Nothing
spMvLM <- function(formula, data = parent.frame(), coords, knots,
starting, tuning, priors, cov.model,
modified.pp=TRUE, amcmc, n.samples,
verbose=TRUE, n.report=100, ...){
####################################################
##Check for unused args
####################################################
formal.args <- names(formals(sys.function(sys.parent())))
elip.args <- names(list(...))
for(i in elip.args){
if(! i %in% formal.args)
warning("'",i, "' is not an argument")
}
####################################################
##formula
####################################################
if(missing(formula)){stop("error: formula must be specified")}
##if(class(formula) == "formula"){
if(inherits(formula, "formula")){
holder <- parseFormula(formula, data)
Y <- holder[[1]]
X <- holder[[2]]
x.names <- holder[[3]]
m <- 1
##}else if(class(formula) == "list"){
}else if(inherits(formula, "list")){
mv.mats <- mkMats(formula, data)
Y <- mv.mats[[1]]
X <- mv.mats[[2]]
x.names <- mv.mats[[3]]
m <- length(formula)
}else{
stop("error: formula is misspecified")
}
p <- ncol(X)
n <- nrow(X)/m
n.ltr <- m*(m+1)/2
##make sure storage mode is correct
storage.mode(Y) <- "double"
storage.mode(X) <- "double"
storage.mode(m) <- "integer"
storage.mode(p) <- "integer"
storage.mode(n) <- "integer"
####################################################
##sampling method
####################################################
n.batch <- 0
batch.length <- 0
accept.rate <- 0
is.amcmc <- TRUE
if(missing(amcmc)){
if(missing(n.samples)){stop("error: n.samples needs to be specified")}
n.batch <- n.samples
batch.length <- 1
is.amcmc <- FALSE
}else{
names(amcmc) <- tolower(names(amcmc))
if(!"n.batch" %in% names(amcmc)){stop("error: n.batch must be specified in amcmc list")}
n.batch <- amcmc[["n.batch"]]
if(!"batch.length" %in% names(amcmc)){stop("error: batch.length must be specified in amcmc list")}
batch.length <- amcmc[["batch.length"]]
if(!"accept.rate" %in% names(amcmc)){
warning("accept.rate was not specified in the amcmc list and was therefore set to the default 0.43")
accept.rate <- 0.43
}else{
accept.rate <- amcmc[["accept.rate"]]
}
}
storage.mode(is.amcmc) <- "integer"
storage.mode(n.batch) <- "integer"
storage.mode(batch.length) <- "integer"
storage.mode(accept.rate) <- "double"
####################################################
##Distance matrices
####################################################
####################
##Coords
####################
if(missing(coords)){stop("error: coords must be specified")}
if(!is.matrix(coords)){stop("error: coords must n-by-2 matrix of xy-coordinate locations")}
if(ncol(coords) != 2 || nrow(coords) != n){
stop("error: either the coords have more than two columns or then number of rows is different than
data used in the model formula")
}
####################
##Knots
####################
is.pp <- FALSE
if(!missing(knots)){
if(is.vector(knots) && length(knots) %in% c(2,3)){
##allow single knot dim
if(knots[1] > 1){
x.knots <- seq(min(coords[,1]), max(coords[,1]), length.out=knots[1])
}else{
x.knots <- (max(coords[,1])-min(coords[,1]))/2
}
if(knots[2] > 1){
y.knots <- seq(min(coords[,2]), max(coords[,2]), length.out=knots[2])
}else{
y.knots <- (max(coords[,2])-min(coords[,2]))/2
}
##if not single knot then adjust out half distance on all sides
if(length(knots) == 2){
if(knots[1] > 1){
x.int <- (x.knots[2]-x.knots[1])/2
