spRecover: Function for recovering regression coefficients and spatial...

In spBayes: Univariate and Multivariate Spatial-Temporal Modeling

Function for recovering regression coefficients and spatial random effects for spLM, spMvLM, spMisalignLM, spSVC using composition sampling

Description

Function for recovering regression coefficients and spatial random effects for spLM, spMvLM, and spMisalignLM using composition sampling.

Usage

spRecover(sp.obj, get.beta=TRUE, get.w=TRUE, start=1, end, thin=1,
          verbose=TRUE, n.report=100, n.omp.threads=1, ...)

Arguments

sp.obj	an object returned by spLM, spMvLM, spMisalignLM, or spSVC.
get.beta	if TRUE, regression coefficients will be recovered.
get.w	if TRUE, spatial random effects will be recovered.
start	specifies the first sample included in the composition sampling.
end	specifies the last sample included in the composition. The default is to use all posterior samples in sp.obj.
thin	a sample thinning factor. The default of 1 considers all samples between start and end. For example, if thin = 10 then 1 in 10 samples are considered between start and end.
verbose	if TRUE, model specification and progress of the sampler is printed to the screen. Otherwise, nothing is printed to the screen.
n.report	the interval to report sampling progress.
n.omp.threads	a positive integer indicating the number of threads to use for SMP parallel processing. The package must be compiled for OpenMP support. For most Intel-based machines, we recommend setting n.omp.threads up to the number of hyperthreaded cores. This argument is only implemented for spSVC.
...	currently no additional arguments.

Value

The input sp.obj with posterior samples of regression coefficients and/or spatial random effects appended. tags:

p.theta.recover.samples	those p.theta.samples used in the composition sampling.
p.beta.recover.samples	a coda object of regression coefficients posterior samples.
p.w.recover.samples	a coda object of spatial random effects posterior samples. Rows correspond to locations' random effects and columns are posterior samples. Given q responses, the p.w.recover.samples matrix for spMvLM has qn rows. The recovered random effects for locations are held in rows 1:q, (q+1):2q, …, ((n*-1)q+1):qn (i.e., the samples for the first location's q response variables are in rows 1:q, second location in rows (q+1):2q, etc.). For spSVC given the r space-varying coefficients, p.w.recover.samples has rn rows. The recovered random effects for locations are held in rows 1:r, (r+1):2r, …, ((n-1)r+1):rn (i.e., the samples for the first location's r regression coefficients are in rows 1:r, second location in rows (r+1):2r, etc.).
p.w.recover.samples.list	only returned for spSVC. This provides p.w.recover.samples in a different (more convenient form). Elements in this list hold samples for each of the r coefficients. List element names indicate either the coefficient index or name specified in spSVC's svc.cols argument. The sample matrices are n rows and predictive samples along the columns.
p.tilde.beta.recover.samples.list	only returned for spSVC. Like p.w.recover.samples.list but with the addition of the corresponding beta posterior samples (i.e., beta+w(s)).
p.y.samples	only returned for spSVC. These posterior are the fitted values with locations on the rows and samples on the columns. For a given sample the fitted value for the i-th location is N(x(s_i)beta + z(s_i)w(s_i), tau^2).

Author(s)

Andrew O. Finley [e-mail],
Sudipto Banerjee [e-mail]

References

Banerjee, S., Carlin, B.P., and Gelfand, A.E. (2004). Hierarchical modeling and analysis for spatial data. Chapman and Hall/CRC Press, Boca Raton, FL.

Finley, A.O., S. Banerjee, and A.E. Gelfand. (2015) spBayes for large univariate and multivariate point-referenced spatio-temporal data models. Journal of Statistical Software, 63:1–28. https://www.jstatsoft.org/article/view/v063i13.

Finley, A.O. and S. Banerjee (2019) Bayesian spatially varying coefficient models in the spBayes R package. https://arxiv.org/abs/1903.03028.

Examples

## Not run: 
rmvn <- function(n, mu=0, V = matrix(1)){
  p <- length(mu)
  if(any(is.na(match(dim(V),p))))
    stop("Dimension problem!")
  D <- chol(V)
  t(matrix(rnorm(n*p), ncol=p)%*%D + rep(mu,rep(n,p)))
}

set.seed(1)

n <- 50
coords <- cbind(runif(n,0,1), runif(n,0,1))
X <- as.matrix(cbind(1, rnorm(n)))

B <- as.matrix(c(1,5))
p <- length(B)
sigma.sq <- 10
tau.sq <- 0.01
phi <- 3/0.5

D <- as.matrix(dist(coords))
R <- exp(-phi*D)
w <- rmvn(1, rep(0,n), sigma.sq*R)
y <- rnorm(n, X%*%B + w, sqrt(tau.sq))

n.samples <- 1000

starting <- list("phi"=3/0.5, "sigma.sq"=50, "tau.sq"=1)
tuning <- list("phi"=0.1, "sigma.sq"=0.1, "tau.sq"=0.1)
priors <- list("beta.Flat", "phi.Unif"=c(3/1, 3/0.1),
               "sigma.sq.IG"=c(2, 5), "tau.sq.IG"=c(2, 0.01))
cov.model <- "exponential"

m.1 <- spLM(y~X-1, coords=coords, starting=starting, tuning=tuning,
            priors=priors, cov.model=cov.model, n.samples=n.samples)

m.1 <- spRecover(m.1, start=0.5*n.samples, thin=2)

summary(window(m.1$p.beta.recover.samples))

w.hat <- apply(m.1$p.w.recover.samples, 1, mean)
plot(w, w.hat, xlab="Observed w", ylab="Fitted w")

## End(Not run)

spBayes documentation built on May 17, 2022, 5:07 p.m.