# BiocStyle::markdown()
knitr::opts_chunk$set( collapse = TRUE, comment = "#>")
library(bmstdr) library(ggplot2) library(tidyr) library(RColorBrewer) knitr::opts_chunk$set(eval = F) longrun <- FALSE tabs <- lapply(list.files(system.file('txttables', package = 'bmstdr'), full.names = TRUE), dget) # fns <- list.files(system.file('txttables', package = 'bmstdr')) # how the table data and file names match table1 <- tabs[[1]] table2 <- tabs[[4]] table3 <- tabs[[5]] table4 <- tabs[[6]] table5 <- tabs[[7]] table6 <- tabs[[8]] table7 <- tabs[[9]] table8 <- tabs[[10]] table9 <- tabs[[11]] table10 <- tabs[[2]] table11 <- tabs[[3]] tablepath <- system.file('last3tables', package = 'bmstdr') print(tablepath) table4.1 <- dget(file=paste0(tablepath, "/table4.1.txt")) table4.2 <- dget(file=paste0(tablepath, "/table4.2.txt")) table4.3 <- dget(file=paste0(tablepath, "/table4.3.txt"))
A fuller version of this document with additional graphical illustrations is also available.
Model-centric analysis of spatial and spatio-temporal data is essential in many applied areas of research such as atmospheric sciences, climatology, ecology, environmental health and oceanography. Such diversity in application areas is being serviced by the rich diversity of R
contributed packages listed in the abstract and many others, see the CRAN Task Views:
Handling and Analyzing Spatio-Temporal Data and Analysis of Spatial Data.
Moreover, there are a number of packages and text books discussing handling of spatial and spatio-temporal data. For example, see the references @sp1, @sp2, @spacetime1, @splm1, @banerjeebook2015, @wikleetal2019 and @Sahubook. The diversity in packages, however, is also a source of challenge for an applied scientist who is also interested in exploring solutions offered by other models from rival packages. The challenge comes from the essential requirement to learn the package specific commands and setting up of the prior distributions that are to be used for the applied problem at hand.
The current package bmstdr
sets out to help researchers in applied sciences model a large variety of spatial and spatio-temporal data using a multiplicity of packages but by using only three commands with different options. Point reference spatial data, where each observation comes with a single geo-coded location reference such as a latitude-longitude pair, can be analyzed by fitting several spatial and spatio-temporal models using R
software packages such as
spBayes
[@spBayes], spTimer
[@spTimer], INLA
[@Rue_inla],
rstan
[@rstan], and spTDyn
[@Bakaretal_spTdynamic].
A particular package is chosen with the package=
option to the bmstdr
model fitting routines Bspatial
for point reference spatial only data and
Bsptime
for spatio-temporal data. In each of these cases a Bayesian linear model, which can be fitted with the option package="none"
provides a base line for model comparison purposes. For areal unit data modeling the bmstdr
function Bcartime
provides opportunities for model fitting using three packages:
CARBayes
[@LeeCARBayes2021], CARBayesST
[@CarBayesST] and INLA
[@blangiardoandcameletti]. Here also a base line Bayesian generalized linear model for independent data, fitted using CARBayes
, is included for model comparison purposes.
Models fitted using bmstdr
can be validated using the optional argument validrows
, which can be a vector of row numbers of the model fitting data frame, to any of the three model fitting functions. The package then automatically sets aside the nominated data rows as specified by the validrows
argument and use the remaining data rows for model fitting. Inclusion of this argument also automatically triggers calculation of four popular model validation statistics: root mean square error, mean absolute error, continuous ranked probability score [@gneiting2007] and coverage percentage. While performing validation the package also produces a scatter plot of predictions against observations with further options controlling the behavior of this plot.
The remainder of this vignette is organized as follows. Section \@ref(point-reference-spatial-data-modeling) illustrates point reference spatial data modeling with Gaussian error distribution. Section \@ref(point-reference-spatio-temporal-data-modeling) discusses Gaussian models for point reference spatio-temporal data. Area data are modeled in Section \@ref(modeling-areal-unit-data) where Section \@ref(modeling-static-areal-unit-data) illustrates models for static areal unit data and Section \@ref(modeling-temporal-areal-unit-data) considers areal temporal data. Some summary remarks are provided in Section \@ref(discussion).
To illustrate point reference spatio-temporal data modeling we use the nyspatial
data set included in the package. This data set has 28 rows and 9 columns containing average ground level ozone air pollution data from 28 sites in the state of New York. The averages are taken over the 62 days in July and August 2006. The full spatio-temporal data set from 28 sites for 62 days is used to illustrate spatio-temporal modeling, see Section \@ref(illustration-data-set-nysptime).