x.knots <- seq(min(x.knots)-x.int, max(x.knots)+x.int, length.out=knots[1])
}
if(knots[2] > 1){
y.int <- (y.knots[2]-y.knots[1])/2
y.knots <- seq(min(y.knots)-y.int, max(y.knots)+y.int, length.out=knots[2])
}
knot.coords <- as.matrix(expand.grid(x.knots, y.knots))
is.pp <- TRUE
}else{
if(knots[1] > 1){
x.int <- knots[3]
x.knots <- seq(min(x.knots)-x.int, max(x.knots)+x.int, length.out=knots[1])
}
if(knots[2] > 1){
y.int <- knots[3]
y.knots <- seq(min(y.knots)-y.int, max(y.knots)+y.int, length.out=knots[2])
}
knot.coords <- as.matrix(expand.grid(x.knots, y.knots))
is.pp <- TRUE
}
}else if(is.matrix(knots) && ncol(knots) == 2){
knot.coords <- knots
is.pp <- TRUE
}else{
stop("error: knots is misspecified")
}
}
g <- 0
coords.D <- 0
knots.D <- 0
knots.coords.D <- 0
if(is.pp){
knots.D <- iDist(knot.coords)
g <- nrow(knots.D)
knots.coords.D <- iDist(knot.coords, coords)
}else{
coords.D <- iDist(coords)
}
storage.mode(modified.pp) <- "integer"
storage.mode(g) <- "integer"
storage.mode(coords.D) <- "double"
storage.mode(knots.D) <- "double"
storage.mode(knots.coords.D) <- "double"
####################################################
##Covariance model
####################################################
if(missing(cov.model)){stop("error: cov.model must be specified")}
if(!cov.model%in%c("gaussian","exponential","matern","spherical"))
{stop("error: specified cov.model '",cov.model,"' is not a valid option; choose, from gaussian, exponential, matern, spherical.")}
####################################################
##Priors
####################################################
beta.Norm <- 0
beta.prior <- "flat"
K.prior <- 0
K.prior.name <- 0
Psi.prior <- 0
Psi.prior.name <- 0
Psi.diag <- FALSE
nu.Unif <- 0
phi.Unif <- 0
nugget <- FALSE
if(missing(priors)) {stop("error: prior list for the parameters must be specified")}
names(priors) <- tolower(names(priors))
if("beta.norm" %in% names(priors)){
beta.Norm <- priors[["beta.norm"]]
if(!is.list(beta.Norm) || length(beta.Norm) != 2){stop("error: beta.Norm must be a list of length 2")}
if(length(beta.Norm[[1]]) != p){stop(paste("error: beta.Norm[[1]] must be a vector of length, ",p, "",sep=""))}
if(length(beta.Norm[[2]]) != p^2){stop(paste("error: beta.Norm[[2]] must be a ",p,"x",p," covariance matrix",sep=""))}
beta.prior <- "normal"
}
if("k.iw" %in% names(priors)){
K.prior <- priors[["k.iw"]]
if(!is.list(K.prior) || length(K.prior) != 2){stop("error: K.IW must be a list of length 2")}
if(length(K.prior[[1]]) != 1){stop("error: K.IW[[1]] must be of length 1 (i.e., the IW df hyperparameter)")}
if(length(K.prior[[2]]) != m^2){stop(paste("error: K.IW[[2]] must be a vector or matrix of length, ",m^2, ", (i.e., the IW scale matrix hyperparameter)",sep=""))}
K.prior.name <- "IW"
}else if("a.norm" %in% names(priors)){
K.prior <- priors[["a.norm"]]
if(!is.list(K.prior) || length(K.prior) != 2){stop("error: A.Norm must be a list of length 2")}
if(length(K.prior[[1]]) != n.ltr){stop(paste("error: A.Norm[[1]] must be a vector of length, ",n.ltr, "",sep=""))}
if(length(K.prior[[2]]) != n.ltr){stop(paste("error: A.Norm[[2]] must be a vector of length, ",n.ltr, "",sep=""))}
K.prior.name <- "normal"
}else{
stop("error: a valid prior for K or A must be specified")
}
if("psi.iw" %in% names(priors)){
Psi.prior <- priors[["psi.iw"]]
if(!is.list(Psi.prior) || length(Psi.prior) != 2){stop("error: Psi.IW must be a list of length 2")}
