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#
# fields is a package for analysis of spatial data written for
# the R software environment.
# Copyright (C) 2024 Colorado School of Mines
# 1500 Illinois St., Golden, CO 80401
# Contact: Douglas Nychka, douglasnychka@gmail.com,
#
# 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
"simLocal.spatialProcess" <- function(mKrigObject,
predictionGridList = NULL,
simulationGridList = NULL,
gridRefinement = 1,
np = 2,
M = 1,
nx = 80,
ny = 80,
verbose = FALSE,
delta = NULL, giveWarnings=TRUE,
fast = FALSE,
NNSize = 5,
...)
#
# NOTE throughout $x is first dimension of the grid in a gridList but also
# $x in mKrig object is the _matrix_ of locations
#
{
nObs<- nrow( mKrigObject$x)
sDimension<- ncol(mKrigObject$x)
if ( sDimension > 2) {
stop("conditional simulation only implemented for 1 and 2 dimensions")
}
if( sDimension == 1 & fast ){
stop("fast prediction not implemented in 1 D")
}
# create prediction set of points based on what is passed
# and if the grid is not specified
if (is.null(predictionGridList)) {
# these adjustments insure there are enough grid
# points beyond the range of the locations.
# Put xr[1] in the middle of the npth grid box
# and xr[2] in to the nx - np
predictionGridList<- makePredictionGridList(
mKrigObject=mKrigObject,
nx=nx,
ny=ny,
np=np
)
}
nx <- length(predictionGridList$x)
ny <- ifelse(sDimension>=2, length(predictionGridList$y) ,1 )
#
# check that predictionGrid is equally spaced
# this is needed because of the fast simulation algorithm
checkPredictGrid( predictionGridList)
#
#
if (is.null(simulationGridList)) {
simulationGridList<- makeSimulationGrid(
predictionGridList,
gridRefinement)
}
#
# #
# # round off the grids so that they match to 8 digits
# # that way prediction grid is precisely a subset of
# # simulation grid
predictionGridList$x<- signif(predictionGridList$x, 8)
simulationGridList$x<- signif(simulationGridList$x, 8)
if( sDimension ==2){
predictionGridList$y<- signif(predictionGridList$y, 8)
simulationGridList$y<- signif(simulationGridList$y, 8)
}
indexSubset<- list( x=match(predictionGridList$x,
simulationGridList$x))
# # shortcut to avoid if statement for predicted in for
# # loop
# indexSubset$y = rep(1, length( indexSubset$x) )
if( sDimension ==2){
indexSubset$y=match(predictionGridList$y,
simulationGridList$y)
}
else{
indexSubset$y=1
}
#
# core covariance parameters from spatial model
tau <- mKrigObject$summary["tau"]
sigma2 <- mKrigObject$summary["sigma2"]
aRange<- mKrigObject$summary["aRange"]
Covariance <- mKrigObject$args$Covariance
# wipe out some extraneous components that are not used by the Covariance
# function.
covArgs0 <- mKrigObject$args
covArgs0$Covariance<- NULL
covArgs0$distMat <- NULL
covArgs0$onlyUpper<- NULL
covArgs0$aRange<- NULL
#
# set up various arrays for reuse during the simulation
nObs <- nrow(mKrigObject$x)
#
timeCESetup<- system.time(
# set up object for simulating on a grid using circulant embedding
CEObject<- circulantEmbeddingSetup(simulationGridList,
cov.function = mKrigObject$cov.function,
cov.args = mKrigObject$args,
delta = delta )
)[3]
#
if (verbose) {
cat("dim of full circulant matrix ", CEObject$M,
fill = TRUE)
}
#
# weights crucial to fast off grid simulation
#
timeOffGridSetup <- system.time(
offGridObject <- offGridWeights(
mKrigObject$x,
simulationGridList,
mKrigObject,
np = np,
giveWarnings = giveWarnings
)
)[3]
#
# find conditional mean field from initial fit
hHat <- predictSurface(mKrigObject,
gridList = predictionGridList,
fast=fast,
NNSize= NNSize,
...)$z
sdNugget<- tau* sqrt(1/mKrigObject$weights)
#
# setup output array to hold ensemble
# in 1D case ny=1
#
out <- array(NA, c( nx, ny, M))
t1<-t2<- t3<- rep( NA, M)
##########################################################################################
### begin the big loop
##########################################################################################
for (k in 1:M) {
if( k%%10 ==0 ){
cat(k, " ")
}
# simulate full field
t1[k]<- system.time(
hTrue<- as.matrix(sqrt(sigma2) * circulantEmbedding(CEObject))
)[3]
# NOTE: fixed part of model (null space) does not need to be simulated
# because the estimator is unbiased for this part.
# the variability is still captured because the fixed part
# is still estimated as part of the predict step below
#
t2[k]<- system.time(
hData <- offGridObject$B%*%c(hTrue) +
(offGridObject$SE)%*%rnorm(nObs)
)[3]
ySynthetic <- hData + sdNugget*rnorm(nObs)
#
# predict at grid using these data
# and subtract from synthetic 'true' value
#
t3[k]<-system.time(
spatialError <- predictSurface.mKrig(mKrigObject,
gridList = predictionGridList,
ynew = ySynthetic,
fast=fast,
NNSize= NNSize,
giveWarnings = FALSE,
...)$z
)[3]
# add the error to the actual estimate (conditional mean)
# subset hTrue to the prediction grid
# note for 1D $y is 1.
out[,, k] <- hHat + (spatialError -
hTrue[indexSubset$x,indexSubset$y])
}
cat(" ", fill=TRUE)
return(list(x = predictionGridList$x,
y = predictionGridList$y,
z = out,
hHat= hHat,
timing=c( CESetup=timeCESetup,
OffSetup=timeOffGridSetup,
CE = median(t1),
OffGrid = median(t2),
mKrig = median(t3)
),
gridRefinement=gridRefinement,
M= CEObject$M,
#simulationGridList= simulationGridList,
timingFull = cbind( t1, t2,t3),
call = match.call())
)
}
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