For regression modeling purposes, the response variable is yo3
and the three important covariates are maximum temperature: xmaxtemp
in degree Celsius, wind speed: xwdsp
in nautical miles and percentage average relative humidity: xrh
.
This data set is included in the package and further information regarding this can be obtained from the help file ?nyspatial
.
The bmstdr
package includes the function Bspatial
for fitting regression models to point referenced spatial data.
The arguments to this function has been documented in the help file which can be viewed by issuing the R
command ?Bspatial
. The package manual also contains the full documentation. The discussion below highlights the
main features of this model fitting function.
Besides the usual data
and formula
the argument scale.transform
can take one of three possible values:
NONE, SQRT
and LOG
. This argument defines the on the fly transformation for the response variable which
appears on the left hand side of the formula.
Default values of the arguments prior.beta0, prior.M
and prior.sigma2
defining the prior
distributions for $\mathbf{\beta}$ and $1/\sigma^2_{\epsilon}$ are provided.
The options model="lm"
and model="spat"
are respectively used for fitting and analysis using the independent spatial regression model with
exponential correlation function. If the latter regression model is to be fitted, the function requires
three additional arguments, coordtype
, coords
and phi
. The coords
argument provides the
coordinates of the data locations. The type of these coordinates, specified by
the coordtype
argument, taking one of three possible values: utm
, lonlat
and plain
determines various aspects of distance calculation and hence model fitting.
The default for this argument is utm
when it is expected that the coordinates are supplied in units of meter.
The coords
argument provides the actual coordinate values and this argument can be supplied as a vector of
size two identifying the two column numbers of the data frame to take as coordinates. Or this argument
can be given as a matrix of number of sites by 2 providing the coordinates of all the data locations.
The parameter phi
determines the rate of decay of the spatial correlation for the assumed
exponential covariance function. The default value, if not provided, is taken to be 3 over the
maximum distance between the data locations so that the effective range is
the maximum distance.
The argument package
chooses one package to fit the spatial model from among four possible choices. The default option none
is used to fit the independent linear regression model and the also the spatial regression model without the nugget effect when the parameter phi
is assumed to be known. The three other options are
spBayes, stan
and inla
. Each of these options use the corresponding
R packages for model fitting. The exact form of the models in each case is documented in Chapter 6 of the book @Sahubook.
Calculation of model choice statistics is triggered by the option mchoice=T
. In this case the DIC, WAIC and PMCC
values are calculated.
An optional vector argument validrows
providing the row numbers of the supplied data frame for
model validation can also be given. The model choice statistics are calculated on the opted scale
but model validations and their uncertainties are calculated on the original scale of the response for ease of interpretation. This strategy of a possible transformed modeling scale but predictions on the original scale is adopted throughout the package.
There are other arguments of Bspatial
, e.g. verbose
, which control various
aspects of model fitting and return values. Some of these other arguments are only relevant for specifying prior
distributions and performing specific tasks as we will see throughout the remainder of this section.
The return value of Bspatial
is a list of class bmstdr
providing parameter estimates, and if requested model choice statistics and validation predictions
and statistics. The S3methods print, plot, summary, fitted
, and residuals
have been
implemented for objects of the bmstdr
class. Thus the user can give the commands such as summary(M1)
and plot(M1)
where M1
is the model fitted object .
The bmstdr
package allows us to fit the base linear regression model given by:
\begin{equation}
Y_i = \beta_1 x_{i1} + \ldots + \beta_p x_{ip} + \epsilon_i,
i=1, \ldots, n (#eq:multireg)
\end{equation}
where $\beta_1, \ldots, \beta_p$ are unknown regression coefficients and $\epsilon_i$ is the error term that we assume to
follow the normal distribution with mean zero and variance $\sigma^2_{\epsilon}$. The usual linear model assumes the errors $\epsilon_i$ to be independent for $i=1, \ldots, n$.
With the suitable default assumptions regarding the prior distributions we can fit the above
model \@ref(eq:multireg) by using the following command:
M1 <- Bspatial(formula=yo3~xmaxtemp+xwdsp+xrh, data=nyspatial, mchoice=T)
The independent linear regression model \@ref(eq:multireg) is now extended to have spatially colored covariance matrix $\sigma^{2}{\epsilon}H$ where $H$ is a known correlation matrix of the error vector $\mathbf{\epsilon}$, i.e. $H{ij}=\mbox{Cor}(\epsilon_i, \epsilon_j)$ for $i, j=1, \ldots,n$, \begin{equation} {\bf Y} \sim N_n \left(X{\mathbf \beta}, \sigma^{2}{\epsilon} H\right) (#eq:veclinearmod) \end{equation} Assuming the exponential correlation function, i.e., $H{ij} = \exp(-\phi d_{ij})$ where $d_{ij}$ is the distance between locations ${\bf s}_i$ and ${\bf s}_j$ we can fit the model \@ref(eq:veclinearmod) by issuing the command:
M2 <- Bspatial(model="spat", formula=yo3~xmaxtemp+xwdsp+xrh, data=nyspatial, coordtype="utm", coords=4:5, phi=0.4, mchoice=T)
We discuss the choice of the fixed value of the spatial decay parameter $\phi=0.4$ in M2
. We use cross-validation methods to find an optimal value for $\phi$. We take a grid of values for $\phi$ and calculate a cross-validation error statistics, e.g. root mean square-error (rmse), for each value of $\phi$ in the grid. The optimal $\phi$ is the one that minimizes the statistics.
