R Under development (unstable) (2019-04-06 r76327) -- "Unsuffered Consequences"
Copyright (C) 2019 The R Foundation for Statistical Computing
Platform: x86_64-apple-darwin17.7.0 (64-bit)

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>  # 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
> # against direct linear algebra 
> 
> #options( echo=FALSE)
> 
> test.for.zero.flag<- 1
> 
> x0<- expand.grid( c(-8,-4,0,20,30), c(10,8,4,0))
> 
> 
> Krig( ChicagoO3$x, ChicagoO3$y, cov.function = "Exp.cov", theta=50)-> out
> 
> 
> # direct calculation
> Krig.Amatrix( out, x=x0)-> A
> test.for.zero( A%*%ChicagoO3$y, predict( out, x0),tag="Amatrix vs. predict")
Testing:  Amatrix vs. predict
PASSED test at tolerance  1e-08
> 
> Sigma<- out$rhohat*Exp.cov( ChicagoO3$x, ChicagoO3$x, theta=50)
> S0<- out$rhohat*c(Exp.cov( x0, x0, theta=50))
> S1<- out$rhohat*Exp.cov( out$x, x0, theta=50)
> 
> #yhat= Ay
> #var( f0 - yhat)=    var( f0) - 2 cov( f0,yhat)+  cov( yhat)
> 
> look<- S0 - t(S1)%*% t(A) - A%*%S1 +  
+        A%*% ( Sigma + diag(out$shat.MLE**2/out$weightsM))%*% t(A)
> #
> #compare to 
> # diagonal elements
> 
> 
> test2<- predictSE( out, x= x0) 
> test.for.zero( sqrt(diag(  look)), test2,tag="Marginal predictSE")
Testing:  Marginal predictSE
PASSED test at tolerance  1e-08
> 
> out2<- Krig( ChicagoO3$x, ChicagoO3$y, cov.function = "Exp.cov", theta=50,
+             lambda=out$lambda)
> 
> test2<- predictSE( out2, x= x0) 
> test.for.zero( sqrt(diag(  look)), test2,tag="Marginal predictSE fixed ")
Testing:  Marginal predictSE fixed 
PASSED test at tolerance  1e-08
> 
> test<- predictSE( out, x= x0, cov=TRUE)
> test.for.zero( look, test,tag="Full covariance predictSE")
Testing:  Full covariance predictSE
PASSED test at tolerance  1e-08
> 
> 
> # simulation based.
> 
> set.seed( 333)
> 
> sim.Krig( out, x0,M=4e3)-> test
> 
> var(test)-> look
> 
> predictSE( out, x=x0)-> test2
> mean( diag( look)/ test2**2)-> look2
> test.for.zero(look2, 1.0, tol=1.5e-2, tag="Marginal standard Cond. Sim.")
Testing:  Marginal standard Cond. Sim.
PASSED test at tolerance  0.015
> 
> predictSE( out, x=x0, cov=TRUE)-> test2
> 
> # multiply simulated values by inverse square root of covariance
> # to make them white
> 
> eigen( test2, symmetric=TRUE)-> hold
> hold$vectors%*% diag( 1/sqrt( hold$values))%*% t( hold$vectors)-> hold
> cor(test%*% hold)-> hold2
> # off diagonal elements of correlations -- expected values are zero. 
> 
> abs(hold2[ col(hold2)> row( hold2)])-> hold3
> 
> test.for.zero(   mean(hold3), 0, relative=FALSE, tol=.02,
+           tag="Full covariance standard Cond. Sim.")
Testing:  Full covariance standard Cond. Sim.
PASSED test at tolerance  0.02
> 
> 
> # test of sim.Krig.approx.R
> #
> # first create and check a gridded test case. 