if(length(Psi.prior[[1]]) != 1){stop("error: Psi.IW[[1]] must be of length 1 (i.e., the IW df hyperparameter)")}
if(length(Psi.prior[[2]]) != m^2){stop(paste("error: Psi.IW[[2]] must be a vector or matrix of length, ",m^2, ", (i.e., the IW scale matrix hyperparameter)",sep=""))}
Psi.prior.name <- "IW"
nugget <- TRUE
}
if("l.norm" %in% names(priors)){
Psi.prior <- priors[["l.norm"]]
if(!is.list(Psi.prior) || length(Psi.prior) != 2){stop("error: L.Norm must be a list of length 2")}
if(length(Psi.prior[[1]]) != n.ltr){stop(paste("error: L.Norm[[1]] must be a vector of length, ",n.ltr, "",sep=""))}
if(length(Psi.prior[[2]]) != n.ltr){stop(paste("error: L.Norm[[2]] must be a vector of length, ",n.ltr, "",sep=""))}
Psi.prior.name <- "normal"
nugget <- TRUE
}
if("psi.ig" %in% names(priors)){
Psi.prior <- priors[["psi.ig"]]
if(!is.list(Psi.prior) || length(Psi.prior) != 2){stop("error: Psi.IG must be a list of length 2")}
if(length(Psi.prior[[1]]) != m){stop(paste("error: Psi.IG[[1]] must be a vector of length, ",m, "",sep=""))}
if(length(Psi.prior[[2]]) != m){stop(paste("error: Psi.IG[[2]] must be a vector of length, ",m, "",sep=""))}
Psi.prior.name <- "IG"
Psi.diag <- TRUE
nugget <- TRUE
}
if(!"phi.unif" %in% names(priors)){stop("error: phi.Unif must be specified")}
phi.Unif <- priors[["phi.unif"]]
if(!is.list(phi.Unif) || length(phi.Unif) != 2){stop("error: phi.Unif must be a list of length 2")}
if(length(phi.Unif[[1]]) != m){stop(paste("error: phi.Unif[[1]] must be a vector of length, ",m, "",sep=""))}
if(length(phi.Unif[[2]]) != m){stop(paste("error: phi.Unif[[2]] must be a vector of length, ",m, "",sep=""))}
if(any(phi.Unif[[2]]-phi.Unif[[1]] <= 0)){stop("error: phi.Unif has zero support")}
phi.Unif <- as.vector(t(cbind(phi.Unif[[1]],phi.Unif[[2]])))
if(cov.model == "matern"){
if(!"nu.unif" %in% names(priors)){stop("error: nu.Unif must be specified")}
nu.Unif <- priors[["nu.unif"]]
if(!is.list(nu.Unif) || length(nu.Unif) != 2){stop("error: nu.Unif must be a list of length 2")}
if(length(nu.Unif[[1]]) != m){stop(paste("error: nu.Unif[[1]] must be a vector of length, ",m, "",sep=""))}
if(length(nu.Unif[[2]]) != m){stop(paste("error: nu.Unif[[2]] must be a vector of length, ",m, "",sep=""))}
if(any(nu.Unif[[2]]-nu.Unif[[1]] <= 0)){stop("error: nu.Unif has zero support")}
nu.Unif <- as.vector(t(cbind(nu.Unif[[1]],nu.Unif[[2]])))
}
storage.mode(K.prior[[1]]) <- "double"; storage.mode(K.prior[[2]]) <- "double"
if(nugget){
storage.mode(Psi.prior[[1]]) <- "double"; storage.mode(Psi.prior[[2]]) <- "double"
}
storage.mode(nu.Unif) <- "double"
storage.mode(phi.Unif) <- "double"
storage.mode(nugget) <- "integer"
storage.mode(Psi.diag) <- "integer"
####################################################
##Starting values
####################################################
beta.starting <- 0
A.starting <- 0
L.starting <- 0
phi.starting <- 0
nu.starting <- 0
if(missing(starting)){stop("error: starting value list for the parameters must be specified")}
names(starting) <- tolower(names(starting))
if(is.pp){
if(!"beta" %in% names(starting)){
beta.starting <- as.vector(coefficients(lm(Y~X-1)))
}else{
beta.starting <- starting[["beta"]]
}
}
if(!"a" %in% names(starting)){stop("error: A must be specified in starting")}
A.starting <- starting[["a"]]
if(length(A.starting) != n.ltr){stop(paste("error: A must be of length ",n.ltr," in starting value list",sep=""))}
if(nugget){
if(Psi.diag){
