spacious: Fit geostatistical spatial model with block composite...

Description Usage Arguments Value References See Also Examples

Description

Fits a geostatistical spatial model using a block composite likelihood. The block composite likelihood provides quick estimation of spatial models at a cost of a small reduction in statistical efficiency.

Usage

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spacious(formula, data, S, cov = "exp", cov.inits, B, neighbors,
         fixed = list(smoothness = 0.5),
         blocks = list(type = "cluster"),
         verbose = FALSE, tol = 1e-8, maxIter = 100,
         nthreads = 1, gpu = FALSE, engine = "C")

Arguments

formula

symbolic description of the mean structure of the model. See formula.

data

optional data frame containing the variables used in the model formula.

S

an n by 2 matrix of spatial locations for each observation

cov

spatial covariance type. Can be either one of ‘exp’ or ‘matern’.

cov.inits

optional list of initial values for covariance function parameters. Specified as a named list(nugget, psill, range, smoothness): ‘nugget’ for the nugget effect, ‘psill’ for the partial sill, ‘range’ for the spatial range, and ‘smoothness’ for the Matérn smoothness.

B

an optional vector of block memberships for each observation.

neighbors

an optional two column matrix specifying the unique neighbor relationships of the blocks.

fixed

optional list of fixed covariance parameters that are not to be estimated. Specified as a named list(nugget, psill, range, smoothness) with the same meaning as in ‘cov.inits’.

blocks

optional list specifying how the grid of blocks is created. Specified as a named list(type, nblocks): ‘type’ of blocks can be ‘regular’ for a square grid of blocks, ‘cluster’ (default) for an irregular grid of blocks, or ‘full’ for the full likelihood; ‘nblocks’ specifies the number of blocks to place observations into, with the default being n/50, and ‘type=regular’ requires that ‘nblocks’ is a perfect square. Also, ‘nblocks <= 2’ specifies the full likelihood.

verbose

boolean to show informational messages (‘verbose=TRUE’) during fit

tol

convergence tolerance of log-likelihood.

maxIter

maximum number of Fisher scoring iterations before stopping.

nthreads

when ‘pthreads’ are available, the number of threads to use when fitting the block composite likelihood. In most cases you will want to set this to be the number of processor cores available to you. See the ‘spacious’ manual for help enabling ‘pthreads’ support.

gpu

boolean to use an available ‘nVidia’ GPU for fitting full likelihood models when ‘CUDA’ support is enabled. See the ‘spacious’ manual for help enabling ‘CUDA’ support.

engine

can be one of ‘C’ or ‘R’. Use of ‘C’ is recommended, as ‘R’ does not have threading or GPU support is primarily for testing and prototyping.

Value

convergence

boolean indicating if the algorithm converged.

nIter

number of Fisher scoring iterations performed.

time

timing of fit. Includes Fisher scoring and standard error calculations. Does not include initial value for grid creation timings.

ll

log-likelihood for estimated parameters.

iters_ll

log-likelihood at each iteration.

beta

mean parameter estimates.

se_beta

estimated standard errors of mean parameters.

vcov_beta

estimated covariance matrix of mean parameters.

theta

covariance paramter estimates.

se_theta

estimated standard errors of covariance parameters.

vcov_theta

estimated covariance matrix of covariance parameters.

theta_fixed

vector indicating which covariance parameters were held fixed.

iters_theta

matrix of covariance parameter values at each iteration.

y

response.

X

model matrix.

S

observation locations.

grid

grid of polygons that specify the region contained in each block.

B

block memberships.

neighbors

matrix of neighbor pairs.

nblocks

number of blocks.

lik_form

likelihood type.

cov

covariance type.

fitted

fitted values of data used in fit.

resids

residuals of fitted values.

verbose

was verbose used in fit?

tol

convergence tolerance.

max_iter

maximum number of iterations or fit.

nthreads

number of threads used in fit.

gpu

boolean indicating use of GPU.

engine

engine used to perform estimation.

terms

terms used in creating model information.

References

Jo Eidsvik, Benjamin A. Shaby, Brian J. Reich, Matthew Wheeler, and Jarad Niemi. “Estimation and prediction in spatial models with block composite likelihoods.” Journal of Computational and Graphical Statistics (accepted)

See Also

predict.spacious, plot.spacious, mean_max_temps

Examples

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## Not run: 
# generate data
set.seed(1983)
n     <- 1000
S     <- matrix(runif(n*2), n, 2)
D     <- rdist(S); diag(D) <- 0
Sigma <- 0.5 * diag(n) + 0.5*exp(-D/0.10)
y     <- 5 + t(chol(Sigma)) %*% rnorm(n)

# fit full model
fit.full <- spacious(y~1, S=S, cov="exp",
	blocks=list(type="full"), verbose=TRUE)
summary(fit.full)
plot(fit.full)

# fit BCL model
fit.bcl <- spacious(y~1, S=S, cov="exp",
	blocks=list(type="regular", nblocks=4^2), verbose=TRUE, nthreads=4)
summary(fit.bcl)
plot(fit.bcl)

# make predictions
pred.full <- predict(fit.full, newS=cbind(0.5,0.5),
	interval="prediction", level=0.95)
print(pred.full)

pred.bcl <- predict(fit.bcl, newS=cbind(0.5,0.5),
	interval="prediction", level=0.95)
print(pred.bcl)

## End(Not run)

## Not run: 
# fit data with cluster block type
data(anom.2011)

fit.full <- spacious(anom~lon+lat+elev, data=anom.2011,
  S=cbind(anom.2011$lon, anom.2011$lat),
  blocks=list(type="full"), verbose=TRUE)
summary(fit.full)
plot(fit.full)

fit.bcl <- spacious(anom~lon+lat+elev, data=anom.2011,
  S=cbind(anom.2011$lon, anom.2011$lat),
  blocks=list(type="cluster", nblocks=4^2), verbose=TRUE, nthreads=4)
summary(fit.bcl)
plot(fit.bcl)

## End(Not run)

jarad/spacious documentation built on May 18, 2019, 3:46 p.m.