https://github.com/cran/fields
Tip revision: 8858bc1c5b6cf7e2c206025a6e8a427ebd7cb91b authored by Douglas Nychka on 17 August 2023, 21:02:31 UTC
version 15.2
version 15.2
Tip revision: 8858bc1
spatialProcess.Rd
%#
%# fields is a package for analysis of spatial data written for
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\name{spatialProcess}
\alias{spatialProcess}
\alias{spatialProcessSetDefaults}
\alias{plot.spatialProcess}
\alias{print.spatialProcess}
\alias{print.spatialProcessSummary}
\alias{summary.spatialProcess}
\alias{profileMLE}
\alias{confidenceIntervalMLE}
%- Also NEED an '\alias' for EACH other topic documented here.
\title{
Estimates a spatial process model.
%% ~~function to do ... ~~
}
\description{
For a given covariance function estimates the covariance parameters by maximum likelihood and then evaluates the
spatial model with these estimated parameters. The returned object can be used for spatial prediction, conditional simulation, and profiling the likelihood function. For fixed values of the covariance parameters this process estimate is also known as Kriging.
%% ~~ A concise (1-5 lines) description of what the function does. ~~
}
\usage{
spatialProcess(x, y, weights = rep(1, nrow(x)), Z = NULL, ZCommon=NULL,
mKrig.args = NULL,
cov.function = NULL,
cov.args = NULL,
parGrid = NULL,
reltol = 1e-4,
na.rm = TRUE,
verbose = FALSE,
REML = FALSE,
cov.params.start = NULL,
gridN = 5,
profileLambda = FALSE,
profileARange = FALSE,
profileGridN = 15,
gridARange = NULL,
gridLambda = NULL,
CILevel = .95,
iseed = 303,
collapseFixedEffect = TRUE,
...)
\method{summary}{spatialProcess}(object, ...)
\method{print}{spatialProcess}(x, digits = 4, ...)
\method{print}{spatialProcessSummary}(x, digits = 4, ...)
\method{plot}{spatialProcess}(x, digits = 4, which = 1:4, ...)
spatialProcessSetDefaults(x, cov.function, cov.args, cov.params.start, parGrid,
mKrig.args, extraArgs = NULL, gridN = 5,
collapseFixedEffect = TRUE, verbose = FALSE)
confidenceIntervalMLE( obj, CILevel, verbose=FALSE)
profileMLE (obj, parName, parGrid=NULL, gridN=15,
cov.params.start=NULL, GCV=FALSE, REML=FALSE,
verbose=FALSE)
}
\arguments{
\item{x}{Observation locations}
\item{y}{Observation values}
\item{weights}{Weights for the error term (nugget) in units of
reciprocal variance.}
\item{Z}{A matrix of extra covariates for the fixed part of spatial
model.
E.g. elevation for fitting climate data over space. }
\item{ZCommon}{
A matrix of extra covariates for the fixed part of spatial
model that pertain to parameters that hold across all realizations.
This covariates only makes sense for multiple realizations (i.e. y is a matrix with more than one column). }
\item{CILevel}{Confidence level for intervals for the estimated
parameters.}
\item{collapseFixedEffect}{ If TRUE a single vector of parameters are found in the fixed part for all realizations. E.g. if the fixed part includes a linear function of the locations. The parmeters for the linear function are the same for all realizations. If FALSE parameters are estimated separately for each realization. This option only makes sense for multiple realizations of
the field. I.e. y is a matrix with more than one column. }
\item{cov.args}{ A list specifying parameters and other components
of the
covariance function. Default is not extra arguments required.]
(But see the next item.). }
\item{cov.function}{A character string giving the name of the
covariance function
for the spatial component.
If NULL, the default, this is filled in as
\code{stationary.cov} and then
if \code{cov.args} is also NULL this is filled in as
\code{ list(Covariance = "Matern", smoothness = 1.0)} by the spatialProcessSetDefaults
function.