To perform the grid search a simple R
function, phichoice_sp
is provided especially for the nyspatial
data set. The documentation of this function explains how to set the other arguments. For example, the following commands work:
asave <- phichoice_sp() print(asave)
For the nyspatial
data example 0.4 turns out to be the optimal value for $\phi$.
A general spatial model with nugget effect is written as: \begin{equation} Y({\bf s}i) = {\bf x}'({\bf s}_i) \mathbf{\beta} + w({\bf s}_i) + \epsilon( {\bf s}_i) (#eq:spatialwithnugget) \end{equation} for all $i=1, \ldots, n$. In the above equation, the pure error term $\epsilon({\bf s}_i)$ is assumed to follow the independent zero mean normal distribution with variance $\sigma^2{\epsilon}$, called the nugget effect, for all $i=1. \ldots, n$. The stochastic process $w({\bf s})$ is assumed to follow a zero mean Gaussian Process with the exponential covariance function, see @Sahubook for more details.
The un-observed random variables $w({\bf s}i)$, $i=1, \ldots, n$, also known as
the spatial random effects can be integrated out to arrive at the marginal model
\begin{align}
{\bf Y} & \sim N\left(X{\mathbf \beta}, \sigma^2{\epsilon} \, I + \sigma^2_w
S_w \right), (#eq:spatialmarginal)
\end{align}
where the matrix $S_w$ is determined using the exponential correlation function.
This marginal model is fitted using any of the three packages mentioned above.
The code for this model fitting is very similar to the one for fitting M2
above; the only
important change is in the package=
argument as noted below.
M3 <- Bspatial(package="spBayes", formula=yo3~xmaxtemp+xwdsp+xrh, data=nyspatial, coordtype="utm", coords=4:5, prior.phi=c(0.005, 2), mchoice=T) M4 <- Bspatial(package="stan", formula=yo3~xmaxtemp+xwdsp+xrh, data=nyspatial, coordtype="utm", coords=4:5,phi=0.4, mchoice=T) M5 <- Bspatial(package="inla",formula=yo3~xmaxtemp+xwdsp+xrh, data=nyspatial, coordtype="utm", coords=4:5, mchoice=T)
a3 <- Bmchoice(case="MC.sigma2.unknown", y=ydata) # Now organize the all the results for forming Table 1. a5 <- rep(NA, 11) a5[c(1, 3, 5, 7, 9:11)] <- unlist(M5$mchoice) table1 <- cbind.data.frame(unlist(a3), M1$mchoice, M2$mchoice, M3$mchoice, M4$mchoice, a5) colnames(table1) <- paste("M", 0:5, sep="")
Model fitting is very fast except for M4
with the stan
package. The model run
for M4
takes about 20 minutes on a fast personal computer.
We also have M0 being the intercept only model for which the results are obtained using the following bmstdr
command,
Bmchoice(case="MC.sigma2.unknown", y=ydata).
The implementation using inla
does not calculate the alternative values of the DIC and WAIC.
The model fitting function Bspatial
also calculates the values of four validation
statistics:
- root mean square-error (rmse),
- mean absolute error (mae),
- continuous ranked probability score (crps) and
- coverage (cvg)
if an additional argument validrows
containing the row numbers of the supplied
data frame to be validated is provided.
Data from eight validation sites 8, 11, 12, 14, 18, 21, 24 and 28 are set aside and model fitting is performed using the data from the remaining 20 sites.
The bmstdr
command for performing validation needs an additional argument validrows
which are the row numbers of the supplied data frame which should be used for validation. Thus the commands for validating at the
sites 8, 11, 12, 14, 18, 21, 24, and 28 are given by:
s <- c(8,11,12,14,18,21,24,28) f1 <- yo3~xmaxtemp+xwdsp+xrh M1.v <- Bspatial(package="none", model="lm", formula=f1, data=nyspatial, validrows=s) M2.v <- Bspatial(package="none", model="spat", formula=f1, data=nyspatial, coordtype="utm", coords=4:5,phi=0.4, validrows=s) M3.v <- Bspatial(package="spBayes", prior.phi=c(0.005, 2), formula=f1, data=nyspatial, coordtype="utm", coords=4:5, validrows=s) M4.v <- Bspatial(package="stan",formula=f1, data=nyspatial, coordtype="utm", coords=4:5,phi=0.4 , validrows=s) M5.v <- Bspatial(package="inla", formula=f1, data=nyspatial, coordtype="utm", coords=4:5, validrows=s)
Table \@ref(tab:mvalidnyspatial) presents the validation statistics for all five models. Coverage is 100% for all five models and the validation performances are comparable. Model M4
with $\phi=0.4$ can be used as the best model if it is imperative that one must be chosen using the rmse criterion.
