PredStempCens

0th

Percentile

Prediction in spatio-temporal model with censored/missing responses

This function performs spatio-temporal prediction in a set of new S spatial locations for fixed time points.

Usage
PredStempCens(Est.StempCens, locPre, timePre, xPre)
Arguments
Est.StempCens

an object of class Est.StempCens given as output by the EstStempCens function.

locPre

a matrix of coordinates for which the spatial prediction is performed.

timePre

the time point between 1 and n for which the spatial prediction is performed.

xPre

a matrix of covariates for which the spatial prediction is performed.

Value

The function returns an object of class Pred.StempCens which is a list given by:

predValues

predicted values.

VarPred

predicted covariance matrix.

See Also

EstStempCens

Aliases
  • PredStempCens
Examples
# NOT RUN {
# Initial parameter values
beta <- c(-1,1.50); phi <- 5; rho <- 0.6; tau2 <- 0.80; sigma2 <- 2
# Simulating data
n1 <- 7   # Number of spatial locations
n2 <- 5    # Number of temporal index
set.seed(400)
x.coord <- round(runif(n1,0,10),9)   # X coordinate
y.coord <- round(runif(n1,0,10),9)   # Y coordinate
coordenadas <- cbind(x.coord,y.coord) # Cartesian coordinates without repetitions
coord2 <- cbind(rep(x.coord,each=n2),rep(y.coord,each=n2)) # Cartesian coordinates with repetitions
time <- as.matrix(seq(1,n2,1))   # Time index without repetitions
time2 <- as.matrix(rep(time,n1)) # Time index with repetitions
x1 <- rexp(n1*n2,2)
x2 <- rnorm(n1*n2,2,1)
x <- cbind(x1,x2)
media <- x%*%beta
# Covariance matrix
H <- as.matrix(dist(coordenadas)) # Spatial distances
Mt <- as.matrix(dist(time))       # Temporal distances
Cov <- CovarianceM(phi,rho,tau2,sigma2,distSpa=H,disTemp=Mt,kappa=0,type.S="gaussian")
# Data
require(mvtnorm)
y <- as.vector(rmvnorm(1,mean=as.vector(media),sigma=Cov))
data <- as.data.frame(cbind(coord2,time2,y,x))
names(data) <- c("x.coord","y.coord","time","yObs","x1","x2")
# Splitting the dataset
local.est <- coordenadas[c(1,2,4,5,6),]
data.est <- data[data$x.coord%in%local.est[,1]&data$y.coord%in%local.est[,2],]
data.valid <- data[data$x.coord%in%coordenadas[c(3,7),1]&data$y.coord%in%coordenadas[c(3,7),2],]
# Censored
perc <- 0.2
y <- data.est$yObs
aa=sort(y);  bb=aa[1:(perc*nrow(data.est))];  cutof<-bb[perc*nrow(data.est)]
cc=matrix(1,nrow(data.est),1)*(y<=cutof)
y[cc==1] <- cutof
data.est <- cbind(data.est[,-c(4,5,6)],y,cc,data.est[,c(5,6)])
names(data.est) <- c("x.coord","y.coord","time","yObs","censored","x1","x2")
# Estimation
y <- data.est$yObs
x <- cbind(data.est$x1,data.est$x2)
cc <- data.est$censored
time2 <- as.data.frame(data.est$time)
coord2 <- data.est[,1:2]
est_teste <- EstStempCens(y, x, cc, time2, coord2, inits.phi=3.5, inits.rho=0.5, inits.tau2=1,
                          type.Data="balanced", cens.type="left", method="nlminb", kappa=0,
                          type.S="gaussian",
                          IMatrix=TRUE, lower.lim=c(0.01,-0.99,0.01), upper.lim=c(30,0.99,10), M=20,
                          perc=0.25, MaxIter=50, pc=0.2, error = 10^-6)
class(est_teste)
# Prediction
locPre <- data.valid[,1:2]
timePre <- as.data.frame(data.valid$time)
xPre <- cbind(data.valid$x1,data.valid$x2)
pre_teste <- PredStempCens(est_teste, locPre, timePre, xPre)
library(ggplot2)
Model <- rep(c("y Observed","y Predicted"),each=10)
xcoord1 <- rep(seq(1:5),4)
ycoord1 <- c(data.valid$yObs,pre_teste$predValues)
data2 <- data.frame(Model,xcoord1,ycoord1)
# Station 1
fig1 <- ggplot(data=data2[c(1:5,11:15),], aes(x=xcoord1, y=ycoord1)) +
           geom_line(aes(color=Model),show.legend=FALSE) +
           labs(x="",y="",title="Station 1")
# Station 2
fig2 <- ggplot(data=data2[c(6:10,16:20),], aes(x=xcoord1, y=ycoord1)) +
           geom_line(aes(color=Model),show.legend=TRUE) +
           theme(legend.position="bottom") +
           labs(x="",y="",title="Station 2")
library(gridExtra)
grid.arrange(fig1,fig2)
# }
Documentation reproduced from package StempCens, version 0.1.0, License: GPL (>= 2)

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