autoFRK {autoFRK} R Documentation

## Automatic Fixed Rank Kriging

### Description

This function performs resolution adaptive fixed rank kriging based on spatial data observed at one or multiple time points via the following spatial random-effects model:

z[t]=μ +G*w[t]+η[t]+e[t], w[t]~N(0,M); e[t] ~ N(0, s*D); t=1,...,T,

where z[t] is an n-vector of (partially) observed data at n locations, μ is an n-vector of deterministic mean values, D is a given n by n matrix, G is a given n by K matrix, η[t] is an n-vector of random variables corresponding to a spatial stationary process, and w[t] is a K-vector of unobservable random weights. Parameters are estimated by maximum likelihood in a closed-form expression. The matrix G corresponding to basis functions is given by an ordered class of thin-plate spline functions, with the number of basis functions selected by Akaike's information criterion.

### Usage

autoFRK(
Data,
loc,
mu = 0,
D = diag.spam(NROW(Data)),
G = NULL,
finescale = FALSE,
maxit = 50,
tolerance = 0.1^6,
maxK = NULL,
Kseq = NULL,
method = c("fast", "EM"),
n.neighbor = 3,
maxknot = 5000
)


### Arguments

 Data n by T data matrix (NA allowed) with z[t] as the t-th column. loc n by d matrix of coordinates corresponding to n locations. mu n-vector or scalar for μ; Default is 0. D n by n matrix (preferably sparse) for the covariance matrix of the measurement errors up to a constant scale. Default is an identity matrix. G n by K matrix of basis function values with each column being a basis function taken values at loc. Default is NULL, which is automatic determined. finescale logical; if TRUE then a (approximate) stationary finer scale process η[t] will be included based on LatticeKrig pacakge. In such a case, only the diagonals of D would be taken into account. Default is FALSE. maxit maximum number of iterations. Default is 50. tolerance precision tolerance for convergence check. Default is 0.1^6. maxK maximum number of basis functions considered. Default is 10 \cdot √{n} for n>100 or n for n<=100. Kseq user-specified vector of numbers of basis functions considered. Default is NULL, which is determined from maxK. method "fast" or " EM"; if "fast" then the missing data are filled in using k-nearest-neighbor imputation; if "EM" then the missing data are taken care by the EM algorithm. Default is "fast". n.neighbor number of neighbors to be used in the "fast" imputation method. Default is 3. maxknot maximum number of knots to be used in generating basis functions. Default is 5000.

### Details

The function computes the ML estimate of M using the closed-form expression in Tzeng and Huang (2018). If the user would like to specify a D other than an identity matrix for a large n, it is better to provided via spam function in spam package.

### Value

an object of class FRK is returned, which is a list of the following components:

 M ML estimate of M. s estimate for the scale parameter of measurement errors. negloglik negative log-likelihood. w K by T matrix with w[t] as the t-th column. V K by K matrix of the prediction error covariance matrix of w[t]. G user specified basis function matrix or an automatically generated mrts object. LKobj a list from calling LKrig.MLE in LatticeKrig package if useLK=TRUE; otherwise NULL. See that package for details.

### Author(s)

ShengLi Tzeng and Hsin-Cheng Huang.

### References

Tzeng, S., & Huang, H.-C. (2018). Resolution Adaptive Fixed Rank Kriging, Technometrics, https://doi.org/10.1080/00401706.2017.1345701.

### See Also

predict.FRK

### Examples

#### generating data from two eigenfunctions
originalPar <- par(no.readonly = TRUE)
set.seed(0)
n <- 150
s <- 5
grid1 <- grid2 <- seq(0, 1, l = 30)
grids <- expand.grid(grid1, grid2)
fn <- matrix(0, 900, 2)
fn[, 1] <- cos(sqrt((grids[, 1] - 0)^2 + (grids[, 2] - 1)^2) * pi)
fn[, 2] <- cos(sqrt((grids[, 1] - 0.75)^2 + (grids[, 2] - 0.25)^2) * 2 * pi)

#### single realization simulation example
w <- c(rnorm(1, sd = 5), rnorm(1, sd = 3))
y <- fn %*% w
obs <- sample(900, n)
z <- y[obs] + rnorm(n) * sqrt(s)
X <- grids[obs, ]

#### method1: automatic selection and prediction
one.imat <- autoFRK(Data = z, loc = X, maxK = 15)
yhat <- predict(one.imat, newloc = grids)

#### method2: user-specified basis functions
G <- mrts(X, 15)
Gpred <- predict(G, newx = grids)
one.usr <- autoFRK(Data = z, loc = X, G = G)
yhat2 <- predict(one.usr, newloc = grids, basis = Gpred)

require(fields)
par(mfrow = c(2, 2))
image.plot(matrix(y, 30, 30), main = "True")
points(X, cex = 0.5, col = "grey")
image.plot(matrix(yhat$pred.value, 30, 30), main = "Predicted") points(X, cex = 0.5, col = "grey") image.plot(matrix(yhat2$pred.value, 30, 30), main = "Predicted (method 2)")
points(X, cex = 0.5, col = "grey")
plot(yhat$pred.value, yhat2$pred.value, mgp = c(2, 0.5, 0))
par(originalPar)
#### end of single realization simulation example

#### independent multi-realization simulation example
set.seed(0)
wt <- matrix(0, 2, 20)
for (tt in 1:20) wt[, tt] <- c(rnorm(1, sd = 5), rnorm(1, sd = 3))
yt <- fn %*% wt
obs <- sample(900, n)
zt <- yt[obs, ] + matrix(rnorm(n * 20), n, 20) * sqrt(s)
X <- grids[obs, ]
multi.imat <- autoFRK(Data = zt, loc = X, maxK = 15)
Gpred <- predict(multi.imat$G, newx = grids) G <- multi.imat$G
Mhat <- multi.imat$M dec <- eigen(G %*% Mhat %*% t(G)) fhat <- Gpred %*% Mhat %*% t(G) %*% dec$vector[, 1:2]
par(mfrow = c(2, 2))
image.plot(matrix(fn[, 1], 30, 30), main = "True Eigenfn 1")
image.plot(matrix(fn[, 2], 30, 30), main = "True Eigenfn 2")
image.plot(matrix(fhat[, 1], 30, 30), main = "Estimated Eigenfn 1")
image.plot(matrix(fhat[, 2], 30, 30), main = "Estimated Eigenfn 2")
par(originalPar)
#### end of independent multi-realization simulation example


[Package autoFRK version 1.4.3 Index]