To illustrate $K$-fold cross-validation, the 28 observations in the nyspatial
data set are randomly assigned to $K=4$ groups of equal size.
set.seed(44) x <- runif(n=28) u <- order(x) s1 <- u[1:7] s2 <- u[8:14] s3 <- u[15:21] s4 <- u[22:28]
Now the M2.v
command is called four times with the validrows
argument taking values s1, ... s4
. Table \@ref(tab:m2-4-fold-validnyspatial) presents the 4-fold cross-validation statistics for M2
only. It shows a wide variability in performance with a low coverage of 57.14% for Fold 3.
A validation plot is automatically drawn each time a validation is performed. Below, we include the validation plot for fold-3 only.
M2.v3 <- Bspatial(model="spat", formula=yo3~xmaxtemp+xwdsp+xrh, data=nyspatial, coordtype="utm", coords=4:5, validrows= s3, phi=0.4, verbose = FALSE)
In this particular instance four of the seven validation observations are over-predicted. The above figure shows low coverage and high rmse. However, these statistics are based on data from seven validation sites only and as a result these may have large variability explaining the differences in the $K$-fold validation results.
The above validation plot has been drawn using the bmstdr
command obs_v_pred_plot
. This validation plot may be drawn without the line segments, which is recommended when there are a large number of validation observations. The plot may also use the mean
values of the predictions instead of the default median
values. The documentation of the function explains how to do this. For example, having the fitted object v3
, we may issue the commands:
names(M2.v3) psums <- get_validation_summaries(M2.v3$valpreds) names(psums) a <- obs_v_pred_plot(yobs=M2.v3$yobs_preds$yo3, predsums=psums, segments=F, summarystat = "mean" )
To illustrate point reference spatio-temporal data modeling we use the nysptime
data set included in the package. This is a spatio-temporal version of the data set nyspatial
introduced in Section \@ref(illustration-data-set-nyspatial). This data set, taken from @sahu_bakar_stamet, has 1736 rows and 12 columns containing ground level ozone air pollution data from 28 sites in the state of New York for the 62 days in July and August 2006.
For regression modeling purposes, the response variable is y8hrmax
and the three important covariates are maximum temperature: xmaxtemp
in degree Celsius, wind speed: xwdsp
in nautical miles and percentage average relative humidity: xrh
.
In this section we extend the spatial model \@ref(eq:spatialwithnugget) to the following spatio-temporal model.
\begin{equation}
Y({\bf s}_i, t) = {\bf x}'({\bf s}_i, t) \mathbf{\beta} + w({\bf s}_i, t) + \epsilon(
{\bf s}_i, t)
(#eq:spatiotemporalwithnugget)
\end{equation}
for $i=1, \ldots, n$ and $t=1, \ldots, T.$ Different distribution specifications for the spatio-temporal random effects $w({\bf s}_i, t)$ and the observational errors
$\epsilon({\bf s}_i, t)$ give rise to different models. Variations of these models have been described in @Sahubook. The bmstdr
function Bsptime
has been developed to fit these models.
Similar to the Bspatial
function, the Bsptime
function takes a formula and a data argument. It is important to note that the Bsptime
function always assumes that the data frame is first sorted by space and then time within each site in space. Note that missing covariate values are not permitted.
The arguments defining the scale, scale.transform
,
and the hyper parameters of the prior distribution for the regression coefficients ${\mathbf \beta}$ and the variance parameters are also similar to the corresponding ones in the spatial model fitting case with Bspatial
. Other important arguments
are described below.
The arguments coordtype
, coords
, and validrows
are also similarly defined as before. However, note that when the separable model is fitted the validrows
argument must include all the rows of time points for each site to be validated.
The package
argument can take one of six values: spBayes
, stan
, inla
, spTimer
, sptDyn
and none
with none
being the default. Fittings using each of these package options are illustrated in the sections below.
Only a limited number
of models, specified by the model
argument, can be fitted with each of these six choices. The model
argument is described below.
In case the package is none
, the model
can either be
lm
or seperable
. The lm
option is for an independent error regression model while the other option fits a separable spatio-temporal model without any nugget effect. The separable model fitting method cannot handle missing data. All missing data points in the response variable will be replaced by the grand mean of the available observations. When the package
option is one of the five
named packages the model
argument is passed to the chosen package.