if(!"psi" %in% names(starting)){stop("error: Psi is specified as diagonal so Psi must be specified in starting value list")}
L.starting <- as.vector(starting[["psi"]])
if(length(L.starting) != m){stop(paste("error: Psi is specified as diagonal so Psi must be of length ",m," in starting value list",sep=""))}
}else{
if(!"l" %in% names(starting)){stop("error: L must be specified in starting value list")}
L.starting <- as.vector(starting[["l"]])
if(length(L.starting) != n.ltr){stop(paste("error: L must be of length ",n.ltr," in starting value list",sep=""))}
}
}
if(!"phi" %in% names(starting)){stop("error: phi must be specified in starting")}
phi.starting <- starting[["phi"]]
if(length(phi.starting) != m){stop(paste("error: phi must be of length ",m," in starting value list",sep=""))}
if(cov.model == "matern"){
if(!"nu" %in% names(starting)){stop("error: nu must be specified in starting")}
nu.starting <- starting[["nu"]]
if(length(nu.starting) != m){stop(paste("error: nu must be of length ",m," in starting value list",sep=""))}
}
storage.mode(beta.starting) <- "double"
storage.mode(phi.starting) <- "double"
storage.mode(A.starting) <- "double"
storage.mode(L.starting) <- "double"
storage.mode(nu.starting) <- "double"
####################################################
##Tuning values
####################################################
phi.tuning <- 0
A.tuning <- 0
L.tuning <- 0
nu.tuning <- 0
if(missing(tuning)){stop("error: tuning value vector for the spatial parameters must be specified")}
names(tuning) <- tolower(names(tuning))
if(!"a" %in% names(tuning)){stop("error: A must be specified in tuning value list")}
A.tuning <- as.vector(tuning[["a"]])
if(length(A.tuning) != n.ltr){stop(paste("error: A must be of length ",n.ltr," in tuning value list",sep=""))}
if(nugget){
if(Psi.diag){
if(!"psi" %in% names(tuning)){stop("error: Psi is specified as diagonal so Psi must be specified in tuning value list")}
L.tuning <- as.vector(tuning[["psi"]])
if(length(L.tuning) != m){stop(paste("error: Psi is specified as diagonal so Psi must be of length ",m," in tuning value list",sep=""))}
}else{
if(!"l" %in% names(tuning)){stop("error: L must be specified in tuning value list")}
L.tuning <- as.vector(tuning[["l"]])
if(length(L.tuning) != n.ltr){stop(paste("error: L must be of length ",n.ltr," in tuning value list",sep=""))}
}
}
if(!"phi" %in% names(tuning)){stop("error: phi must be specified in tuning value list")}
phi.tuning <- tuning[["phi"]]
if(length(phi.tuning) != m){stop(paste("error: phi must be of length ",m," in tuning value list",sep=""))}
if(cov.model == "matern"){
if(!"nu" %in% names(tuning)){stop("error: nu must be specified in tuning value list")}
nu.tuning <- tuning[["nu"]]
if(length(nu.tuning) != m){stop(paste("error: nu must be of length ",m," in tuning value list",sep=""))}
}
storage.mode(phi.tuning) <- "double"
storage.mode(A.tuning) <- "double"
storage.mode(L.tuning) <- "double"
storage.mode(nu.tuning) <- "double"
####################################################
##Other stuff
####################################################
storage.mode(n.report) <- "integer"
storage.mode(verbose) <- "integer"
####################################################
##Fix for no nugget pp model
####################################################
if(is.pp && !nugget){
if(!modified.pp){
modified.pp <- TRUE
warning("Because the specified predictive process model has no nugget, a modified predictive process was used.")
