R/rwi.stats.running.R

In dplR: Dendrochronology Program Library in R

### Helper functions

### Computes the correlation coefficients between columns of x and y.
### Requires "limit" overlapping values in each pair.
cor.with.limit <- function(limit, x, y, method) {
    n.x <- ncol(x) # caller makes sure that n.x
    n.y <- ncol(y) # and n.y >= 1
    r.mat <- matrix(NA_real_, n.x, n.y)
    for (i in seq_len(n.x)) {
        this.x <- x[, i]
        good.x <- !is.na(this.x)
        for (j in seq_len(n.y)) {
            this.y <- y[, j]
            good.y <- !is.na(this.y)
            good.both <- which(good.x & good.y)
            n.good <- length(good.both)
            if (n.good >= limit && n.good > 0) {
                r.mat[i, j] <- cor(this.x[good.both], this.y[good.both],
                                   method = method)
            }
        }
    }
    r.mat
}

### Computes the correlation coefficients between different columns of x.
cor.with.limit.upper <- function(limit, x, method) {
    n.x <- ncol(x) # caller makes sure that n.x >= 2
    r.vec <- rep.int(NA_real_, n.x * (n.x - 1) / 2)
    good.x <- !is.na(x)
    k <- 0
    for (i in seq_len(n.x - 1)) {
        good.i <- good.x[, i]
        for (j in (i + 1):n.x) {
            k <- k + 1
            good.both <- which(good.i & good.x[, j])
            if (length(good.both) >= limit) {
                r.vec[k] <- cor(x[good.both, i], x[good.both, j],
                                method = method)
            }
        }
    }
    r.vec
}

rwi.stats <- function(rwi, ids=NULL, period=c("max", "common"), 
                      method = c("spearman", "pearson", "kendall"),
                      ...) {
    args <- list(...)
    args[["rwi"]] <- rwi
    args[["ids"]] <- ids
    args[["period"]] <- period
    args[["method"]] <- method
    args[["running.window"]] <- FALSE
    do.call(rwi.stats.running, args)
}

### Main function, exported to user
rwi.stats.running <- function(rwi, ids=NULL, period=c("max", "common"),
                              method = c("spearman", "pearson", "kendall"),
                              prewhiten=FALSE,n=NULL,
                              running.window=TRUE,
                              window.length=min(50, nrow(rwi)),
                              window.overlap=floor(window.length / 2),
                              first.start=NULL,
                              min.corr.overlap=min(30, window.length),
                              round.decimals=3,
                              zero.is.missing=TRUE) {
    period2 <- match.arg(period)
    method2 <- match.arg(method)
    if (running.window) {
        if (window.length < 3) {
            stop("minimum 'window.length' is 3")
        }
        window.advance <- window.length - window.overlap
        if (window.advance < 1) {
            stop(gettextf("'window.overlap' is too large, max value is 'window.length'-1 (%d)",
                          window.length - 1))
        }
        if (window.length < min.corr.overlap) {
            stop("'window.length' is smaller than 'min.corr.overlap'")
        }
    }
    tmp <- normalize1(rwi, n, prewhiten)
    if(!all(tmp$idx.good)) {
        warning("after prewhitening, 'rwi' contains column(s) without at least four observations",
                call.=FALSE)
        cat(gettext("note that there is no error checking on column lengths if filtering is not performed\n",
                    domain="R-dplR"))
    }
    rwi2 <- as.matrix(tmp$master)
    n.cores <- ncol(rwi2)

    zero.flag <- rwi2 == 0
    if (any(zero.flag, na.rm=TRUE)) {
        if (!zero.is.missing) {
            warning("There are zeros in the data. Consider the option 'zero.is.missing'.")
        } else {
            rwi2[zero.flag] <- NA
        }
    }

