################################################################################
### Part of the surveillance package, http://surveillance.r-forge.r-project.org
### Free software under the terms of the GNU General Public License, version 2,
### a copy of which is available at http://www.r-project.org/Licenses/.
###
### Power-law kernel f(s) = (||s||+sigma)^-d
### This is the pure kernel of the Lomax density (the density requires d>1, but
### for the siaf specification we only want d to be positive)
###
### Copyright (C) 2013-2014 Sebastian Meyer
### $Revision: 769 $
### $Date: 2014-02-14 11:45:59 +0100 (Fre, 14 Feb 2014) $
################################################################################
siaf.powerlaw <- function (nTypes = 1, validpars = NULL)
{
nTypes <- as.integer(nTypes)
stopifnot(length(nTypes) == 1L, nTypes > 0L)
## for the moment we don't make this type-specific
if (nTypes != 1) stop("type-specific shapes are not yet implemented")
## helper expression, note: logpars=c(logscale=logsigma, logd=logd)
tmp <- expression(
logsigma <- logpars[[1L]], # used "[[" to drop names
logd <- logpars[[2L]],
sigma <- exp(logsigma),
d <- exp(logd)
)
## spatial kernel
f <- function (s, logpars, types = NULL) {}
body(f) <- as.call(c(as.name("{"),
tmp,
expression(sLength <- sqrt(.rowSums(s^2, nrow(s), 2L))),
expression((sLength+sigma)^-d)
))
## numerically integrate f over a polygonal domain
F <- function (polydomain, f, logpars, type = NULL, ...)
.polyCub.iso(polydomain$bdry, intrfr.powerlaw, logpars, #type,
center=c(0,0), control=list(...))
## fast integration of f over a circular domain
Fcircle <- function (r, logpars, type = NULL) {}
body(Fcircle) <- as.call(c(as.name("{"),
tmp,
expression(
fofr <- (r+sigma)^-d,
fof0 <- sigma^-d,
## calculate cylinder volume up to height f(r)
basevolume <- if (is.infinite(r)) 0 else pi * r^2 * fofr,
## r=Inf is used in R0(,trimmed=F), Fcircle(Inf) is finite if d>2
Ifinvsq <- function (z) {
if (d == 1) {
-1/z - 2*sigma*log(z) + sigma^2*z
} else if (d == 2) {
log(z) - 4*sigma*sqrt(z) + sigma^2*z
} else {
z^(1-2/d) * d / (d-2) - z^(1-1/d) * 2*sigma*d/(d-1) + sigma^2*z
}
},
intfinvsq <- Ifinvsq(fof0) - Ifinvsq(fofr),
basevolume + pi * intfinvsq
)
))
## derivative of f wrt logpars
deriv <- function (s, logpars, types = NULL) {}
body(deriv) <- as.call(c(as.name("{"),
tmp,
expression(
sLength <- sqrt(.rowSums(s^2, nrow(s), 2L)),
rsigmad <- (sLength+sigma)^d,
derivlogsigma <- -d*sigma / rsigmad / (sLength+sigma),
derivlogd <- -log(rsigmad) / rsigmad,
cbind(derivlogsigma, derivlogd)
)
))
## Numerical integration of 'deriv' over a polygonal domain
Deriv <- function (polydomain, deriv, logpars, type = NULL, ...)
{
res.logsigma <- .polyCub.iso(polydomain$bdry,
intrfr.powerlaw.dlogsigma, logpars, #type,
center=c(0,0), control=list(...))
res.logd <- .polyCub.iso(polydomain$bdry,
intrfr.powerlaw.dlogd, logpars, #type,
center=c(0,0), control=list(...))
c(res.logsigma, res.logd)
}
simulate <- siaf.simulatePC(intrfr.powerlaw)
## if (!is.finite(ub)) normconst <- {
## ## for sampling on [0;Inf] the density is only proper if d > 2
## if (d <= 2) stop("improper density for d<=2, 'ub' must be finite")
## 1/(sigma^(d-2) * (d-2)*(d-1)) # = intrfr.powerlaw(Inf)
## }
## set function environments to the global environment
environment(f) <- environment(Fcircle) <- environment(deriv) <- .GlobalEnv
## in F, Deriv, and simulate we need access to the intrfr-functions
environment(F) <- environment(Deriv) <- environment(simulate) <-
getNamespace("surveillance")
## return the kernel specification
list(f=f, F=F, Fcircle=Fcircle, deriv=deriv, Deriv=Deriv,
simulate=simulate, npars=2L, validpars=validpars)
}
## integrate x*f(x) from 0 to R (vectorized)
intrfr.powerlaw <- function (R, logpars, types = NULL)
{
sigma <- exp(logpars[[1L]])
d <- exp(logpars[[2L]])
if (d == 1) {
R - sigma * log(R/sigma + 1)
} else if (d == 2) {
log(R/sigma + 1) - R/(R+sigma)
} else {
(R*(R+sigma)^(1-d) - ((R+sigma)^(2-d) - sigma^(2-d))/(2-d)) / (1-d)
}
}
## local({ # validation via numerical integration -> tests/testthat/test-siafs.R
## p <- function (r, sigma, d) r * (r+sigma)^-d
## Pnum <- function (r, sigma, d) sapply(r, function (.r) {
## integrate(p, 0, .r, sigma=sigma, d=d)$value
## })
## r <- c(1,2,5,10,20,50,100)
## dev.null <- sapply(c(1,2,1.6), function(d) stopifnot(isTRUE(
## all.equal(intrfr.powerlaw(r, log(c(3, d))), Pnum(r, 3, d)))))
## })
## integrate x * (df(x)/dlogsigma) from 0 to R (vectorized)
intrfr.powerlaw.dlogsigma <- function (R, logpars, types = NULL)
{
pars <- exp(logpars)
-prod(pars) * intrfr.powerlaw(R, log(pars+c(0,1)), types)
}
## integrate x * (df(x)/dlogd) from 0 to R (vectorized)
## (thanks to Maple 17) -> validated in tests/testthat/test-siafs.R
intrfr.powerlaw.dlogd <- function (R, logpars, types = NULL)
{
sigma <- exp(logpars[[1L]])
d <- exp(logpars[[2L]])
if (d == 1) {
sigma * log(sigma) * (1-log(sigma)/2) - log(R+sigma) * (R+sigma) +
sigma/2 * log(R+sigma)^2 + R
} else if (d == 2) {
(-log(R+sigma) * ((R+sigma)*log(R+sigma) + 2*sigma) +
(R+sigma)*log(sigma)*(log(sigma)+2) + 2*R) / (R+sigma)
} else {
(sigma^(2-d) * (logpars[[1L]]*(-d^2 + 3*d - 2) - 2*d + 3) +
(R+sigma)^(1-d) * (log(R+sigma)*(d-1)*(d-2) * (R*(d-1) + sigma) +
R*(d^2+1) + 2*d*(sigma-R) - 3*sigma)
) * d / (d-1)^2 / (d-2)^2
}
}
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