https://github.com/cran/fields
Tip revision: f2ea916e79625f00378265f4b6112c1f1c1a5c97 authored by Douglas Nychka on 14 May 2019, 20:10:03 UTC
version 9.8-1
version 9.8-1
Tip revision: f2ea916
Krig.se.W.R
# 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))
# tests of predictSE using
# off diag weight matrix for obs (W)
options( echo=FALSE)
test.for.zero.flag<- 1
# a nasty example with off diagonal weights.
set.seed(123)
N<- 50
x<- matrix( runif( N*2), N,2)
y<- rnorm( N)*.2 + 2*x[,1]**2 + x[,2]**2
weights<- runif(N)*10
x0<- cbind( c(.1,.2,.6,.65,.8), c(.05,.5,.73,.9,.95))
temp.wght<- function(x, alpha=.3){
Exp.cov( x, theta=.1) }
Krig( x,y, cov.function=Exp.cov,weights=weights,
wght.function= "temp.wght")-> out
Krig( x,y, cov.function=Exp.cov,weights=weights,W= out$W)-> out2
# direct calculation test for A matrix
#
Krig.Amatrix( out, x=x0)-> A
test.for.zero( A%*%y, predict( out, x0),tag="Amatrix vs. predict")
# now find se.
W2<-out$W2
W<- out$W
Sigma<- out$rhohat*Exp.cov( out$x,out$x)
temp0<- out$rhohat*(Exp.cov( x0, x0))
S1<- out$rhohat*Exp.cov( out$x, x0)
#yhat= Ay
#var( f0 - yhat)= var( f0) - 2 cov( f0,yhat)+ cov( yhat)
Sigma.obs<- Krig.make.Wi( out)$Wi
Sigma.obs <- Sigma.obs* (out$shat.MLE**2)
temp1<- A%*%S1
temp2<- A%*% ( Sigma.obs+ Sigma)%*% t(A)
look<- temp0 - t(temp1) - temp1 + temp2
#compare to
# diagonal elements
test<- predictSE( out, x= x0)
test.for.zero( sqrt(diag( look)), test,tag="Marginal predictSE")
test<- predictSE( out, x= x0, cov=TRUE)
test2<- predictSE( out2, x= x0, cov=TRUE)
test.for.zero( look, test,tag="Full covariance predictSE")
test.for.zero( look, test2,tag="Full covariance predictSE explicit W")
cat( "all done", fill=TRUE)
options( echo=TRUE)