> 
> 
> data( ozone2)
> as.image(ozone2$y[16,], x= ozone2$lon.lat, ny=24, nx=20, 
+           na.rm=TRUE)-> dtemp
> #
> # A useful disctrtized version of ozone2 data
>  
> x<- dtemp$xd
> y<- dtemp$z[ dtemp$ind]
> weights<- dtemp$weights[ dtemp$ind]
> 
> Krig( x, y, Covariance="Matern", 
+    theta=1.0, smoothness=1.0, weights=weights) -> out
> 
> 
> 
>   set.seed(234)
>   ind0<- cbind( sample( 1:20, 5), sample( 1:24, 5))
> 
>   x0<- cbind( dtemp$x[ind0[,1]], dtemp$y[ind0[,2]]) 
> 
> # an  inline check plot(out$x, cex=2); points( x0, col="red", pch="+",cex=2)
> 
> # direct calculation as backup ( also checks weighted case)
> 
> Krig.Amatrix( out, x=x0)-> A
> test.for.zero( A%*%out$yM, predict( out, x0),tag="Amatrix vs. predict")
Testing:  Amatrix vs. predict
PASSED test at tolerance  1e-08
> 
> Sigma<- out$rhohat*stationary.cov( 
+ out$xM, out$xM, theta=1.0,smoothness=1.0, Covariance="Matern")
> 
> S0<- out$rhohat*stationary.cov( 
+ x0, x0, theta=1.0,smoothness=1.0, Covariance="Matern")
> 
> S1<- out$rhohat*stationary.cov(
+ out$xM, x0, theta=1.0,smoothness=1.0, Covariance="Matern")
> 
> 
> 
> #yhat= Ay
> #var( f0 - yhat)=    var( f0) - 2 cov( f0,yhat)+  cov( yhat)
>  
> look<- S0 - t(S1)%*% t(A) - A%*%S1 +
+        A%*% ( Sigma + diag(out$shat.MLE**2/out$weightsM) )%*% t(A)
> 
> test<- predictSE( out, x0, cov=TRUE)
> 
> test.for.zero( c( look), c( test), tag="Weighted case and exact for ozone2 full 
+ cov", tol=1e-8)
Testing:  Weighted case and exact for ozone2 full 
cov
PASSED test at tolerance  1e-08
> 
> ########################################################################
> ######### redo test with smaller grid to speed things up
> #cat("Conditional simulation test -- this takes some time", fill=TRUE)
> 
> # redo data set to smaller grid size
> ##D N1<-4
> ##D N2<-5
> ##D as.image(ozone2$y[16,], x= ozone2$lon.lat, ny=N2, nx=N1, 
> ##D          na.rm=TRUE)-> dtemp
> #
> # A useful discretized version of ozone2 data
>  
> ##D xd<- dtemp$xd
> ##D y<- dtemp$z[ dtemp$ind]
> ##D weights<- dtemp$weights[ dtemp$ind]
> 
> ##D Krig( xd, y, Covariance="Matern", 
> ##D    theta=1.0, smoothness=1.0, weights=weights) -> out
> 
> 
> ##D xr<- range( dtemp$x)
> ##D yr<- range( dtemp$y)
> ##D M1<-N1
> ##D M2<- N2
> ##D glist<- list( x=seq( xr[1], xr[2],,M1) , y=seq( yr[1], yr[2],,M2))
> 
> ##D set.seed( 233)
> # with extrap TRUE this finesses problems with
> # how NAs are handled in var below
> 
> ##D sim.Krig.approx( out, grid= glist, M=3000, extrap=TRUE)-> look
> 
> ##D predictSE( out, make.surface.grid( glist))-> test
> 
> 
> ##D look2<- matrix( NA, M1,M2)
> 
> ##D for(  k in 1:M2){
> ##D     for ( j in 1:M1){
> ##D       look2[j,k] <- sqrt(var( look$z[j,k,], na.rm=TRUE)) }
> ##D }
> 
> 
> ##D test.for.zero(  1-mean(c(look2/test), na.rm=TRUE), 0, relative=FALSE, 
> ##D tol=.001, tag="Conditional simulation marginal se for grid")
> 
> cat("all done testing predictSE ", fill=TRUE)
all done testing predictSE 
> options( echo=TRUE)
> 
> proc.time()
   user  system elapsed 
   3.08    0.10    3.17