https://github.com/cran/fields
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Tip revision: 4917938f752d85678f5f771f30ba6605cf754d6c authored by Douglas Nychka on 05 July 2022, 20:40:02 UTC
version 14.0
Tip revision: 4917938
simLocal.spatialProcess.R
#
# fields  is a package for analysis of spatial data written for
# the R software environment.
# Copyright (C) 2021 Colorado School of Mines
# 1500 Illinois St., Golden, CO 80401
# Contact: Douglas Nychka,  douglasnychka@gmail.edu,
#
# 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.
#
# You should have received a copy of the GNU General Public License
# along with the R software environment if not, write to the Free Software
# Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA
# or see http://www.r-project.org/Licenses/GPL-2
##END HEADER
"simLocal.spatialProcess" <- function(mKrigObject,  
    predictionGridList = NULL,
    simulationGridList = NULL, 
        gridRefinement = 1, 
                    np = 2, 
                     M = 1,
                    nx = 80,
                    ny = 80, 
               verbose = FALSE,
                 delta = NULL, giveWarnings=TRUE,
                 fast = FALSE, 
                 NNSize = 5, 
                 
                          ...)
    {
   if (ncol(mKrigObject$x) != 2) {
        stop("conditional simulation only implemented for 2 dimensions")
    }
    nObs<- nrow( mKrigObject$x)
    # create prediction set of points based on what is passed
    if (is.null(predictionGridList)) {
        # these adjustments insure there are enough grid
        # points beyond the range of the locations. 
        # Put xr[1] in the middle of the  npth grid box
        # and xr[2] in to the  nx - np
        xr<- range(mKrigObject$x[,1] )
        yr<- range(mKrigObject$x[,2] )
        dx<- (xr[2]-xr[1])/(nx - 2*np)
        dy<- (yr[2]-yr[1])/(ny - 2*np)
        #xg<- seq( xr[1] - dx*(np-1), xr[2] + dx*(np),
        #           length.out=nx)  - dx/2
        xg <- 0:(nx-1)*dx +  (xr[1] - dx*(np-1/2) )
        #yg<- seq( yr[1] - dy*(np-1), yr[2] + dy*(np),
        #           length.out=ny)  - dy/2
        yg <- 0:(ny-1)*dy +  (yr[1] - dy*(np-1/2) )
        predictionGridList<- list( x = xg, y=yg)
        if( verbose){
          cat("predictionGridList", fill=TRUE)
          print( predictionGridList)
        }
    }
    else{

        nx<- length( predictionGridList$x)
        ny<- length( predictionGridList$y)
    }
    
   
# check that predictionGrid is equally spaced
    testX<- sd(diff(predictionGridList$x))/ mean(diff(predictionGridList$x) )
    if(  testX > 1e-8  ){
      stop( "predictionGridList$x must be equally spaced")
     }
    testY<- sd(diff(predictionGridList$x))/ mean(diff(predictionGridList$x) )
    if(  testY > 1e-8  ){
      stop( "predictionGridList$y must be equally spaced")
    }
    #
    #
    dx<- predictionGridList$x[2] - predictionGridList$x[1]
    dy<- predictionGridList$y[2] - predictionGridList$y[1]
    
     if (is.null(simulationGridList)) {
         
         simulationGridList<- list( x= seq( min(predictionGridList$x), 
                                            max(predictionGridList$x),
                                            dx/gridRefinement)
                                              ,
                                    y= seq( min(predictionGridList$y), 
                                            max(predictionGridList$y),
                                             dy/gridRefinement )
         )
# round off the grids so that they match
         predictionGridList$x<- signif(predictionGridList$x, 8)
         predictionGridList$y<- signif(predictionGridList$y, 8)
         simulationGridList$x<- signif(simulationGridList$x, 8)
         simulationGridList$y<- signif(simulationGridList$y, 8)
        
         indexSubset<-  list( x=match(predictionGridList$x,
                                        simulationGridList$x),
                              y=match(predictionGridList$y,
                                        simulationGridList$y)
                              )
         
