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#
# fields is a package for analysis of spatial data written for
# the R software environment.
# Copyright (C) 2022 Colorado School of Mines
# 1500 Illinois St., Golden, CO 80401
# Contact: Douglas Nychka, douglasnychka@gmail.edu,
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with the R software environment if not, write to the Free Software
# Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
# or see http://www.r-project.org/Licenses/GPL-2
##END HEADER
Wendland2.2 <- function(d, aRange = 1, theta=NULL) {
# theta argument has been deopreciated.
if( !is.null( theta)){
aRange<- theta
}
# Cari's test function with explicit form for d=2 k=2
# taper range is 1.0
d <- d/aRange
if (any(d < 0))
stop("d must be nonnegative")
return(((1 - d)^6 * (35 * d^2 + 18 * d + 3))/3 * (d < 1))
}
#
#
# the monster
#
"wendland.cov" <- function(x1, x2=NULL, aRange = 1, V = NULL,
k = 2, C = NA, marginal = FALSE, Dist.args = list(method = "euclidean"),
spam.format = TRUE, derivative = 0, verbose = FALSE,
theta=NULL) {
#
# theta argument has been deopreciated.
if( !is.null( theta)){
aRange<- theta
}
# if marginal variance is needed
# this is a quick return
if (marginal) {
return(rep(1, nrow(x1)))
}
# the rest of the possiblities require some computing
# setup the two matrices of locations
#
if (!is.matrix(x1)) {
x1 <- as.matrix(x1)
}
if( is.null( x2) ) {
x2<- x1}
if (!is.matrix(x2) ) {
x2 <- as.matrix(x2)
}
d <- ncol(x1)
n1 <- nrow(x1)
n2 <- nrow(x2)
# logical to figure out if this is great circle distance or not
# great circle needs to handled specially due to how things are scaled.
great.circle <- Dist.args$method == "greatcircle"
# derivatives are tricky for great circle and other distances and have not been implemented ...
if (Dist.args$method != "euclidean" & derivative > 0) {
stop("derivatives not supported for this distance metric")
}
# catch bad aRange format
if (length(aRange) > 1) {
stop("aRange as a matrix or vector has been depreciated")
}
# catch using V with great circle
if (!is.null(V) & great.circle) {
stop("V is not implemented with great circle distance")
}
if (!is.null(V)) {
if (aRange != 1) {
stop("can't specify both aRange and V!")
}
x1 <- x1 %*% t(solve(V))
x2 <- x2 %*% t(solve(V))
}
# if great circle distance set the delta cutoff to be in scale of angular latitude.
# also figure out if scale is in miles or kilometers
if (great.circle) {
miles <- ifelse(is.null(Dist.args$miles), TRUE, Dist.args$miles)
delta <- (180/pi) * aRange/ifelse(miles, 3963.34, 6378.388)
}
else {
delta <- aRange
}
if (verbose) {
print(delta)
}
# once scaling is done taper is applied with default range of 1.0
# find polynomial coeffients that define
# wendland on [0,1]
# d dimension and k is the order
# first find sparse matrix of Euclidean distances
# ||x1-x2||**2 (or any other distance that may be specified by
# the method component in Dist.args
# any distance beyond delta is set to zero -- anticipating the
# tapering to zero by the Wendland.
#
sM <- do.call("nearest.dist", c(list(x1, x2, delta = delta,
upper = NULL), Dist.args))
# scale distances by aRange
# note: if V is passed then aRange==1 and all the scaling should be done with the V matrix.
# there are two possible actions listed below:
# find Wendland cross covariance matrix
# return either in sparse or matrix format
if (is.na(C[1])) {
sM@entries <- Wendland(sM@entries/aRange, k = k, dimension = d)
if (!spam.format) {
return(as.matrix(sM))
}
else {
return(sM)
}
}
else {
#
# multiply cross covariance matrix by the matrix C where
# columns are usually the 'c' coefficients
# note multiply happens in spam format
#
if (derivative == 0) {
sM@entries <- Wendland(sM@entries/aRange, k = k, dimension = d)
return(sM %*% C)
}
else {
# otherwise evaluate partial derivatives with respect to x1
# big mess of code and an explicit for loop!
# this only is for euclidean distance
if (is.matrix(C)) {
if (ncol(C) > 1) {
stop("C should be a vector")
}
}
L <- length(coef)
# loop over dimensions and accumulate partial derivative matrix.
tempD <- sM@entries
tempW <- Wendland(tempD/aRange, k = k, dimension = d,
derivative = derivative)
# loop over dimensions and knock out each partial accumulate these in
# in temp
temp <- matrix(NA, ncol = d, nrow = n1)
# Create rowindices vector
sMrowindices <- rep(1:n1, diff(sM@rowpointers))
for (kd in 1:d) {
#
# Be careful if the distance (tempD) is close to zero.
# Note that the x1 and x2 are in transformed ( V inverse) scale
#
#
sM@entries <- ifelse(tempD == 0, 0, (tempW *
(x1[sMrowindices, kd] - x2[sM@colindices, kd])/(aRange *
tempD)))
#
# accumlate the new partial
temp[, kd] <- sM %*% C
}
# transform back to original coordinates.
if (!is.null(V)) {
temp <- temp %*% t(solve(V))
}
return(temp)
}
}
# should not get here!
}
#
#
#
############## basic evaluation of Wendland and its derivatives.