}
\item{cov.params.start}{ A list where the names are parameter names
that appear in the covariance function. The values of each component
are assumed to be the starting values when optimizing to find MLEs. If
lambda does not appear
as additional
argument when calling spatialProcess it is added internally to this
list with the starting value .5.}
\item{digits}{Number of significant digits in printed summary}
\item{extraArgs}{Extra arguments passed using the \dots device in R.
Typically these are extra covariance parameters specified in
\code{spatialProcess} and then passed to
\code{spatialProcessSetDefaults} }
\item{GCV}{A future argument not currently implemented. If TRUE will
find parameters by minimizing an approximate generalized
cross-validation function. }
\item{gridARange}{A grid for profiling over the range parameter. If
omitted, default is based on a grid of profileGridN points centered at the
MLE.
}
\item{gridLambda}{A grid for profiling over lambda. }
\item{gridN}{Number of grid points for intital fgrid search to find starting values. }
\item{na.rm}{If TRUE NAs are removed from the data.}
\item{mKrig.args}{Arguments as a list passed to the mKrig function. For example use
mKrig.args=list( m = 1) to set the fixed part of the model to just a constant function ,
or 0 to omit any fixed part. (The default is m=2 a linear function, which is recommend for most data analysis.) See \code{\link{mKrig}} for more details.
}
\item{obj}{A spatialProcess object returned from the spatialProcess function.}
\item{object}{ See \code{obj}.}
\item{parGrid}{ A data frame with the values of covariance parameters
to use as an initial grid search for starting values.}
\item{parName}{Text string that is the name of the parameter to
profile .}
\item{profileARange}{If TRUE profile likelihood on aRange. Default is
TRUE if aRange is omitted.}
\item{profileGridN}{Number of grid points to use for profiling.}
\item{profileLambda}{If TRUE profile likelihood on lambda. This takes
extra time and is not necessary so the default is FALSE. }
\item{reltol}{ Relative tolerance used in optim for convergence.}
\item{REML}{ If TRUE the parameters are found by restricted maximum likelihood.}
\item{verbose}{If TRUE print out intermediate information for debugging.}
\item{iseed}{A seed to fix the random number stream used to compute the effective degrees of freedom using the random trace method. Setting this seed will not affect any random numnber generation outside this function. }
\item{\dots}{
Any other arguments that will be passed to the \code{mKrig} function and interpreted
as additional arguments to the covariance function. This is a lazy way of specifying these.
E.g. \code{aRange =.1} will set the covariance argument aRange to .1.
}
\item{which}{The vector 1:4 or any subset of 1:4, giving the plots
to draw. See the description of these plots below.}
}
\details{
This function makes many choices for the user in terms of defaults and it is
important to be aware of these.
The spatial model is
Y.k= P(x.k) + Z(x.k)\%*\%beta2 + g(x.k) + e.k
where ".k" means subscripted by k, Y.k is the dependent variable
observed at location x.k. P is a low degree polynomial (default is a
linear function in the spatial coordinates, m=2 ) and Z is a
matrix of covariates (optional) that
enter as a linear model the fixed part. g is a mean zero,
Gaussian stochastic process with a marginal variance of sigma and a
scale (or range) parameter, aRange. The measurement errors, e.k, are
assumed to be uncorrelated, normally distributed with mean zero and
standard deviation tau. If weights are supplied then the variance of e is assumed to be
\code{tau^2/ weights}. The polynomial if specified and extra covariates define
the fixed part of this spatial model and the coefficients are found by
generalized least squares (GLS).
Perhaps the most important aspect of this function is that
the range parameter (aRange), nugget (tau**2) and process variance (sigma) parameters
for the covariance are estimated by maximum
likelihood and this is the model that is then used for spatial
prediction. Geostatistics usually refers to tau^2 + sigma^2 as the
"sill" and often these parameters are estimated by variogram fitting rather
than maximum likelihood. To be consistent with spline models and to focus
on the key part of model we reparametrize as lambda= tau**2/
sigma^2 and sigma. Thinking about h as the spatial signal and e as the noise 1/lambda
can be interpreted as the "signal to noise " ratio in this spatial
context.(See also the comparison with fitting the geoR model in the
examples section.)
