spBayes (version 0.0-2)

sp.predict: Prediction for new points given a ggt.sp object

Description

The function sp.predict collects a posterior predictive sample for a set of new points given a ggt.sp object.

Usage

sp.predict(ggt.sp.obj, pred.coords, pred.covars,
             start=1, end, thin=1, verbose=TRUE, ...)

Arguments

ggt.sp.obj

an object returned by ggt.sp (i.e., object of class ggt.sp).

pred.coords

an $n \times 2$ matrix of $m$ prediction point coordinates in $R^2$ (e.g., easting and northing). The first column is assumed to be easting coordinates and the second column northing coordinates.

pred.covars

an $n \times p$ design matrix associated with the new points. If this is a multivariate prediction defined by $m$ models, the multivariate design matrix can be created by passing a list of the $m$ univariate design matrices to the <

start

specifies the first sample included in the prediction calculation. This is useful for those who choose to acknowledge chain burn-in.

end

specifies the last sample included in the prediction calculation. The default is to include from start to nrow(ggt.sp.obj$p.samples).

thin

a sample thinning factor. The default of 1 considers all samples between start and end. For example, if thin = 10 then 1 in 10 samples are considered between start and end.

verbose

if TRUE calculation progress is printed to the screen; otherwise, nothing is printed to the screen.

...

currently no additional arguments.

Value

• obs.coords
  the matrix of the observation coordinates from ggt.sp.obj$coords.
• pred.coords
  the matrix of prediction point coordinates specified by pred.coords.
• pp.samples
  a matrix that holds samples from the posterior predictive distribution of the response variable(s) specified in the ggt.sp.obj. The rows of this matrix correspond to the predicted points and the columns are the posterior predictive samples. If prediction is for $m$ response variables the pp.samples matrix has $mn$ rows. The predictions for points are held in rows 1:m, (m+1):2m, ..., ((i-1)m+1):im, ..., ((n-1)m+1):nm, where i = 1 ... n (e.g., the samples for the first point are in rows 1:m, second point in rows (m+1):2m, etc.).

Details

Please refer to Section 3.2 in the vignette.

References

Banerjee, S., Carlin, B.P., and Gelfand, A.E. (2004). Hierarchical modeling and analysis for spatial data. Chapman and Hall/CRC Press, Boca Raton, Fla. Further information on the package spBayes can be found at: http://blue.fr.umn.edu/spatialBayes.

See Also

ggt.sp

Examples

library(MBA)

data(FBC07)

##Divide the data into model and prediction sets
Y.1 <- FBC07[1:100,"Y.1"]
Y.2 <- FBC07[1:100,"Y.2"]
model.coords <- as.matrix(FBC07[1:100,c("coord.X", "coord.Y")])
pred.coords <- as.matrix(FBC07[151:200,c("coord.X", "coord.Y")])

#############################
##   Univariate model
#############################

##Fit some model with ggt.sp.
K.prior <- prior(dist="IG", shape=2, scale=5)
Psi.prior <- prior(dist="IG", shape=2, scale=5)
phi.prior <- prior(dist="LOGUNIF", a=0.06, b=3)

var.update.control <-
  list("K"=list(starting=5, tuning=0.5, prior=K.prior),
       "Psi"=list(starting=5, tuning=0.5, prior=Psi.prior),
       "phi"=list(starting=0.1, tuning=0.5, prior=phi.prior)
       )

beta.control <- list(update="GIBBS", prior=prior(dist="FLAT"))

run.control <- list("n.samples"=1000)

Fit <- ggt.sp(formula=Y.2~1, run.control=run.control,
              coords=model.coords,
              var.update.control=var.update.control,
              beta.update.control=beta.control,
              cov.model="exponential")

##Now make predictions for the holdout set.
##Step 1. make the design matrix for the prediction points.
pred.covars <- as.matrix(rep(1, nrow(pred.coords)))

##Step 2. call sp.predict.
Pred <- sp.predict(Fit, pred.covars=pred.covars,
                   pred.coords=pred.coords)

##Step 3. check out the predicted random effects and
##predicted response variable.
Pred.sp.effects.surf <-
  mba.surf(cbind(pred.coords, rowMeans(Pred$pred.sp.effects)),
           no.X=100, no.Y=100, extend=TRUE)$xyz.est

