https://github.com/cran/fields
Tip revision: 8eab500c3dad2103092ff68706417414fe53e16b authored by Doug Nychka on 22 September 2009, 20:23:49 UTC
version 6.01
version 6.01
Tip revision: 8eab500
Krig.coef.R
# fields, Tools for spatial data
# Copyright 2004-2007, Institute for Mathematics Applied Geosciences
# University Corporation for Atmospheric Research
# Licensed under the GPL -- www.gpl.org/licenses/gpl.html
"Krig.coef" <- function(out, lambda = out$lambda,
y = NULL, yM = NULL, verbose = FALSE) {
#
# NOTE default value of lambda used from Krig object.
#
# Determine whether to collapse onto means of replicates ( using y)
# if the data has been passed use as the replicate means (yM) use that.
# If both y and YM are null then just use out$yM
# For readability of this function, all this tortured logic happens in
# Krig.ynew.
#
out2 <- Krig.ynew(out, y, yM)
temp.yM <- out2$yM
nt <- out$nt
np <- out$np
ndata <- ncol(temp.yM)
u <- NA
call.name <- out$cov.function.name
if (verbose) {
cat("dimension of yM in Krig.coef", fill = TRUE)
print(dim(temp.yM))
}
#
# case when knots= unqiue x's
# any lambda
#
if (out$decomp == "WBW") {
# pad u with zeroes that corresond to null space basis functions
# this makes it compatible with the DR decomposition.
u <- rbind(matrix(0, nrow = out$nt, ncol = ndata), t(out$matrices$V) %*%
qr.q2ty(out$matrices$qr.T, out$W2 %d*% temp.yM))
#
#old code beta <- out$matrices$G %*% ((1/(1 + lambda * out$matrices$D))%d*%u)
#
ind <- (nt + 1):np
D2 <- out$matrices$D[ind]
#
# note use of efficient diagonal multiply in next line
temp2 <- (D2/(1 + lambda * D2)) %d*% u[ind, ]
beta2 <- out$matrices$V %*% temp2
temp.c <- rbind(matrix(0, nrow = nt, ncol = ndata), beta2)
temp.c <- qr.qy(out$matrices$qr.T, temp.c)
temp.c <- out$W2 %d*% temp.c
temp <- temp.yM - do.call(call.name, c(out$args, list(x1 = out$knots,
x2 = out$knots, C = temp.c)))
temp <- out$W2 %d*% temp
temp.d <- qr.coef(out$matrices$qr.T, temp)
}
#
# case with knots
# any lambda
#
if (out$decomp == "DR") {
# X is the monster matrix ... X = [ M | K]
X <- cbind(do.call(out$null.function.name, c(out$null.args,
list(x = out$xM, Z = out$ZM))), do.call(call.name,
c(out$args, list(x1 = out$xM, x2 = out$knots))))
u <- t(out$matrices$G) %*% t(X) %*% (out$weightsM %d*%
temp.yM)
beta <- out$matrices$G %*% ((1/(1 + lambda * out$matrices$D)) %d*%
u)
temp.d <- beta[1:nt, ]
temp.c <- beta[(nt + 1):np, ]
temp <- X %*% out$matrices$G %*% u
temp <- sum(out$weightsM * (temp.yM - temp)^2)
#### ????
out2$pure.ss <- temp + out2$pure.ss
}
#
# fixed lambda knots == unique x's
#
if (out$decomp == "cholesky") {
if (lambda != out$matrices$lambda) {
stop("New lambda can not be used with cholesky decomposition")
}
Tmatrix <- do.call(out$null.function.name, c(out$null.args,
list(x = out$knots, Z = out$ZM)))
temp.d <- qr.coef(out$matrices$qr.VT, forwardsolve(out$matrices$Mc,
transpose = TRUE, temp.yM, upper.tri = TRUE))
temp.c <- forwardsolve(out$matrices$Mc, transpose = TRUE,
temp.yM - Tmatrix %*% temp.d, upper.tri = TRUE)
temp.c <- backsolve(out$matrices$Mc, temp.c)
}
#
# fixed lambda with knots
#
if (out$decomp == "cholesky.knots") {
if (lambda != out$matrices$lambda) {
stop("New lambda can not be used with cholesky decomposition")
}
# form K matrix
K <- do.call(call.name, c(out$args, list(x1 = out$xM,
x2 = out$knots)))
Tmatrix <- do.call(out$null.function.name, c(out$null.args,
list(x = out$xM, Z = out$ZM)))
wY <- out$weightsM * temp.yM
temp0 <- t(K) %*% (out$weightsM * Tmatrix)
temp1 <- forwardsolve(out$matrices$Mc, temp0, transpose = TRUE,
upper.tri = TRUE)
qr.Treg <- qr(t(Tmatrix) %*% (out$weightsM * Tmatrix) -
t(temp1) %*% temp1)
temp0 <- t(K) %*% wY
temp3 <- t(Tmatrix) %*% wY - t(temp1) %*% forwardsolve(out$matrices$Mc,
temp0, transpose = TRUE, upper.tri = TRUE)
temp.d <- qr.coef(qr.Treg, temp3)
temp1 <- t(K) %*% (wY - out$weightsM * (Tmatrix) %*%
temp.d)
temp.c <- forwardsolve(out$matrices$Mc, transpose = TRUE,
temp1, upper.tri = TRUE)
temp.c <- backsolve(out$matrices$Mc, temp.c)
}
return(list(c = temp.c, d = temp.d, shat.rep = out2$shat.rep,
shat.pure.error = out2$shat.pure.error, pure.ss = out2$pure.ss))
}