For fitting a separable
model Bsptime
requires specification of
two decay parameters $\phi_s$ and $\phi_t$. If these are not specified then values are chosen which correspond to the effective ranges as the maximum distance in space and length in time.
There are numerous other package specific arguments that define the prior distributions and many important behavioral aspects of the selected package. Those are not described here. Instead the user is directed to the documentation ?Bsptime
and also the vignettes of the individual packages.
With the default value of package="none"
the independent error regression model M1
and the separable model M2
are fitted using the commands:
f2 <- y8hrmax~xmaxtemp+xwdsp+xrh M1 <- Bsptime(model="lm", formula=f2, data=nysptime, scale.transform = "SQRT", N=5000) M2 <- Bsptime(model="separable", formula=f2, data=nysptime, scale.transform = "SQRT", coordtype="utm", coords=4:5, N=5000)
This command renders a multiple time series plot of the residuals. However, the same command a <- residuals(M1)
will not draw the residual plot since the independent error regression model is not aware of the temporal structure of the data. In this case it is possible to modify the command to
a <- residuals(M1, numbers=list(sn=28, tn=62))
to have the desired result, see ?residuals.bmstdr
.
In contrast to point reference spatial and spatio-temporal data areal unit data
refers to a collection of observations whose spatial references are given by adjacent areas on a map. For example, the next section discusses two data sets on providing the number of deaths due to Covid-19 in 313 local administrative areas in England. Areal unit data can often be either discrete, e.g. number of
deaths, or continuous e.g. average air pollution level in a city. Hence we proceed to model such data sets using the generalized linear models (GLM) [@McCullaghNelder1989].
Chapter 10 of the book by @Sahubook also provides a gentle introduction to GLM.
This chapter also discusses spatial and spatio-temporal models based on GLMs. In the remainder of this section we illustrate model fitting and model comparison for these models.
The engtotals
data set presents the number of deaths due to Covid-19 during the peak from March 13 to July 31, 2020 in the 313 Local Authority Districts, Counties and Unitary Authorities in England. @SahuBohning2021 provides further details of the data set and maps of the local areas.
The engdeaths
data set contains 49,292 weekly recorded deaths during this period of 20 weeks.
The boxplot of the weekly death rates shows the first peak during weeks 15 and 16
(April 10th to 23rd) and a very slow decline of the death numbers after the peak. The main purpose here is to model
the spatio-temporal variation in the death rates.
engdeaths$covidrate <- 100000*engdeaths$covid/engdeaths$popn ptime <- ggplot(data=engdeaths, aes(x=factor(Weeknumber), y=covidrate)) + geom_boxplot() + labs(x = "Week", y = "Death rate per 100,000") + stat_summary(fun=median, geom="line", aes(group=1, col="red")) + theme(legend.position = "none") ptime
The "bmstdr" package function Bcartime
fits a variety of spatial and spatio-temporal models for areal data. These models are based on the generalized linear models with one of binomial, Poisson and Gaussian error distributions and with the canonical link in each case. Chapter 10 of the book by @Sahubook describe the models. The fitted output can be explored using the S3 methods functions as in the case of Bspatial
and Bsptime
for modeling point reference spatial data. More details are provided below.
To fit the Bayesian GLMs without any random effects
Bcartime
employs the S.glm
function of the "CARBayes" package @LeeCARBayes2021. Deploying the Bcartime
function requires the following essential arguments:
package
can take one of three possible values: "CARBayes"
, "CARBayesST"
or
"inla"
. The default is "CARBayes"
. model
defines the specific spatio temporal model to be fitted. If the package is "inla"
then the model argument should be a vector with two elements giving the spatial model, e.g. "bym"
as the first component and the temporal model which could be one of "iid", "ar1"
or "none"
as the second component. In case the second component is "none" then no temporal random effects will be fitted. No temporal random effects will be fitted in case model is supplied as a singleton.formula
specifying the response and the covariates for forming the linear predictor $\eta$ in a GLM. data
containing the data set to be used;
family
being one of either "binomial", "poisson"
"gaussian"
, "multinomial"
, or "zip"
. In this illustration we only consider the first three choices.