For an isotropic covariance function, the likelihood and the cross-validation function
can be concentrated to only depend on lambda and aRange and so
in reporting the optimization of these two criterion we focus
on this form of the parameters. Once lambda and aRange are
found, the MLE for sigma has a closed form and of course then
tau is then determined from lambda and sigma. The estimates of the coefficients
for the fixed part of the model, determined by GLS, will also be the MLEs.
Often the lambda
parameter is difficult to interpret when covariates and a
linear function of the coordinates is included and also when
the range becomes large relative to the size of the spatial
domain. For this reason it is convenient to report the
effective degrees of freedom (also referred to trA in R code and
the output summaries) associated with the predicted
surface or curve. This measure has a one-to-one relationship
with lambda and is easier to interpret. For example an eff
degrees of freedom that is very small suggests that the
surface is well represented by a low order
polynomial. Degrees of freedom close to the number of
locations indicates a surface that is close to interpolating
the observations and suggests a small or zero value for the
nugget variance.
The default covariance model is assumed to follow a Matern
with smoothness set to 1.0. This is implemented using the
\code{stationary.cov} covariance that can take a argument for
the form of the covariance, a sill and range parameters and
possibly additional parameter might control the shape.
See the example below how to switch to another model. (Note
that the exponential is also part of the Matern family with
smoothness set to .5. )
The parameter estimation is done by \code{MLESpatialProcess}
and the returned list from this function is added to the Krig
output object that is returned by this function. The estimate
is a version of maximum likelihood where the observations are
transformed to remove the fixed linear part of the model. If
the user just wants to fix the range parameter aRange then
\code{Krig} can be used.
NOTE: The defaults for the \code{optim} function used in MLESpatialProcess are:
\preformatted{
list(method = "BFGS",
control=list(fnscale = -1,
ndeps = rep(log(1.1),length(cov.params.start)+1),
reltol = reltol,
maxit = 20))
}
There is always a hazard in providing a simple to use method that
makes many default choices for the spatial model. As in any analysis
be aware of these choices and try alternative models and parameter
values to assess the robustness of your conclusions. Also examine the
residuals to check the adequacy of the fit. See the examples below for
some help in how to do this easily in fields. Also see quilt.plot to
get an quick plot of a spatial field to discern obvious spatial patterns.
\strong{summary} method forms a list of class \code{spatialProcessSummary} that has a
subset of information from the output object and also creates a table of the estimates
of the linear parameters in the fixed part of the model.
With replicated fields there is an option to estimate different linear parameters for each field
( \code{ collapseFixedEffect = FALSE } ) and in this case a table is not created because
there is more than one estimate. See (\code{Omega} and \code{fixedEffectsCov}) in the
\code{mKrig} object to build the standard errors.
\strong{plot} method provides potentially four diagnostic plots of the fit.Use the \code{which}
to pick and choose among them
or use \code{set.panel} to see them all.
The third and fourth plots, however, are only available if the profile computations been done.
If lambda is profiled (\code{lambdaProfile} is not
\code{NULL} ) the third plot is the profile log
likelihood for lambda and with the GCV function on a
second vertical scale.
This is based on the grid evaluations in the component
\code{ lambdaProfile\$MLEProfileLambda} .
The fourth
plot is a profile log likelihood trace for aRange
based on \code{ aRangeProfile\$MLEProfileLambda}.
\strong{print} method prints the \code{spatialProcessSummary} object of the fit, adding
some details and explanations.
\strong{spatialProcessSetDefaults} This is a useful way to fill in defaults for the function in one place. The main choices are choosing the Matern family, smoothness and a default fixed model (aka spatial drift). The grids for profiling are also created if they have not been supplied.
