.points = hh[ind],
display = "none", nbins = 0)$estimate
else if (type.se == "smooth-monotonic")
gg <- ps.normal(hh, dd, df = df.se, weights = wts, eval.points = hh,
increasing = TRUE, weights.penalty = FALSE, display = "none")$estimate
else if (type.se == "smooth-monotonic-original")
gg <- ps.normal(hh, 0.5 * dd0, df = df.se, weights = wts,
negative = FALSE, increasing = TRUE,
eval.points = hh[ind], display = "none")$estimate
gamma.hat.V[ind] <- pmax(gg, 0)
gamma.hat.V[!ind] <- gamma.hat.V[hh == max(hh[ind])]
# results$gamma.hat.V <- gamma.hat.V
if (type.se != "smooth-monotonic-original")
gamma.hat.V <- (gamma.hat.V / 0.977741)^4
V <- matrix(0, nrow = nbins, ncol = nbins)
# if (opt$verbose > 0) cat(nbins, ": ")
# LAST MODIFICATION
# FULL.COV.BIN.FUN
# for (i in 1:nbins) {
# if (opt$verbose > 0) cat(i, "")
# for (j in i:nbins){
# V[i, j] <- cov.bin.fun(i, j, results, gamma.hat.V)
# if (j > i) V[j, i] <- V[i, j]
# }
# }
result <- matrix(1.0, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V))
rho.n <- 50
output <- .Fortran("full_cov_bin_fun",
as.integer(length(gamma.hat.V)),
as.integer(nrow(results$ipair)),
as.integer(rho.n),
as.integer(results$ibin),
matrix(as.integer(results$ipair), ncol = 2),
as.double(gamma.hat.V),
res=as.double(result))
V <- matrix(data=output$res, nrow=length(gamma.hat.V), ncol=length(gamma.hat.V), byrow= TRUE)
# if (opt$verbose > 0) cat("\n")
model1 <- sm(dd ~ s(xx, df = opt$df), weights = wts, display = "none")
if (opt$test) {
df0 <- ceiling(opt$df^(1/3))
# df0 <- ceiling(opt$df / 3)
# df0 <- ceiling(opt$df / 2)
model0 <- sm(dd ~ s(hh, df = df0), weights = wts, display = "none")
# mdl0 <- sm(dd ~ s(hh, lambda = mdl$lambda[[1]][1] * (mdl$nseg[[1]][1] + 3)^2),
# weights = wts, display = "none")
# model0 <- sm(dd ~ s(hh, df = 3), weights = wts, display = "none")
S0 <- model0$B %*% model0$B1 %*% t(model0$B * wts)
S1 <- model1$B %*% model1$B1 %*% t(model1$B * wts)
V1 <- solve(V)
S0 <- t(S0 - S1) %*% V1 %*% (S0 - S1)
tobs <- c(dd %*% S0 %*% dd)
pval <- p.quad.moment.adjusted(S0, V, tobs)
if (opt$verbose > 0)
cat("Test of stationarity: p = ", round(pval, 3), "\n")
results$p <- pval
# results$df0 <- df0
}
u <- list(length = 3)
for (j in 1:3)
u[[j]] <- seq(model1$xrange[[1]][j, 1], model1$xrange[[1]][j, 2], length = opt$ngrid)
U <- as.matrix(expand.grid(u))
B1 <- ps.matrices(U, model1$xrange[[1]], 3, nseg = model1$nseg[[1]], period = model1$period[[1]])$B
B1 <- cbind(1, B1)
S1 <- B1 %*% model1$B1 %*% t(model1$B * wts)
est1 <- S1 %*% dd
B0 <- ps.matrices(as.matrix(U[ , 3]), model0$xrange[[1]], 1, nseg = model0$nseg[[1]])$B
B0 <- cbind(1, B0)
S0 <- B0 %*% model0$B1 %*% t(model0$B * wts)
est0 <- S0 %*% dd
stde <- diag((S1 - S0) %*% V %*% t(S1 - S0))
stde[stde < 0] <- NA
stde <- sqrt(stde)
model1$sdiff <- array((est1 - est0) / stde, dim = rep(opt$ngrid, 3))
# ev <- u
# gamma.hat <- est1
opt$covmat <- V
# Add V into the estimated surface.
# Return the estimate from the fitted surface.
# plot(model1)
# replace.na(opt, xlab, "Distance")
# replace.na(opt, zlab, "Square-root difference")
# replace.na(opt, ylab, "Angle")
gamma.hat <- model1$fitted
ev <- xx
# results$model <- model1
names(u) <- c("x1", "x2", "distance")
results$eval.points <- u
results$estimate <- array(est1, dim = rep(opt$ngrid, 3))
results$sdiff <- model1$sdiff
}
#------------------------------------------------------------
# Return values
#------------------------------------------------------------
# results$eval.points <- ev
# results$estimate <- gamma.hat
# results$gamma.hat.V <- gamma.hat.V
results$df <- opt$df
if (opt$se & model == "none") results$se <- se
if ((model == "independent") & opt$band) results$se.band <- se.band
if (varmat | model %in% c("isotropic", "stationary")) results$V <- V
invisible(results)
}
p.quad.moment.adjusted <- function (A, Sigma, tobs) {
B <- A %*% Sigma
k1 <- sum(diag(B)) - tobs
C <- B %*% B
k2 <- 2 * sum(diag(C))
k3 <- 8 * sum(diag(C %*% B))
aa <- abs(k3/(4 * k2))
bb <- (8 * k2^3)/k3^2
cc <- k1 - aa * bb
1 - pchisq(-cc/aa, bb)
}
# hg <- function(rho) {
# a <- 3/4
# b <- 3/4
# cc <- 1/2
# fn <- gamma(a) * gamma(b) / gamma(cc)
# facn <- 1
# n <- 1
# fnold <- 0.1
# while (abs(fn - fnold) / fnold > 0.0001 ) {
# facn <- facn * n
# fnold <- fn
# fn <- fn + gamma(a + n) * gamma(b + n) * rho^n / (gamma(cc + n) * facn)
# n <- n + 1
# }
# fn * gamma(cc) / (gamma(a) * gamma(b))
# }
# cor.sqrtabs <- function(rho) {
# # library(Davies)
# # gamma(0.75)^2 * ((1 - rho^2) * hypergeo(0.75, 0.75, 0.5, rho^2) - 1) / (sqrt(pi) - gamma(0.75)^2)
# gamma(0.75)^2 * ((1 - rho^2) * hg(rho^2) - 1) / (sqrt(pi) - gamma(0.75)^2)
# }
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