}
if(any(knots.coords.D == 0)){
jit <- 1000*.Machine$double.eps
warning(paste("Because the specified predictive process model has no nugget, a shift of distance ",jit," was added to those ", sum(knots.coords.D == 0), " knot locations that coincide with observed locations.",sep=""))
while(any(knots.coords.D == 0)){
ind <- which(knots.coords.D == 0, arr.ind = TRUE)
knot.coords[ind[1,]] <- knot.coords[ind[1,]]+jit
knots.coords.D <- iDist(knot.coords, coords)
knots.D <- iDist(knot.coords)
}
}
}
####################################################
##Pack it up and off it goes
####################################################
ptm <- proc.time()
if(is.pp){
##transpose X to simplify recovery of beta
XX <- t(X)
storage.mode(XX) <- "double"
out <- .Call("spPPMvLM", Y, XX, p, n, m, g, knots.D, knots.coords.D, modified.pp,
beta.prior, beta.Norm,
K.prior, K.prior.name,
Psi.prior, Psi.prior.name, Psi.diag,
nu.Unif, phi.Unif,
beta.starting, phi.starting, A.starting, L.starting, nu.starting,
phi.tuning, A.tuning, L.tuning, nu.tuning,
nugget, cov.model, is.amcmc, n.batch, batch.length, accept.rate, verbose, n.report)
}else{
out <- .Call("spMvLM", Y, X, p, n, m, coords.D,
beta.prior, beta.Norm,
K.prior, K.prior.name,
Psi.prior, Psi.prior.name, Psi.diag,
nu.Unif, phi.Unif,
phi.starting, A.starting, L.starting, nu.starting,
phi.tuning, A.tuning, L.tuning, nu.tuning,
nugget, cov.model, is.amcmc, n.batch, batch.length, accept.rate, verbose, n.report)
}
run.time <- proc.time() - ptm
##parameter names
if(is.pp){
out$p.beta.samples <- mcmc(t(out$p.beta.samples))
colnames(out$p.beta.samples) <- x.names
}
out$p.theta.samples <- mcmc(t(out$p.theta.samples))
col.names <- rep("null",ncol(out$p.theta.samples))
if(!nugget && cov.model != "matern"){
col.names <- c(rep("K",n.ltr), paste("phi[",1:m,"]",sep=""))
}else if(nugget && cov.model != "matern"){
if(Psi.diag){
col.names <- c(rep("K",n.ltr), rep("Psi",m), paste("phi[",1:m,"]",sep=""))
}else{
col.names<- c(rep("K",n.ltr), rep("Psi",n.ltr), paste("phi[",1:m,"]",sep=""))
}
}else if(!nugget && cov.model == "matern"){
col.names <- c(rep("K",n.ltr), paste("phi[",1:m,"]",sep=""), paste("nu[",1:m,"]",sep=""))
}else{
if(Psi.diag){
col.names<- c(rep("K",n.ltr), rep("Psi",m), paste("phi[",1:m,"]",sep=""), paste("nu[",1:m,"]",sep=""))
}else{
col.names <- c(rep("K",n.ltr), rep("Psi",n.ltr), paste("phi[",1:m,"]",sep=""), paste("nu[",1:m,"]",sep=""))
}
}
colnames(out$p.theta.samples) <- col.names
AtA <- function(x, m){
A <- matrix(0, m, m)
A[lower.tri(A, diag=TRUE)] <- x
(A%*%t(A))[lower.tri(A, diag=TRUE)]
}
K.names <- paste("K[",matrix(apply(cbind(expand.grid(1:m,1:m)), 1, function(x) paste(x, collapse=",")),m,m)[lower.tri(matrix(0,m,m), diag=TRUE)],"]",sep="")
colnames(out$p.theta.samples)[colnames(out$p.theta.samples)%in%"K"] <- K.names
out$p.theta.samples[,K.names] <- t(apply(out$p.theta.samples[,K.names,drop=FALSE], 1, AtA, m))
if(nugget){
if(Psi.diag){
Psi.names <- paste("Psi[",1:m,",",1:m,"]",sep="")
colnames(out$p.theta.samples)[colnames(out$p.theta.samples)%in%"Psi"] <- Psi.names
}else{
Psi.names <- paste("Psi[",matrix(apply(cbind(expand.grid(1:m,1:m)), 1, function(x) paste(x, collapse=",")),m,m)[lower.tri(matrix(0,m,m), diag=TRUE)],"]",sep="")
colnames(out$p.theta.samples)[colnames(out$p.theta.samples)%in%"Psi"] <- Psi.names
out$p.theta.samples[,Psi.names] <- t(apply(out$p.theta.samples[,Psi.names,drop=FALSE], 1, AtA, m))
}
}
out$Y <- Y
out$X <- X
out$m <- m
out$coords <- coords
out$is.pp <- is.pp
if(is.pp){
out$knot.coords <- knot.coords
out$modified.pp <- modified.pp
}
out$cov.model <- cov.model
out$nugget <- nugget
out$Psi.diag <- Psi.diag
out$beta.prior <- beta.prior
out$beta.Norm <- beta.Norm
out$x.names <- x.names
out$run.time <- run.time
class(out) <- "spMvLM"
out
}
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