    ## If 'ids' is NULL then assume one core per tree
    if (is.null(ids)) {
        ids3 <- data.frame(tree=seq_len(n.cores), core=rep.int(1, n.cores))
        rwi3 <- rwi2
    } else {
        ## Make error checks here
        if (!is.data.frame(ids) || !all(c("tree", "core") %in% names(ids))) {
            stop("'ids' must be a data.frame with columns 'tree' and 'core'")
        }
        if (!all(vapply(ids, is.numeric, TRUE))) {
            stop("'ids' must have numeric columns")
        }
        colnames.rwi <- colnames(rwi2)
        ## If all column names in 'rwi' are present in the set of row
        ## names in 'ids', arrange 'ids' to matching order
        rownames.ids <- row.names(ids)
        if (!is.null(rownames.ids) && all(colnames.rwi %in% rownames.ids)) {
            ids2 <- ids[colnames.rwi, c("tree", "core")]
        } else if (nrow(ids) == n.cores) {
            ids2 <- ids[c("tree", "core")]
        } else {
            stop("dimension problem: ", "'ncol(rwi)' != 'nrow(ids)'")
        }
        row.names(ids2) <- NULL
        unique.ids <- unique(ids2)
        n.unique <- nrow(unique.ids)
        if (n.unique < n.cores) {
            ## If more than one columns of 'rwi' share a tree/core ID pair,
            ## the columns are averaged and treated as one core
            ids3 <- unique.ids
            rwi3 <- matrix(data=as.numeric(NA), nrow=nrow(rwi2), ncol=n.unique,
                           dimnames=list(rownames(rwi2)))
            for (i in seq_len(n.unique)) {
                these.cols <- row.match(ids2, unique.ids[i, ])
                rwi3[, i] <-
                    rowMeans(rwi2[, these.cols, drop=FALSE], na.rm=TRUE)
            }
            message("Series with matching tree/core IDs have been averaged")
        } else {
            ids3 <- ids2
            rwi3 <- rwi2
        }
    }
    rwiNotNA <- !is.na(rwi3)

    n.years <- nrow(rwi3)
    if (running.window && window.length > n.years) {
        stop("'window.length' is larger than the number of years in 'rwi'")
    }

    treeIds <- ids3$tree
    unique.trees <- unique(treeIds)
    n.trees <- length(unique.trees)
    if (n.trees < 2) {
        stop("at least 2 trees are needed")
    }
    cores.of.tree <- list()
    seq.tree <- seq_len(n.trees)
    for (i in seq.tree) {
        cores.of.tree[[i]] <- which(treeIds==unique.trees[i])
    }

    ## n.trees.by.year is recorded before setting rows with missing
    ## data to NA
    tree.any <- matrix(FALSE, n.years, n.trees)
    for (i in seq.tree) {
        tree.any[, i] <-
            rowAnys(rwiNotNA, cols = treeIds == unique.trees[i])
    }
    n.trees.by.year <- rowSums(tree.any)

    ## Easy way to force complete overlap of data
    if (period2 == "common") {
        bad.rows <- !rowAlls(rwiNotNA)
        rwi3[bad.rows, ] <- NA
        rwiNotNA[bad.rows, ] <- FALSE
        good.rows.flag <- !bad.rows
        period.common <- TRUE
    } else {
        good.rows.flag <- n.trees.by.year > 1
        period.common <- FALSE
    }
    good.rows <- which(good.rows.flag)

    if (length(good.rows) < min.corr.overlap) {
        stop("too few years with enough trees for correlation calculations")
    }

