# fields is a package for analysis of spatial data written for # the R software environment . # Copyright (C) 2018 # University Corporation for Atmospheric Research (UCAR) # Contact: Douglas Nychka, nychka@ucar.edu, # National Center for Atmospheric Research, # PO Box 3000, Boulder, CO 80307-3000 # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. suppressMessages(library(fields)) options( echo=FALSE) test.for.zero.flag<- 1 # # # test of off diagonal weight matrix for obs # Check against linear algebra # #cat("A very nasty case with off diagonal weights",fill=TRUE) set.seed(123) x<- matrix( runif( 30), 15,2) y<- rnorm( 15)*.01 + x[,1]**2 + x[,2]**2 #weights<- rep( 1, 15) weights<- runif(15)*10 # WBW # double check that just diagonals work. lambda.test<- .6 Krig( x,y,cov.function=Exp.cov,weights=weights)-> out Krig( x,y,cov.function=Exp.cov,weights=weights, lambda=lambda.test)-> out2 Krig.coef( out, lambda=lambda.test)-> test W<- diag( weights) W2<- diag( sqrt(weights)) K<- Exp.cov(x,x) M<- (lambda.test*solve(W) + K);T<- fields.mkpoly(x, 2) temp.d<- c(solve( t(T) %*% solve( M)%*%T) %*% t(T)%*% solve( M) %*%y) temp.c<- solve( M)%*% (y - T%*% temp.d) # # test for d coefficients test.for.zero( test$d, out2$d, tag=" d coef diag W fixed lam") test.for.zero( temp.d, out2$d, tag=" d coef diag W") # test for c coefficents test.for.zero( test$c, out2$c, tag="c coef diag W fixed lam" ) test.for.zero( temp.c, out2$c, tag="c coef diag W " ) # the full monty temp.wght<- function(x, alpha=.1){ Exp.cov( x, theta=alpha) } Krig( x,y, cov.function=Exp.cov,weights=weights, wght.function= temp.wght, )-> out.new W2<-out.new$W2 W<- out.new$W test.for.zero( c( W2%*%W2), c( W), tag=" sqrt of W") Krig( x,y, cov.function=Exp.cov,weights=weights, W= out.new$W)-> temp test.for.zero( predict(temp, y= y), predict(out.new,y=y), tag=" Test of passing W explicitly") K<- Exp.cov(x,x); lambda.test<- .6; M<- (lambda.test*solve(W) + K);T<- fields.mkpoly(x, 2) temp.d<- c(solve( t(T) %*% solve( M)%*%T) %*% t(T)%*% solve( M) %*%y) temp.c<- solve( M)%*% (y - T%*% temp.d) # Krig.coef( out.new,lambda=lambda.test )-> out2 test.for.zero( temp.d, out2$d, tag=" d coef full W") # test for c coefficents test.for.zero( temp.c, out2$c, tag="c coef full W" ) #### ### testing the GCV function lambda<- out.new$lambda Krig.Amatrix( out.new, lambda=lambda)-> Alam test.for.zero( Alam%*%y , predict(out.new), tag="A matrix") N<- length( y) test<- sum( diag( Alam)) # compare to test2<- out.new$eff.df test.for.zero( test,test2, tag=" check trace of A") Krig.fgcv.one( lam=lambda, out.new)-> test # compare to test2<- (1/N)*sum( (out.new$W2%*%(y - c(Alam%*% y) ))**2 ) / (1- sum(diag( Alam))/N)**2 test.for.zero( test,test2,tol=.5e-7, tag="GCV one" ) cat( "all done testing off diag W case", fill=TRUE) options( echo=TRUE)