If the binomial family is chosen, the trials
argument must be provided. This should be a numeric vector containing the number of for each row of data.scol
Either the name (character) or number of the column in the supplied data frame identifying the spatial units. The program will try to access data[, scol]
to identify the spatial units. If this is omitted, no spatial modeling will be performed, instead an independent error GLM will be fitted using the "CARBayes"
package. tcol
Like the scol
argument but for the time identifier. Either the name (character) or number of the column in the supplied data frame identifying the time indices. The program will try to access data[, tcol]
to identify the time points. If this is omitted, no temporal modeling will be performed.W
A non-negative K by K neighborhood matrix (where K is the number of spatial units). Typically a binary specification is used, where the $jk$th element equals one if areas (j, k) are spatially close (e.g. share a common border) and is zero otherwise. The matrix can be non-binary, but each row must contain at least one non-zero entry. This argument may not need to be specified if adj.graph
is specified instead.adj.graph
Adjacency graph which may be specified instead of the adjacency matrix matrix. This argument is used if W has not been supplied. The argument W is used in case both W and adj.graph are supplied.There are numerous other arguments specifying more details of the models and the prior distributions. Those are documented in the help file ?Bcartime
.
Like the Bsptime
function, model validation is performed automatically by specifying the optional vector valued validrows
argument containing the row numbers of the supplied data frame that should be used for model validation. As before, the user does not need to modify the data set for validation. This task is done by the Bcartime
function.
The function Bcartime
automatically chooses the default prior distributions which can be modified by the many optional arguments, see the documentation of this function and also the S.glm
function from "CARBayes". Three MCMC control parameters N, burn.in
and thin
determine the number of iterations, burn-in and thinning interval. The default values of these are 2000, 1000 and 10 respectively. In all of our analysis in this section, unless otherwise mentioned, we take these to be 50000, 10000 and 10 respectively.
Ncar <- 50000 burn.in.car <- 10000 thin <- 10
In this section we model the static engtotals
data set. Here we
employ the conditionally auto regressive (CAR) models for the spatial random effects.
Here we first set the logistic regression formula:
f1 <- noofhighweeks ~ jsa + log10(houseprice) + log(popdensity) + sqrt(no2)
The independent logistic regression model is fitted using the following command.
M1 <- Bcartime(formula=f1, data=engtotals, family="binomial", trials=engtotals$nweek, N=Ncar, burn.in=burn.in.car, thin=thin)
The Leroux model is fitted when the additional options scol="spaceid"
and model="leroux"
are provided.
M1.leroux <- Bcartime(formula=f1, data=engtotals, scol="spaceid", model="leroux", W=Weng, family="binomial", trials=engtotals$nweek, N=Ncar, burn.in=burn.in.car, thin=thin)
The BYM model is fitted by using the command:
M1.bym <- Bcartime(formula=f1, data=engtotals, scol="spaceid", model="bym", W=Weng, family="binomial", trials=engtotals$nweek, N=Ncar, burn.in=burn.in.car, thin=thin)
The above model fitting commands use the default CARBayes
package. We can change the default option to inla
as illustrated below.
M1.inla.bym <- Bcartime(formula=f1, data=engtotals, scol ="spaceid", model=c("bym"), W=Weng, family="binomial", trials=engtotals$nweek, package="inla", N=Ncar, burn.in=burn.in.car, thin=thin)
a <- rbind(M1$mchoice, M1.leroux$mchoice, M1.bym$mchoice) a <- a[, -(5:6)] a <- a[, c(2, 1, 4, 3)] b <- M1.inla.bym$mchoice[1:4] a <- rbind(a, b) rownames(a) <- c("Independent", "Leroux", "BYM", "INLA-BYM") colnames(a) <- c("pDIC", "DIC", "pWAIC", "WAIC") table4.1 <- a
Below we set the regression model formula. The MCMC control parameters are assumed to be same as before.
f2 <- covid ~ offset(logEdeaths) + jsa + log10(houseprice) + log(popdensity) + sqrt(no2)
The model fitting commands are very similar to the ones for fitting logistic regression models. The differences are that we change the family
argument and instead of the trials
argument we provide an offset column to take care of the expected number of deaths. Here are the code lines:
M2 <- Bcartime(formula=f2, data=engtotals, family="poisson", N=Ncar, burn.in=burn.in.car, thin=thin) M2.leroux <- Bcartime(formula=f2, data=engtotals, scol="spaceid", model="leroux", family="poisson", W=Weng, N=Ncar, burn.in=burn.in.car, thin=thin) M2.bym <- Bcartime(formula=f2, data=engtotals, scol="spaceid", model="bym", family="poisson", W=Weng, N=Ncar, burn.in=burn.in.car, thin=thin) M2.inla.bym <- Bcartime(formula=f2, data=engtotals, scol ="spaceid", model=c("bym"), family="poisson", W=Weng, offsetcol="logEdeaths", link="log", package="inla", N=Ncar, burn.in = burn.in.car, thin=thin)
These model fitted objects can be explored as before. The following table reports the model choice statistics.
a <- rbind(M2$mchoice, M2.leroux$mchoice, M2.bym$mchoice) a <- a[, -(5:6)] a <- a[, c(2, 1, 4, 3)] b <- M2.inla.bym$mchoice[1:4] a <- rbind(a, b) rownames(a) <- c("Independent", "Leroux", "BYM", "INLA-BYM") colnames(a) <- c("pDIC", "DIC", "pWAIC", "WAIC") table4.2 <- a dput(table4.2, file=paste0(tablepath, "/table4.2.txt"))
Below we set the regression model formula. The MCMC control parameters are assumed to be the same as before.