    if (running.window) {
        if (is.numeric(first.start)) {
            if (first.start < 1) {
                stop("'first.start' too small, must be >= 1")
            } else if (first.start > n.years - window.length + 1) {
                stop("'first.start' too large")
            }
            first.start2 <- first.start
        } else {
            ## Select locations of running windows by maximizing the
            ## number of data points (sum of number of series for each
            ## selected year), but don't count rows with less than two
            ## trees
            min.offset <-
                max(0, min(good.rows) - (window.length - min.corr.overlap) - 1)
            max.offset <-
                min(min.offset + window.advance - 1, n.years - window.length)
            offsets <- min.offset:max.offset
            n.offsets <- length(offsets)
            n.data <- rep.int(NA_real_, n.offsets)
            for (i in seq_len(n.offsets)) {
                offset <- offsets[i]
                n.windows.minusone <-
                    (n.years - offset - window.length) %/% window.advance
                max.idx <-
                    offset + window.length + n.windows.minusone * window.advance
                rowIdx <- seq(1 + offset, max.idx)
                n.data[i] <- sum(rwiNotNA[rowIdx[good.rows.flag[rowIdx]], ])
            }
            ## In case of a tie, choose large offset.
            ## In practice, this prefers recent years.
            first.start2 <-
                offsets[n.offsets - which.max(rev(n.data)) + 1] + 1
        }
        window.start <- seq(from = first.start2,
                            to = n.years - window.length + 1,
                            by = window.advance)
        window.length2 <- window.length
    } else {
        window.start <- 1
        window.length2 <- n.years
    }

    all.years <- as.numeric(rownames(rwi3))

    loop.body <- function(s.idx) {
        rbar.tot <- NA_real_
        rbar.wt <- NA_real_
        rbar.bt <- NA_real_

        ## Location of window
        start.year <- all.years[s.idx]
        e.idx <- s.idx + window.length2 - 1
        end.year <- all.years[e.idx]
        mid.year <- floor((start.year + end.year) / 2)
        year.idx <- s.idx:e.idx

        ## See p 138 in C&K
        ## Sum of all correlations among different cores (between trees)
        rsum.bt <- 0
        n.bt <- 0
        good.flag <- rep.int(FALSE, n.trees)
        for (i in seq_len(n.trees - 1)) {
            i.data <- rwi3[year.idx, cores.of.tree[[i]], drop=FALSE]
            for (j in (i + 1):n.trees) {
                j.data <- rwi3[year.idx, cores.of.tree[[j]], drop=FALSE]
                bt.r.mat <- cor.with.limit(min.corr.overlap, i.data, j.data,
                                           method=method2)
                bt.r.mat <- bt.r.mat[!is.na(bt.r.mat)]
                n.bt.temp <- length(bt.r.mat)
                if (n.bt.temp > 0) {
                    rsum.bt <- rsum.bt + sum(bt.r.mat)
                    n.bt <- n.bt + n.bt.temp
                    good.flag[c(i, j)] <- TRUE
                }
            }
        }

        ## Sum of all correlations among different cores (within trees)
        good.trees <- which(good.flag)
        rsum.wt <- 0
        n.wt <- 0
        n.cores.tree <- rep.int(NA_real_, n.trees)
        for (i in good.trees) {
            these.cores <- cores.of.tree[[i]]
            if (length(these.cores)==1) { # make simple case fast
                n.cores.tree[i] <- 1
            } else {
                these.data <- rwi3[year.idx, these.cores, drop=FALSE]
                wt.r.vec <- cor.with.limit.upper(min.corr.overlap, these.data,
                                                 method=method2)
                wt.r.vec <- wt.r.vec[!is.na(wt.r.vec)]
                n.wt.temp <- length(wt.r.vec)
                if (n.wt.temp > 0) {
                    rsum.wt <- rsum.wt + sum(wt.r.vec)
                    n.wt <- n.wt + n.wt.temp
                    ## Solving c (> 0) in the formula n = 0.5 * c * (c-1)
                    ## leads to c = 0.5 + sqrt(0.25+2*n)
                    n.cores.tree[i] <- 0.5 + sqrt(0.25 + 2 * n.wt.temp)
                } else {
                    n.cores.tree[i] <- 1
                }
            }
        }

