estgtp {binspp} | R Documentation |
Bayesian MCMC estimation of parameters of generalized Thomas process
Description
Bayesian MCMC estimation of parameters of generalized Thomas process. The cluster size is allowed to have a variance that is greater or less than the expected value (cluster sizes are over or under dispersed).
Usage
estgtp(
X,
kappa0 = exp(a_kappa + ((b_kappa^2)/2)),
omega0 = exp(a_omega + ((b_omega^2)/2)),
lambda0 = (l_lambda + u_lambda)/2,
theta0 = exp(a_theta + ((b_theta^2)/2)),
skappa,
somega,
dlambda,
stheta,
smove,
a_kappa,
b_kappa,
a_omega,
b_omega,
l_lambda,
u_lambda,
a_theta,
b_theta,
iter = 5e+05,
plot.step = 1000,
save.step = 1000,
filename
)
Arguments
X |
A point pattern dataset (object of class ppp) to which the model should be fitted. |
kappa0 |
Initial value for kappa, by default it will be set as expectation of prior for kappa. |
omega0 |
Initial value for omega, by default it will be set as expectation of prior for omega. |
lambda0 |
Initial value for lambda, by default it will be set as expectation of prior for lambda. |
theta0 |
Initial value for theta, by default it will be set as expectation of prior for theta. |
skappa |
variability of proposal for kappa: second parameter of log-normal distribution |
somega |
variability of proposal for omega: second parameter of log-normal distribution |
dlambda |
variability of proposal for lambda: half of range of uniform distribution |
stheta |
variability of proposal for theta: second parameter of log-normal distribution |
smove |
variability of proposal for moving center point: SD of normal distribution |
a_kappa |
First parameter of prior distribution for kappa, which is log-normal distribution. |
b_kappa |
Second parameter of prior distribution for kappa, which is log-normal distribution. |
a_omega |
First parameter of prior distribution for omega, which is log-normal distribution. |
b_omega |
Second parameter of prior distribution for omega, which is log-normal distribution. |
l_lambda |
First parameter of prior distribution for lambda, which is uniform distribution. |
u_lambda |
Second parameter of prior distribution for lambda, which is uniform distribution. |
a_theta |
First parameter of prior distribution for theta, which is log-normal distribution. |
b_theta |
Second parameter of prior distribution for theta, which is log-normal distribution. |
iter |
Number of iterations of MCMC. |
plot.step |
Step for the graph plotting. If the value is greater than iter parameter value, no plots will be visible. |
save.step |
Step for the parameters saving. The file must be specified or has to be set to larger than iter. |
filename |
The name of the output RDS file |
Value
The output is an estimated MCMC chain of parameters, centers and connections.
Examples
library(spatstat)
kappa = 10
omega = .1
lambda= .5
theta = 10
X = rgtp(kappa, omega, lambda, theta, win = owin(c(0, 1), c(0, 1)))
plot(X$X)
plot(X$C)
a_kappa = 4
b_kappa = 1
x <- seq(0, 100, length = 100)
hx <- dlnorm(x, a_kappa, b_kappa)
plot(x, hx, type = "l", lty = 1, xlab = "x value",
ylab = "Density", main = "Prior")
a_omega = -3
b_omega = 1
x <- seq(0, 1, length = 100)
hx <- dlnorm(x, a_omega, b_omega)
plot(x, hx, type = "l", lty = 1, xlab = "x value",
ylab = "Density", main = "Prior")
l_lambda = -1
u_lambda = 0.99
x <- seq(-1, 1, length = 100)
hx <- dunif(x, l_lambda, u_lambda)
plot(x, hx, type = "l", lty = 1, xlab = "x value",
ylab = "Density", main = "Prior")
a_theta = 4
b_theta = 1
x <- seq(0, 100, length = 100)
hx <- dlnorm(x, a_theta, b_theta)
plot(x, hx, type = "l", lty = 1, xlab = "x value",
ylab = "Density", main = "Prior")
est = estgtp(X$X,
skappa = exp(a_kappa + ((b_kappa ^ 2) / 2)) / 100,
somega = exp(a_omega + ((b_omega ^ 2) / 2)) / 100,
dlambda = 0.01,
stheta = exp(a_theta + ((b_theta ^ 2) / 2)) / 100, smove = 0.1,
a_kappa = a_kappa, b_kappa = b_kappa,
a_omega = a_omega, b_omega = b_omega,
l_lambda = l_lambda, u_lambda = u_lambda,
a_theta = a_theta, b_theta = b_theta,
iter = 50, plot.step = 50, save.step = 1e9,
filename = "")