Pred.Y.surf <-
  mba.surf(cbind(pred.coords, rowMeans(Pred$pred.y)),
           no.X=100, no.Y=100, extend=TRUE)$xyz.est

par(mfrow=c(1,2))
image(Pred.sp.effects.surf, xaxs="r", yaxs="r",
      main="Predicted random spatial effects")
contour(Pred.sp.effects.surf, add=TRUE)

image(Pred.Y.surf, xaxs="r", yaxs="r",
      main="Predicted Y.2")
contour(Pred.Y.surf, add=TRUE)


#############################
##   Multivariate models
#############################

##Fit some model with ggt.sp.
K.prior <- prior(dist="IWISH", df=2, S=diag(c(3, 6)))
Psi.prior <- prior(dist="IWISH", df=2, S=diag(c(7, 5)))
phi.prior <- prior(dist="LOGUNIF", a=0.06, b=3)

K.starting <- matrix(c(2,-3, 0, 1), 2, 2)
Psi.starting <- diag(c(3, 2))

var.update.control <-
  list("K"=list(starting=K.starting, tuning=diag(c(0.1, 0.5, 0.1)),
         prior=K.prior),
       "Psi"=list(starting=Psi.starting, tuning=diag(c(0.1, 0.5, 0.1)),
         prior=Psi.prior),
       "phi"=list(starting=0.1, tuning=0.5,
         prior=list(phi.prior, phi.prior))
       )

beta.control <- list(update="GIBBS", prior=prior(dist="FLAT"))

run.control <- list("n.samples"=1000, "sp.effects"=FALSE)

Fit.mv <-
  ggt.sp(formula=list(Y.1~1, Y.2~1), run.control=run.control,
         coords=model.coords,
         var.update.control=var.update.control,
         beta.update.control=beta.control,
         cov.model="exponential")

##Now make predictions for the holdout set.
##Step 1. make the design matrix for the prediction points using
##the mk.mv.X function.
pred.covars.1 <- as.matrix(rep(1, nrow(pred.coords)))
pred.covars.2 <- as.matrix(rep(1, nrow(pred.coords)))

pred.covars.mv <- mk.mv.X(list(pred.covars.1, pred.covars.2))

##Step 2. call sp.predict.
Pred.mv <- sp.predict(Fit.mv, pred.covars=pred.covars.mv,
                      pred.coords=pred.coords)


##Step 3. check out the predicted random effects and
##predicted response variables.   Recall, these are
##organized as m consecutive rows for each point.
Pred.sp.effects.1 <-
  Pred.mv$pred.sp.effects[seq(1, nrow(Pred.mv$pred.sp.effects), 2),]

Pred.sp.effects.2 <-
  Pred.mv$pred.sp.effects[seq(2, nrow(Pred.mv$pred.sp.effects), 2),]

Pred.Y.1 <-
  Pred.mv$pred.sp.effects[seq(1, nrow(Pred.mv$pred.y), 2),]

Pred.Y.2 <-
  Pred.mv$pred.sp.effects[seq(2, nrow(Pred.mv$pred.y), 2),]

##Then map.
Pred.sp.effects.1.surf <-
  mba.surf(cbind(pred.coords, rowMeans(Pred.sp.effects.1)),
           no.X=100, no.Y=100, extend=TRUE)$xyz.est

Pred.sp.effects.2.surf <-
  mba.surf(cbind(pred.coords, rowMeans(Pred.sp.effects.2)),
           no.X=100, no.Y=100, extend=TRUE)$xyz.est

Pred.Y.1.surf <-
  mba.surf(cbind(pred.coords, rowMeans(Pred.Y.1)),
           no.X=100, no.Y=100, extend=TRUE)$xyz.est

Pred.Y.2.surf <-
  mba.surf(cbind(pred.coords, rowMeans(Pred.Y.2)),
           no.X=100, no.Y=100, extend=TRUE)$xyz.est

par(mfrow=c(2,2))
image(Pred.sp.effects.surf, xaxs="r", yaxs="r",
      main="Predicted random spatial effects Y.1")
contour(Pred.sp.effects.1.surf, add=TRUE)

image(Pred.sp.effects.surf, xaxs="r", yaxs="r",
      main="Predicted random spatial effects Y.2")
contour(Pred.sp.effects.2.surf, add=TRUE)

image(Pred.sp.effects.surf, xaxs="r", yaxs="r",
      main="Predicted Y.1")
contour(Pred.Y.1.surf, add=TRUE)

image(Pred.sp.effects.surf, xaxs="r", yaxs="r",
      main="Predicted Y.2")
contour(Pred.Y.2.surf, add=TRUE)