f3 <- sqrt(no2) ~ jsa + log10(houseprice) + log(popdensity)
M3 <- Bcartime(formula=f3, data=engtotals, family="gaussian", N=Ncar, burn.in=burn.in.car, thin=thin) M3.leroux <- Bcartime(formula=f3, data=engtotals, scol="spaceid", model="leroux", family="gaussian", W=Weng, N=Ncar, burn.in=burn.in.car, thin=thin) M3.inla.bym <- Bcartime(formula=f3, data=engtotals, scol ="spaceid", model=c("bym"), family="gaussian", W=Weng, package="inla", N=Ncar, burn.in =burn.in.car, thin=thin)
These model fitted objects can be explored as before.
a <- rbind(M3$mchoice, M3.leroux$mchoice) a <- a[, -(5:6)] a <- a[, c(2, 1, 4, 3)] b <- M3.inla.bym$mchoice[1:4] a <- rbind(a, b) rownames(a) <- c("Independent", "Leroux", "INLA-BYM") colnames(a) <- c("pDIC", "DIC", "pWAIC", "WAIC") table4.3 <- a dput(table4.3, file=paste0(tablepath, "/table4.3.txt"))
The data set used in this example is the engdeaths
data set described earlier.
In this section we will modify the Bcartime
commands presented earlier to fit all the
spatio-temporal models discussed in Chapter 10 of @Sahubook. We will illustrate model fitting, choice and validation
using the binomial, Poisson and normal distribution based models as before in the previous section. The user does not need to
write any direct code for fitting the models using the "CARBayesST" package. The Bcartime
function does this
automatically and returns the fitted model object in its entirety and in addition, performs model validation for the
named rows of the supplied data frame as passed on by the validrows
argument.
The previously documented arguments of Bcartime
for spatial model fitting remain the same for the
corresponding spatio-temporal models. For example, the arguments
formula, family, trials, scol
and W
are unchanged in spatial-temporal model fitting. The data
argument
is changed to the spatio-temporal data set data=engdeaths
. We keep the MCMC control parameters N, burn.in
and
thin
to be same as before.
The additional arguments are tcol
, similar to scol
, which identifies the temporal indices. Like the
scol
argument this may be specified as a column name or number in the supplied data frame.
The package
argument must be specified as package="CARBayesST"
to change the default
CARBayes
package. The model argument should be changed to one of four models, "linear", "anova", "sepspatial"
and
"ar"
. Other possibilities for this argument are
"localised",
"multilevel"and
"dissimilarity"`, but those are not illustrated here.
For the sake of brevity it is undesirable to report parameter estimates of all the models.
Instead, below we report only selected results.
For the binomial model the response variable is highdeathsmr
which is a binary variable
taking the value 1 if the SMR for death is larger than 1 in that week and in that local authority. Consequently,
the number of trials is set at the constant value 1 by setting:
nweek <- rep(1, nrow(engdeaths))
The right hand side of the mode regression formula is same as before:
f1 <- highdeathsmr ~ jsa + log10(houseprice) + log(popdensity)
The basic model fitting command for fitting the linear trend model is:
M1st <- Bcartime(formula=f1, data=engdeaths, scol=scol, tcol=tcol, trials=nweek, W=Weng, model="linear", family="binomial", package="CARBayesST", N=Ncar, burn.in=burn.in.car, thin=thin)
To fit the other models we simply change the model
argument to one of
"anova", "sepspatial"
and "ar"
. For the choice "anova"
an additional
argument interaction=F
may be supplied to suppress the interaction term.
For the "ar"
model an additional argument AR=2
may be provided to opt for a second order auto regressive model. The model fitting commands are
not shown here.
For fitting the Poisson distribution based model we take the response variable as the column covid
,
which records the number of Covid-19 deaths, of the engdeaths
data set.
The column logEdeaths
is used as an offset in the model with the default log link function.
The formula argument for the regression part of the linear predictor is chosen to be the same as the
one used by @SahuBohning2021 for a similar data set. The formula contains, in addition to the
thee socio-economic variables, the log of the SMR for the number cases in the current week and
three previous weeks denoted by n0, n1, n2
and n3
. The formula is given below:
f2 <- covid ~ offset(logEdeaths) + jsa + log10(houseprice) + log(popdensity) + n0 + n1 + n2 + n3
We now fit the Poisson model by keeping the other arguments same as before in the previous Section. The command for fitting the temporal auto-regressive model is:
M2st <- Bcartime(formula=f2, data=engdeaths, scol=scol, tcol=tcol, W=Weng, model="ar", family="poisson", package="CARBayesST", N=Ncar, burn.in=burn.in.car, thin=thin)
The model
argument can be changed to fit the other models.
