R: Function for fitting univariate Bayesian generalized linear...

spGLM {spBayes}

R Documentation

Function for fitting univariate Bayesian generalized linear spatial regression models

Description

The function spGLM fits univariate Bayesian generalized linear spatial regression models. Given a set of knots, spGLM will also fit a predictive process model (see references below).

Usage

spGLM(formula, family="binomial", weights, data = parent.frame(),
      coords, knots, starting, tuning, priors, cov.model,
      amcmc, n.samples, verbose=TRUE,
      n.report=100, ...)

Arguments

`formula`	a symbolic description of the regression model to be fit. See example below.
`family`	currently only supports `binomial` and `poisson` data using the logit and log link functions, respectively.
`weights`	an optional vector of weights to be used in the fitting process. Weights correspond to number of trials and offset for each location for the `binomial` and `poisson` family, respectively.
`data`	an optional data frame containing the variables in the model. If not found in `data`, the variables are taken from `environment(formula)`, typically the environment from which `spGLM` is called.
`coords`	an `n \times 2` matrix of the observation coordinates in `R^2` (e.g., easting and northing).
`knots`	either a `m \times 2` matrix of the predictive process knot coordinates in `R^2` (e.g., easting and northing) or a vector of length two or three with the first and second elements recording the number of columns and rows in the desired knot grid. The third, optional, element sets the offset of the outermost knots from the extent of the `coords`.
`starting`	a list with each tag corresponding to a parameter name. Valid tags are `beta`, `sigma.sq`, `phi`, `nu`, and `w`. The value portion of each tag is the parameter's starting value. If the predictive process is used then `w` must be of length `m`; otherwise, it must be of length `n`. Alternatively, `w` can be set as a scalar, in which case the value is repeated.
`tuning`	a list with each tag corresponding to a parameter name. Valid tags are `beta`, `sigma.sq`, `phi`, `nu`, and `w`. The value portion of each tag defines the variance of the Metropolis sampler Normal proposal distribution. The tuning value for `beta` can be a vector of length `p` (where `p` is the number of regression coefficients) or, if an adaptive MCMC is not used, i.e., `amcmc` is not specified, the lower-triangle of the `p\times p` Cholesky square-root of the desired proposal covariance matrix. If the predictive process is used then `w` must be of length `m`; otherwise, it must be of length `n`. Alternatively, `w` can be set as a scalar, in which case the value is repeated.
`priors`	a list with each tag corresponding to a parameter name. Valid tags are `sigma.sq.ig`, `phi.unif`, `nu.unif`, `beta.norm`, and `beta.flat`. Variance parameter `simga.sq` is assumed to follow an inverse-Gamma distribution, whereas the spatial decay `phi` and smoothness `nu` parameters are assumed to follow Uniform distributions. The hyperparameters of the inverse-Gamma are passed as a vector of length two, with the first and second elements corresponding to the shape and scale, respectively. The hyperparameters of the Uniform are also passed as a vector of length two with the first and second elements corresponding to the lower and upper support, respectively. If the regression coefficients are each assumed to follow a Normal distribution, i.e., `beta.norm`, then mean and variance hyperparameters are passed as the first and second list elements, respectively. If `beta` is assumed flat then no arguments are passed. The default is a flat prior.
`cov.model`	a quoted keyword that specifies the covariance function used to model the spatial dependence structure among the observations. Supported covariance model key words are: `"exponential"`, `"matern"`, `"spherical"`, and `"gaussian"`. See below for details.
`amcmc`	a list with tags `n.batch`, `batch.length`, and `accept.rate`. Specifying this argument invokes an adaptive MCMC sampler, see Roberts and Rosenthal (2007) for an explanation.
`n.samples`	the number of MCMC iterations. This argument is ignored if `amcmc` is specified.
`verbose`	if `TRUE`, model specification and progress of the sampler is printed to the screen. Otherwise, nothing is printed to the screen.
`n.report`	the interval to report Metropolis sampler acceptance and MCMC progress.
`...`	currently no additional arguments.

Details

If a binomial model is specified the response vector is the number of successful trials at each location and weights is the total number of trials at each location.

For a poisson specification, the weights vector is the count offset, e.g., population, at each location. This differs from the glm offset argument which is passed as the log of this value.