        ## Mean correlations
        n.tot <- n.wt + n.bt
        if (n.tot > 0) {
            rbar.tot <- (rsum.wt + rsum.bt) / n.tot
        }
        if (n.wt > 0) {
            rbar.wt <- rsum.wt / n.wt
        }
        if (n.bt > 0) {
            rbar.bt <- rsum.bt / n.bt
        }

        coresPresent <- which(colAnys(rwiNotNA, rows = year.idx))
        treesPresent <- unique(treeIds[coresPresent])
        nCores <- length(coresPresent)
        nTrees <- length(treesPresent)
        if (period.common) {
            ## If period is "common", we are only looking at the rows
            ## with no missing values (if any, so all or nothing).
            n <- nTrees
        } else {
            ## Number of trees averaged over the years in the window.
            ## We keep this number separate of the correlation
            ## estimates, i.e. the data from some tree / year may
            ## contribute to n without taking part in the correlation
            ## estimates.
            n <- mean(n.trees.by.year[year.idx])
        }

        ## Expressed population signal
        if (n.wt == 0) {
            if (n.bt > 0) {
                c.eff <- 1
            } else {
                c.eff <- 0
            }
            rbar.eff <- rbar.bt
        } else {
            nCoresTree <- na.omit(n.cores.tree)
            uniqueNC <- unique(nCoresTree)
            ## The branches are equivalent but optimized for numerical
            ## precision in each situation
            if (length(uniqueNC) == 1) {
                c.eff <- uniqueNC
                rbar.eff <- rbar.bt / (rbar.wt + (1 - rbar.wt) / c.eff)
            } else {
                c.eff.rproc <- mean(1 / nCoresTree)
                c.eff <- 1 / c.eff.rproc # bookkeeping only
                rbar.eff <- rbar.bt / (rbar.wt + (1 - rbar.wt) * c.eff.rproc)
            }
        }
        ## EPS is on page 146 of C&K.
        ## In our interpretation of EPS, we use the average number of trees.
        eps <- n * rbar.eff / ((n - 1) * rbar.eff + 1)
        ## SNR is on page 109 of Cook and Pederson (2011).
        ## See help file for ref.
        snr <- n * rbar.eff / (1-rbar.eff)

        if (running.window) {
            out <-  c(start.year = start.year,
                      mid.year = mid.year, end.year = end.year)
        } else {
            out <- numeric(0)
        }
        c(out,
          n.cores = nCores, n.trees = nTrees, n = n,
          n.tot = n.tot, n.wt = n.wt, n.bt = n.bt, rbar.tot = rbar.tot,
          rbar.wt = rbar.wt, rbar.bt = rbar.bt, c.eff = c.eff,
          rbar.eff = rbar.eff, eps = eps, snr = snr)
    }

    ## Iterate over all windows
    if (running.window &&
        !inherits(try(suppressWarnings(req.fe <-
                                       requireNamespace("foreach",
                                                        quietly=TRUE)),
                      silent = TRUE),
                  "try-error") && req.fe) {

        exportFun <- c("<-", "+", "-", "floor", ":", "rep.int", "for",
                       "seq_len", "[", "[[", "cor.with.limit", "!",
                       "is.na", "length", "if", ">", "sum", "c",
                       "[<-", "which", "==", "cor.with.limit.upper",
                       "sqrt", "*", "/", "(", "{", "mean")

        compos.stats <-
            foreach::"%dopar%"(foreach::foreach(s.idx=window.start,
                                                .combine="rbind",
                                                .export=exportFun),
                               loop.body(s.idx))
    } else {
        compos.stats <- NULL
        for (s.idx in window.start) {
            compos.stats <- rbind(compos.stats, loop.body(s.idx))
        }
    }

    rownames(compos.stats) <- NULL
    if (is.numeric(round.decimals) && length(round.decimals) > 0 &&
        is.finite(round.decimals[1]) && round.decimals[1] >= 0) {
        data.frame(round(compos.stats, round.decimals[1]))
    } else {
        data.frame(compos.stats)
    }
}