         if( any( is.na( indexSubset))){
             stop("prediction grid is not a subset 
                  of the simulation grid")
         }
     }
 # core covariance parameters from spatial model   
    tau <-    mKrigObject$summary["tau"]
    sigma2 <- mKrigObject$summary["sigma2"]
    aRange<-  mKrigObject$summary["aRange"]
    Covariance <- mKrigObject$args$Covariance
    # wipe out some extraneous components that are not used by the Covariance
    # function.
    covArgs0 <- mKrigObject$args
    covArgs0$Covariance<- NULL
    covArgs0$distMat <- NULL
    covArgs0$onlyUpper<- NULL
    covArgs0$aRange<- NULL
    
    
    #
    # set up various sizes of arrays
    nObs <- nrow(mKrigObject$x)
    if (verbose) {       
        cat("nObs, tau, sigma2", nObs, tau, sigma2, fill = TRUE)
    }
    timeCESetup<- system.time(
    # set up object for simulating on a grid using circulant embedding
    CEObject<- circulantEmbeddingSetup(simulationGridList,
                                   cov.function = mKrigObject$cov.function,
                                       cov.args = mKrigObject$args,
                                        delta=delta )
    )[3]
    if (verbose) {
        cat("dim of full circulant matrix ", CEObject$M, 
            fill = TRUE)
    }
    timeOffGridSetup<- system.time(
     offGridObject<- offGridWeights( mKrigObject$x,
                                    simulationGridList,
                                    mKrigObject,
                                    np=np,
                                    giveWarnings= giveWarnings
                                    )
     )[3]
    #
    # find conditional mean field from initial fit
    
      hHat <- predictSurface(mKrigObject,
                           gridList = predictionGridList,
                           fast=fast, 
                           NNSize= NNSize,
                            ...)$z
    # setup output array to hold ensemble
    out <- array(NA, c( nx, ny, M))
    # empty image object to hold simulated fields
    
    ##########################################################################################
    ### begin the big loop
    ##########################################################################################
    sdNugget<- tau* sqrt(1/mKrigObject$weights)
    sdPredictionError<- sqrt(offGridObject$predictionVariance)
    t1<-t2<- t3<- rep( NA, M)
     for (k in 1:M) {
        cat(k, " ")
        # simulate full field
    
        t1[k]<- system.time(
        hTrue<- sqrt(sigma2) * circulantEmbedding(CEObject)
        )[3]
        
        # NOTE: fixed part of model (null space) does not need to be simulated
        # because the  estimator is unbiased for this part.
        # the variability is still captured because the fixed part
        # is still estimated as part of the predict step below
        #
        t2[k]<- system.time(
        hData <- offGridObject$B%*%c(hTrue) + 
                    (offGridObject$SE)%*%rnorm(nObs) 
              )[3]
        ySynthetic <- hData + sdNugget*rnorm(nObs)
        if (verbose) {
            cat("stats for synthetic values", fill = TRUE)
            print(t(stats(ySynthetic)))
        }
        # predict at grid using these data
        # and subtract from synthetic 'true' value
        #
        
        t3[k]<-system.time(
          
          spatialError <- predictSurface.mKrig(mKrigObject,
                                 gridList = predictionGridList,
                                 ynew = ySynthetic,
                                 fast=fast, 
                                 NNSize= NNSize,
                                 giveWarnings = FALSE,
                                 ...)$z
         
        )[3]
 
        
        spatialError <- spatialError - hTrue[indexSubset$x, indexSubset$y] 
        # add the error to the actual estimate  (conditional mean)
        out[,, k] <- hHat + spatialError
        
     }
    
    cat(" ", fill=TRUE)
    
    return(list(x = predictionGridList$x,
                y = predictionGridList$y,
                z = out, 
                timing=c( CESetup=timeCESetup,
                          OffSetup=timeOffGridSetup,
                                  CE = median(t1), 
                             OffGrid = median(t2),
                                mKrig = median(t3)
                          ),
                M= CEObject$M,
                simulationGridList= simulationGridList,
                timingFull = cbind( t1, t2,t3),
             call = match.call()))
}

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