A non-spatial model is fit when coords is not specified. See example below.

Value

An object of class spGLM, which is a list with the following tags:

`coords`	the `n \times 2` matrix specified by `coords`.
`knot.coords`	the `m \times 2` matrix as specified by `knots`.
`p.beta.theta.samples`	a `coda` object of posterior samples for the defined parameters.
`acceptance`	the Metropolis sampler acceptance rate. If `amcmc` is used then this will be a matrix of each parameter's acceptance rate at the end of each batch. Otherwise, the sampler is a Metropolis with a joint proposal of all parameters.
`acceptance.w`	if this is a non-predictive process model and `amcmc` is used then this will be a matrix of the Metropolis sampler acceptance rate for each location's spatial random effect.
`acceptance.w.knots`	if this is a predictive process model and `amcmc` is used then this will be a matrix of the Metropolis sampler acceptance rate for each knot's spatial random effect.
`p.w.knots.samples`	a matrix that holds samples from the posterior distribution of the knots' spatial random effects. The rows of this matrix correspond to the `m` knot locations and the columns are the posterior samples. This is only returned if a predictive process model is used.
`p.w.samples`	a matrix that holds samples from the posterior distribution of the locations' spatial random effects. The rows of this matrix correspond to the `n` point observations and the columns are the posterior samples.

The return object might include additional data used for subsequent prediction and/or model fit evaluation.

Author(s)

Andrew O. Finley finleya@msu.edu,
Sudipto Banerjee baner009@umn.edu

References

Banerjee, S., A.E. Gelfand, A.O. Finley, and H. Sang. (2008) Gaussian Predictive Process Models for Large Spatial Datasets. Journal of the Royal Statistical Society Series B, 70:825–848.

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.

Finley, A.O., S. Banerjee, and A.E. Gelfand. (2015) spBayes for large univariate and multivariate point-referenced spatio-temporal data models. Journal of Statistical Software, 63:1–28. https://www.jstatsoft.org/article/view/v063i13.

Finley, A.O., S. Banerjee, and R.E. McRoberts. (2008) A Bayesian approach to quantifying uncertainty in multi-source forest area estimates. Environmental and Ecological Statistics, 15:241–258.

Roberts G.O. and Rosenthal J.S. (2006) Examples of Adaptive MCMC. http://probability.ca/jeff/ftpdir/adaptex.pdf Preprint.

Examples

## Not run: 
library(MBA)
library(coda)

set.seed(1)

rmvn <- function(n, mu=0, V = matrix(1)){
  p <- length(mu)
  if(any(is.na(match(dim(V),p))))
    stop("Dimension problem!")
  D <- chol(V)
  t(matrix(rnorm(n*p), ncol=p) %*% D + rep(mu,rep(n,p)))
}

################################
##Spatial binomial
################################

##Generate binary data
coords <- as.matrix(expand.grid(seq(0,100,length.out=8), seq(0,100,length.out=8)))
n <- nrow(coords)

phi <- 3/50
sigma.sq <- 2

R <- sigma.sq*exp(-phi*as.matrix(dist(coords)))
w <- rmvn(1, rep(0,n), R)

x <- as.matrix(rep(1,n))
beta <- 0.1
p <- 1/(1+exp(-(x%*%beta+w)))

weights <- rep(1, n)
weights[coords[,1]>mean(coords[,1])] <- 10

y <- rbinom(n, size=weights, prob=p)

##Collect samples
fit <- glm((y/weights)~x-1, weights=weights, family="binomial")
beta.starting <- coefficients(fit)
beta.tuning <- t(chol(vcov(fit)))

n.batch <- 200
batch.length <- 50
n.samples <- n.batch*batch.length

m.1 <- spGLM(y~1, family="binomial", coords=coords, weights=weights, 
             starting=list("beta"=beta.starting, "phi"=0.06,"sigma.sq"=1, "w"=0),
             tuning=list("beta"=beta.tuning, "phi"=0.5, "sigma.sq"=0.5, "w"=0.5),
             priors=list("beta.Normal"=list(0,10), "phi.Unif"=c(0.03, 0.3), "sigma.sq.IG"=c(2, 1)),
             amcmc=list("n.batch"=n.batch, "batch.length"=batch.length, "accept.rate"=0.43),
             cov.model="exponential", verbose=TRUE, n.report=10)

