stPredict: Compute forecasts based on posterior samples

In jmhewitt/telefit: Estimation and Prediction for Remote Effects Spatial Process Models

Description

Predict response at new timepoints by drawing samples of the response from the posterior predictive distribution. Since this requires sampling teleconnection effects, this method can return estimates of the teleconnection effects as a by-product.

Usage

stPredict(
  stFit,
  stData,
  stDataNew,
  burn = 1,
  prob = 0.95,
  ncores = 1,
  conf = 0.95,
  tLabs = stDataNew$tLabs,
  X = stData$X,
  Y = stData$Y,
  Z = stData$Z,
  Xnew = stDataNew$X,
  Znew = stDataNew$Z,
  coords.s = stData$coords.s,
  coords.r = stData$coords.r,
  returnAlphas = T,
  cat.probs = c(1/3, 2/3),
  returnFullAlphas = F
)

Arguments

stFit	Object with class 'stFit' containing posterior parameter samples needed to composition sample the teleconnection effects and generate posterior predictions. The data needed from stFit need only be manually entered if not using a stData object.
stData	Object with class 'stData' containing data needed to fit this model. The data need only be manually entered if not using a stData object.
stDataNew	object of class stData that includes information needed for making forecasts. If response data is included, this function will automatically run stEval using the empirical climatology as the reference forecast
burn	number of posterior samples to burn before drawing composition samples
prob	confidence level for approximate confidence intervals of teleconnection effects (only needed if returnAlphas==TRUE)
ncores	Since the teleconnection effects and posterior predictions can be sampled in parallel, this parameter lets users specify the number of cores to use to draw teleconnection and prediction samples
conf	Parameter specifying the HPD level to compute for posterior predictive samples
tLabs	Forecast timepoint labels
X	[ns, p, nt] array of design matrices with local covariates
Y	[ns, nt] matrix with response data
Z	[nr, nt] matrix with remote covariates
Xnew	[ns, p, nt0] array of design matrices with local covariates at forecast timepoints
Znew	[nr, nt0] matrix with remote covariates at forecast timepoints
coords.s	matrix with coordinates where responses were observed (lon, lat)
coords.r	matrix with coordinates where remote covariates were observed (lon, lat)
returnAlphas	TRUE to return the teleconnection effects sampled at knot locations. Note that only basic summary information about the teleconnection effects will be returned.
cat.probs	vector of probabilities for also returning categorical predictions from the posterior prediction samples; NULL otherwise
returnFullAlphas	TRUE to return the teleconnection effects. Note that only basic summary information about the teleconnection effects will be returned.

Examples

set.seed(2018)
  
data("coprecip")
data("coprecip.fit")

coprecip.predict = stPredict(stFit = coprecip.fit, stData = coprecip, 
                             stDataNew = coprecip, burn = 90, 
                             returnFullAlphas = FALSE)

jmhewitt/telefit documentation built on Feb. 9, 2020, 7:15 p.m.