%% ~~ If necessary, more details than the description above ~~
}
\value{
An object of classes \code{mKrig} and \code{SpatialProcess}. The difference
from mKrig are some extra components. The more useful ones are listed below
\strong{MLESummary} A named array that has the fixed and estimated parameters along with likelihood values and some optim info.
\strong{profileSummaryLambda and profileSummaryARange} The output list from
mKrigMLEGrid for searching over over a grid of lambda and aRange.
\strong{CITable} Approximate confidence intervals based on the inverse hessian of the log likelihood function.
\strong{MLEInfo} A list that has a full documentation of the maximization including all parameters and likelihood values that were tried by the optim function.
\strong{InitialGridSearch} Results from initial grid search to get good starting values for lambda and/or aRange.
}
\author{
Doug Nychka%% ~~who you are~~
}
\seealso{
\link{Tps}, \link{mKrigMLEGrid},
\link{mKrigMLEJoint}, \link{plot.Krig}, \link{predict.mKrig},
\link{predictSE.mKrig}
}
\examples{
data( ozone2)
# x is a two column matrix where each row is a location in lon/lat
# coordinates
x<- ozone2$lon.lat
# y is a vector of ozone measurements at day 16. Note some missing values.
y<- ozone2$y[16,]
# artifically reduce size of data for a quick example to pass CRAN ...
x<- x[1:75,]
y<- y[1:75]
# lots of default choices made here -- see gridN to increase
# the number of points in grid searches for MLEs
# without specifying lambda or aRange both are found in a robust
# way uses grid searches
# profiling over lambda and aRange is not reuqired but completes the full
# example. Omit this for a faster computation.
obj<- spatialProcess( x, y, profileLambda=TRUE, profileARange=TRUE)
# summary of model
summary( obj)
# diagnostic plots
set.panel(2,2)
plot(obj)
# plot 1 data vs. predicted values
# plot 2 residuals vs. predicted
# plot 3 criteria to select the smoothing
# parameter lambda = tau^2 / sigma
# the x axis has log10 lambda
# Note that here the GCV function is minimized
# while the log profile likelihood is maximzed.
# plot 4 the log profile likelihood used to
# determine range parameter aRange.
#
set.panel()
# predictions on a grid
surface( obj, xlab="longitude", ylab="latitude")
US( add=TRUE, col="grey", lwd=2)
title("Predicted ozone (in PPB) June 18, 1987 ")
#(see also predictSurface for more control on evaluation grid, predicting
# outside convex hull of the data. and plotting)
# prediction standard errors, note two steps now to generate
# and then plot surface
look<- predictSurfaceSE( obj)
surface( look, xlab="longitude", ylab="latitude")
points( x, col="magenta")
title("prediction standard errors (PPB)")
# here is a sanity check -- call spatialProcess with the MLEs found
# above, better get the same predictions!
objTest<- spatialProcess( x, y,
lambda=obj$MLESummary["lambda"],
aRange=obj$MLESummary["aRange"]
)
test.for.zero(objTest$fitted.values, obj$fitted.values,
tag="sanity check" )
\dontrun{
##################################
# working with covariates and filling in missing station data
# using an ensemble method
# see the example under help(sim.spatialProcess) to see how to
# handle a conditional simulation on a grid of predictions with
# covariates.
data(COmonthlyMet)
fit1E<- spatialProcess(CO.loc,CO.tmin.MAM.climate, Z=CO.elev,
profileLambda=TRUE, profileARange=TRUE
)
set.panel( 2,2)
plot( fit1E)
set.panel(1,2)
# plots of the fitted surface and surface of prediction standard errors
out.p<-predictSurface( fit1E,CO.Grid,
ZGrid= CO.elevGrid, extrap=TRUE)
imagePlot( out.p, col=larry.colors())
US(add=TRUE, col="grey")
contour( CO.elevGrid, add=TRUE, levels=seq(1000,3000,,5), col="black")
title("Average Spring daily min. temp in CO")
out.p2<-predictSurfaceSE( fit1E,CO.Grid,
ZGrid= CO.elevGrid,
extrap=TRUE, verbose=FALSE)
imagePlot( out.p2, col=larry.colors())
US(add=TRUE, col="grey")
points( fit1E$x, pch=".")
