tests/dontrun/test-spatialGEV_sample.R

In meixichen/SpatialGEV: Fit Spatial Generalized Extreme Value Models

n_loc <- 20
a <- simulatedData$a[1:n_loc]
logb <- simulatedData$logb[1:n_loc]
logs <- simulatedData$logs[1:n_loc]
y <- simulatedData$y[1:n_loc]
locs <- simulatedData$locs[1:n_loc,]
beta_a <- mean(a)
beta_b <- mean(logb)
fit <- spatialGEV_fit(
  data = y,
  locs = locs,
  random = "ab",
  init_param = list(
    beta_a = beta_a,
    beta_b = beta_b,
    a = rep(0, n_loc),
    log_b = rep(0, n_loc),
    s = 0,
    log_sigma_a = 0,
    log_kappa_a = 0,
    log_sigma_b = 0,
    log_kappa_b = 0
  ),
  reparam_s = "positive",
  kernel = "spde",
  silent = TRUE
)

loc_ind <- sample(n_loc, 5)
sam <- spatialGEV_sample(model=fit, n_draw=1e5,
                         observation=TRUE, loc_ind=loc_ind)

# sampled mean and sd
rbind(est = colMeans(sam$parameter_draws),
      sd = apply(sam$parameter_draws, 2, sd))
# theoretical mean and sd
strep <- summary(fit$report, select = "all")
t(strep[rownames(strep) == "a",][fit$meshidxloc[sort(loc_ind)],])
t(strep[rownames(strep) == "log_b",][fit$meshidxloc[sort(loc_ind)],])
t(strep[!rownames(strep) %in% c("a", "log_b"),])