burn.in <- 0.9*n.samples
sub.samps <- burn.in:n.samples

print(summary(window(m.1$p.beta.theta.samples, start=burn.in)))

beta.hat <- m.1$p.beta.theta.samples[sub.samps,"(Intercept)"]
w.hat <- m.1$p.w.samples[,sub.samps]

p.hat <- 1/(1+exp(-(x%*%beta.hat+w.hat)))

y.hat <- apply(p.hat, 2, function(x){rbinom(n, size=weights, prob=p.hat)})

y.hat.mu <- apply(y.hat, 1, mean)
y.hat.var <- apply(y.hat, 1, var)

##Take a look
par(mfrow=c(1,2))
surf <- mba.surf(cbind(coords,y.hat.mu),no.X=100, no.Y=100, extend=TRUE)$xyz.est
image(surf, main="Interpolated mean of posterior rate\n(observed rate)")
contour(surf, add=TRUE)
text(coords, label=paste("(",y,")",sep=""))

surf <- mba.surf(cbind(coords,y.hat.var),no.X=100, no.Y=100, extend=TRUE)$xyz.est
image(surf, main="Interpolated variance of posterior rate\n(observed #
of trials)")
contour(surf, add=TRUE)
text(coords, label=paste("(",weights,")",sep=""))

###########################
##Spatial poisson
###########################
##Generate count data
set.seed(1)

n <- 100

coords <- cbind(runif(n,1,100),runif(n,1,100))

phi <- 3/50
sigma.sq <- 2

R <- sigma.sq*exp(-phi*as.matrix(dist(coords)))
w <- rmvn(1, rep(0,n), R)

x <- as.matrix(rep(1,n))
beta <- 0.1
y <- rpois(n, exp(x%*%beta+w))

##Collect samples
beta.starting <- coefficients(glm(y~x-1, family="poisson"))
beta.tuning <- t(chol(vcov(glm(y~x-1, family="poisson"))))

n.batch <- 500
batch.length <- 50
n.samples <- n.batch*batch.length

##Note tuning list is now optional

m.1 <- spGLM(y~1, family="poisson", coords=coords,
             starting=list("beta"=beta.starting, "phi"=0.06,"sigma.sq"=1, "w"=0),
             tuning=list("beta"=0.1, "phi"=0.5, "sigma.sq"=0.5, "w"=0.5),
             priors=list("beta.Flat", "phi.Unif"=c(0.03, 0.3), "sigma.sq.IG"=c(2, 1)),
             amcmc=list("n.batch"=n.batch, "batch.length"=batch.length, "accept.rate"=0.43),
             cov.model="exponential", verbose=TRUE, n.report=10)

##Just for fun check out the progression of the acceptance
##as it moves to 43% (same can be seen for the random spatial effects).
plot(mcmc(t(m.1$acceptance)), density=FALSE, smooth=FALSE)

##Now parameter summaries, etc.
burn.in <- 0.9*n.samples
sub.samps <- burn.in:n.samples

m.1$p.samples[,"phi"] <- 3/m.1$p.samples[,"phi"]

plot(m.1$p.beta.theta.samples)
print(summary(window(m.1$p.beta.theta.samples, start=burn.in)))

beta.hat <- m.1$p.beta.theta.samples[sub.samps,"(Intercept)"]
w.hat <- m.1$p.w.samples[,sub.samps]

y.hat <- apply(exp(x%*%beta.hat+w.hat), 2, function(x){rpois(n, x)})

y.hat.mu <- apply(y.hat, 1, mean)

##Take a look
par(mfrow=c(1,2))
surf <- mba.surf(cbind(coords,y),no.X=100, no.Y=100, extend=TRUE)$xyz.est
image(surf, main="Observed counts")
contour(surf, add=TRUE)
text(coords, labels=y, cex=1)

surf <- mba.surf(cbind(coords,y.hat.mu),no.X=100, no.Y=100, extend=TRUE)$xyz.est
image(surf, main="Fitted counts")
contour(surf, add=TRUE)
text(coords, labels=round(y.hat.mu,0), cex=1)

## End(Not run)

[Package spBayes version 0.4-7 Index]