###########################
# n: Wendland interpolation matrix is positive definite on R^n, i.e. n is
# the dimension of the locations.
# k: Wendland function is 2k times continuously
# differentiable.
# The proofs can be found in the work of Wendland(1995).
# H. Wendland. Piecewise polynomial , positive definite and compactly supported radial
# functions of minimal degree. AICM 4(1995), pp 389-396.
#########################################
## top level function:
Wendland = function(d, aRange = 1, dimension, k, derivative = 0,
phi = NA, theta=NULL) {
# theta argument has been deopreciated.
if( !is.null( theta)){
aRange<- theta
}
if (!is.na(phi)) {
stop("phi argument has been depreciated")
}
if (any(d < 0)) {
stop("d must be nonnegative")
}
# find scaling so that function at zero is 1.
scale.constant <- wendland.eval(0, n = dimension, k, derivative = 0)
# adjust by aRange
if (derivative > 0) {
scale.constant <- scale.constant * (aRange^(derivative))
}
# scale distances by aRange.
if( aRange!=1){
d <- d/aRange}
# at this point d the distances shouls be scaled so that
# covariance is zero beyond 1
if( (k==2)& (dimension==2) & (derivative==0)){
((1 - d)^6 * (35 * d^2 + 18 * d + 3))/3 * (d < 1)}
else{
ifelse(d < 1, wendland.eval(d, n = dimension, k, derivative)/scale.constant,
0)
}
}
####################
# [M] = wm(n, k)
# Compute the matrix coeficient in Wendland(1995)
# Input:
#\tn: Wendland interpolation matrix is positive definite on R^n
# \tk: Wendland function is 2k times continuously differentiable
####################
Wendland.beta = function(n, k) {
l = floor(n/2) + k + 1
M = matrix(0, nrow = k + 1, ncol = k + 1)
#
# top corner is 1
#
M[1, 1] = 1
#
# Compute across the columns and down the rows, filling out upper triangle of M (including diagonal). The indexing is done from 0, thus we have to adjust by +1 when accessing our matrix element.
#
if (k == 0) {
stop
}
else {
for (col in 0:(k - 1)) {
#
# Filling out the col+1 column
#
# As a special case, we need a different formula for the top row
#
row = 0
beta = 0
for (m in 0:col) {
beta = beta + M[m + 1, col + 1] * fields.pochdown(m +
1, m - row + 1)/fields.pochup(l + 2 * col -
m + 1, m - row + 2)
}
M[row + 1, col + 2] = beta
#
# Now do the rest of rows
#
for (row in 1:(col + 1)) {
beta = 0
for (m in (row - 1):col) {
beta = beta + M[m + 1, col + 1] * fields.pochdown(m +
1, m - row + 1)/fields.pochup(l + 2 * col -
m + 1, m - row + 2)
}
M[row + 1, col + 2] = beta
}
}
}
M
}
########################################
# [phi] = wendland.eval(r, n, k, derivative).
# Compute the compacted support basis function in Wendland(1995).
# Input:
#\tr: a scalar representing the distance between locations. r should be scaled into [0,1] beforehand.
# \tn: Wendland interpolation matrix is positive definite on R^n. Or, we could say n is the dimension of the locations.
# \tk: Wendland function is 2k times continuously differentiable.
#\tderivative: the derivative of wendland function.
# Output:
#\tphi: a scalar evaluated by the Wendland function at distance r.
# example:
#\tr = 0.5
#\tphi = wendland.eval(r, 2, 1,derivative = 1 )
# The proofs can be found in the work of Wendland(1995).
# H. Wendlamd. Piecewise polynomial , positive definite and compactly supported radial functions of minimal degree. AICM 4(1995), pp 389-396.
#########################################
wendland.eval = function(r, n, k, derivative = 0) {
#
# check if the distances are between [0,1]
#
beta = Wendland.beta(n, k)
l = floor(n/2) + k + 1
if (derivative == 0) {
#
# first evaluate outside for loop with m =0
phi = beta[1, k + 1] * (1 - r)^(l + 2 * k)
# now accumulate terms for other m values up to k
for (m in 1:k) {
phi = phi + beta[m + 1, k + 1] * r^m * (1 - r)^(l +
2 * k - m)
}
}
else {
# evaluate derivative note use of symbolic differtiation.
f.my = expression((1 - r)^(l + 2 * k))
f.deriv = fields.D(f.my, "r", order = derivative)
f.eval = eval(f.deriv)
phi = beta[1, k + 1] * f.eval
for (m in 1:k) {
f.my = expression(r^m * (1 - r)^(l + 2 * k - m))
f.deriv = fields.D(f.my, "r", order = derivative)
f.eval = eval(f.deriv)
phi = phi + beta[m + 1, k + 1] * f.eval
}
}
phi
}
#######################
# [n] = fields.pochup(q, k)
# Calculate the Pochhammer symbol for rising factorial q(q+1)(q+2)...(q+k-1)
#######################
fields.pochup = function(q, k) {
n = q
if (k == 0) {
n = 1
}
else {
for (j in 1:(k - 1)) {
if ((k - 1) < 1) {
stop
}
else {
n = n * (q + j)
}
}
}
n
}
#########################
# [n] = fields.pochdown(q, k)
# Calculate the Pochhammer symbol for falling factorial q(q-1)(q-2)...(q-k+1)
#########################
fields.pochdown = function(q, k) {
n = q
if (k == 0) {
n = 1
}
else {
for (j in 1:(k - 1)) {
if ((k - 1) < 1) {
stop
}
else {
n = n * (q - j)
}
}
}
n
}
#############################
# fields.D(f,name = x,order = n) forms the n-th derivative of function f with respect to the variable x
################################
fields.D = function(f, name, order = 1) {
if (order < 1) {
stop("'order' must be >= 1")
}
if (order == 1) {
d = D(f, name)
}
else {
fields.D(D(f, name), name, order - 1)
}
}
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