To investigate the differences in model choice by DIC and WAIC we test both models for validation. We randomly select 10\% data rows for validation by issuing the command
vs <- sample(nrow(engdeaths), 0.1*nrow(engdeaths))
This gives us 626 data points for validation purposes. We then refit the Anova model with interaction and both the AR (1) and AR (2) models and also the "INLA" based model by supplying the additional argument validrows=vs
. The validation statistics are presented in Sahu's book. The statistics presented there show that the "INLA" based model has less bias than the "CARBayesST" models but it fails to capture the full variability of the set aside data as its coverage percentage is very low. Figure \@ref(fig:obsvpredplot) highlights this problem. The prediction intervals are too narrow for the "INLA" based model but AR (2) model gets this uncertainty exactly as expected. Again, we end this comparison with a word of caution that "INLA" is merely a computing platform and there can be other models which can achieve better coverage than the one reported here.
f20 <- covid ~ offset(logEdeaths) + jsa + log10(houseprice) + log(popdensity) + n0 model <- c("bym", "ar1") f2inla <- covid ~ jsa + log10(houseprice) + log(popdensity) + n0 set.seed(5) vs <- sample(nrow(engdeaths), 0.1*nrow(engdeaths)) M2st_ar2.0 <- Bcartime(formula=f20, data=engdeaths, scol="spaceid", tcol= "Weeknumber", W=Weng, model="ar", AR=2, family="poisson", package="CARBayesST", N=Ncar, burn.in=burn.in.car, thin=thin, validrows=vs, verbose=F) M2stinla.0 <- Bcartime(data=engdeaths, formula=f2inla, W=Weng, scol ="spaceid", tcol="Weeknumber", offsetcol="logEdeaths", model=model, link="log", family="poisson", package="inla", validrow=vs, N=N, burn.in=0) yobspred <- M2st_ar2.0$yobs_preds names(yobspred) yobs <- yobspred$covid predsums <- get_validation_summaries(t(M2st_ar2.0$valpreds)) dim(predsums) b <- obs_v_pred_plot(yobs, predsums, segments=T) names(M2stinla.0) inlapredsums <- get_validation_summaries(t(M2stinla.0$valpreds)) dim(inlapredsums) a <- obs_v_pred_plot(yobs, inlapredsums, segments=T) inlavalid <- a$pwithseg ar2valid <- b$pwithseg library(ggpubr) ggarrange(ar2valid, inlavalid, common.legend = TRUE, legend = "top", nrow = 2, ncol = 1) figpath <- system.file("figures", package = "bmstdr") ggsave(filename = paste0(figpath, "/figure11.png"))
figpath <- system.file("figures", package = "bmstdr") knitr::include_graphics(paste0(figpath, "/figure11.png"))
We now illustrate spatio-temporal random effects fitting of the model
f3
for NO$_2$. We fit the "gaussian"
family model but keep the other arguments same
as before in the previous two sections for fitting binomial and Poisson models.
The command for fitting the temporal auto-regressive model is:
M3st <- Bcartime(formula=f3, data=engdeaths, scol=scol, tcol=tcol, W=Weng, model="ar", family="gaussian", package="CARBayesST", N=Ncar, burn.in=burn.in.car, thin=thin)
The AR model is the best according to both DIC and WAIC although it receives much higher penalty. Note that model validation can be performed by supplying the validrows
argument.
The "bmstdr" package enables the user to use a plurality of R
packages for fitting spatial and spatio-temporal models both for point reference and aerial data sets. The package allows a researcher in applied sciences to explore many solutions so that they are able to choose the best model and software package among the ones available. The package functions are illustrated throughout using realistic real data examples including recent epidemiological data on Covid-19 pandemic in England.
The package also includes several utility and plot functions which the reader may find useful in their modeling and analysis work. For example, the function calculate_validation_statistic
calculates four validation statistics from input observed data and posterior samples. Users of other packages, not included in "bmstdr", may find such functions useful. A list of all the functions is available by running the command ls("package:bmstdr")
.
There are many current limitations of the "bmstdr" package. The foremost among those is that the package does not allow modeling of point reference spatial data which are discrete. Such modeling is challenging and at the moment only a few packages such as INLA
can be used. Bayesian modeling of such data will be considered in a future version.
The package offers only a limited number of models using the "rstan"
and "INLA" computing platforms. Spatio-temporal models offering richer structures can be fitted using these two and other R
packages. Moreover, the current version does not allow fitting of multivariate models. Such modeling will be considered in future updates of this package.
A fuller version of this document with additional graphical illustrations is also available.
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