title("Prediction SE")
set.panel()
}
\dontrun{
###################################
# conditional simulation
###################################
# first a small application at missing data
notThere<- is.na(CO.tmin.MAM.climate )
xp <- CO.loc[notThere,]
Zp <- CO.elev[notThere]
infill<- sim.spatialProcess( fit1E, xp=xp,
Z= Zp, M= 10)
dim( infill)
#
# interpretation is that these infilled values are all equally plausible
# given the observations and also given the estimated covariance model
#
# EXTRA CREDIT: standardize the infilled values to have
# conditional mean and variance from the exact computations
# e.g. predict( fit1E, xp=CO.loc[!good,], Z= CO.elev[!good])
# and predictSE(fit1E, xp=CO.loc[!good,], Z= CO.elev[!good])
# with these standardization one would still preserve the correlations
# among the infilled values that is also important for considering them as a
# multivariate prediction.
# conditional simulation on a grid but not using the covariate of elevation
fit2<- spatialProcess(CO.loc,CO.tmin.MAM.climate,
gridARange= seq(.25, 2.0, length.out=10)
)
# note larger range parameter
# create 2500 grid points using a handy fields function
gridList <- fields.x.to.grid( fit2$x, nx=50,ny=50)
xGrid<- make.surface.grid( gridList)
ensemble<- sim.spatialProcess( fit2, xp=xGrid, M = 6)
# this is an "n^3" computation so increasing the grid size
# can slow things down for computation
# The 6 ensemble members
set.panel( 3,2)
for( k in 1:6){
imagePlot( as.surface( xGrid, ensemble[,k]))
}
set.panel()
}
\dontrun{
## changing the covariance model.
data(ozone2)
x<- ozone2$lon.lat
y<- ozone2$y[16,]
# a comparison to using an exponential and Wendland covariance function
# and great circle distance -- just to make range easier to interpret.
obj <- spatialProcess( x, y,
Distance = "rdist.earth")
obj2<- spatialProcess( x, y,
cov.args = list(Covariance = "Exponential"),
Distance = "rdist.earth" )
obj3<- spatialProcess( x, y,
cov.args = list(Covariance = "Wendland",
dimension = 2,
k = 2),
Distance = "rdist.earth")
# obj2 could be also be fit using the argument:
# cov.args = list(Covariance = "Matern", smoothness=.5)
#
# Note very different range parameters - BTW these are in miles
# but similar nugget variances.
rbind( Whittle= obj$summary,
Exp= obj2$summary,
Wendland= obj3$summary
)
# since the exponential is Matern with smoothness == .5 the first two
# fits can be compared in terms of their likelihoods
# the ln likelihood value is slightly higher for obj verses obj2 (-613.9 > -614.9)
# these are the _negative_ log likelihoods so suggests a preference for the
# smoothness = 1.0 (Whittle) model
#
# does it really matter in terms of spatial prediction?
set.panel( 3,1)
surface( obj)
US( add=TRUE)
title("Matern sm= 1.0")
surface( obj2)
US( add=TRUE)
title("Matern sm= .5")
surface( obj3)
US( add=TRUE)
title("Wendland k =2")
# prediction standard errors
# these take a while because prediction errors are based
# directly on the Kriging weight matrix
# see mKrig for an alternative.
set.panel( 2,1)
out.p<- predictSurfaceSE( obj, nx=40,ny=40)
surface( out.p)
US( add=TRUE)
title("Matern sm= 1.0")
points( x, col="magenta")
#
out.p<- predictSurfaceSE( obj, nx=40,ny=40)
surface( out.p)
US( add=TRUE)
points( x, col="magenta")
title("Matern sm= .5")
set.panel(1,1)
}
}
\keyword{ spatial}
% __ONLY ONE__ keyword per line