1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256
|
\name{RFsimulate.sophisticated.examples}
\alias{RFsimulate.sophisticated.examples}
\title{Sophisticated Examples for the Simulation of Random Fields}
\description{
This man page will give a collection of basic examples for the use of
\code{\link{RFsimulate}}.
For other kinds of random fields (binary, max-stable, etc.) or
more sophisticated approaches see \link{RFsimulateAdvanced}.
}
\seealso{
\command{\link{RFsimulate}},
\command{\link{RFsimulateAdvanced}}.
}
\me
\examples{\dontshow{StartExample()}
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
## RFoptions(seed=NA) to make them all random again
\dontshow{\dontrun{
#############################################################
## ##
## Example 1: Gaussian field approximated by Poisson fields##
## ##
#############################################################
for (mpp.intensity in c(1, 10, 100)){
# mpp.intensity of 1 is much too small but illustrates
# how the "Coins" method works
z <- RFsimulate(x=x, model=RPcoins(RMspheric()),
mpp.intensity = mpp.intensity)
#getOption("device")()
plot(z)
readline("press return")
}
par(mfcol=c(2,1))
plot(z@data[,1:min(length(z@data), 1000)], type="l")
hist(z@data[,1])
#############################################################
## ##
## Example 2: A max-stable random field ##
## ##
#############################################################
### Smith's Gaussian extremal process
x <- GridTopology(0, .1, 500)
z <- RFsimulate(RPsmith(RMgauss()), x=x, n=10)
plot(z, nmax=3)
z <- as.vector(as.matrix(z@data))
par(mfcol=c(2,1))
plot(pmin(15, z[1:min(length(z), 1000)]), type="l")
hist(ylim=c(0,1), pmin(z,5), 200, freq=FALSE)
xx <- seq(0,4,len=1000)
lines(xx, exp(-1/xx) / xx^2)
## a more complicated mixed moving maximum process
model <- RPsmith(RMmppplus(RMgauss(), RMexp(), p=c(0.3, 0.7)))
z <- RFsimulate(model, x=x, n=10)
plot(z, nmax=1, ylim=c(0, 15))
z<-as.vector(as.matrix(z@data))
par(mfcol=c(2,1))
plot(pmin(15, z[1:min(length(z), 1000)]), type="l")
hist(ylim=c(0,1), pmin(z,5), 200, freq=FALSE)
xx <- seq(0,4,len=1000)
lines(xx, exp(-1/xx) / xx^2)
## there are different possibilities to define a max-stable process:
## * m[[1]] below is a detailed way of defining a model.
## * m[[2]] is the same as m[[1]] as only one component is given
## * m[[3]] uses the fact that the standard schlather model is based
## on a Gaussian random field. So, it suffices to pass the
## covariance model
m <- list(RMmppplus(RPgauss(RMgauss())),
RPgauss(RMgauss()),
RMgauss())
x <- GridTopology(0, .1, 500)
for (i in 1:3){ %# same seed always
z <- RFsimulate(model=Schlather(m[[i]]),x=x, n=2, seed=0)
plot(z, nmax=1, ylim=c(0, 15))
z <- as.vector(as.matrix(z@data))
par(mfcol=c(2,1))
plot(pmin(10, z[1:min(length(z), 1000)]), type="l")
hist(ylim=c(0,1), pmin(z,5), 200, freq=FALSE)
xx <- seq(0,4,len=1000)
lines(xx, exp(-1/xx) / xx^2)
print(quantile(as.vector(z), probs=seq(0,1,0.05)))
}
## mixture of extremal Gaussian models:
x <- GridTopology(0, .03, 500)
model <- RMmppplus(RPgauss(RMgauss()), RPgauss(RMexp()),
p = c(0.7, 0.3))
z <- RFsimulate(model = Schlather(model), x=x,
gauss.meth="sp", n=1)
plot(z)
z <- as.vector(as.matrix(z@data))
par(mfcol=c(2,1))
plot(pmin(1000, z[1:min(length(z), 1001)]), type="l")
hist(ylim=c(0,1), pmin(z, 5), 200, freq=FALSE)
xx <- seq(0,4,len=1000)
lines(xx, exp(-1/xx) / xx^2)
print(summary(z))
## non-separable space-time model applied for two space dimensions
## note that tbm method works in some special cases.
x <- y <- seq(0, 7, 0.05)
T <- c(1,32,1) * 10 ## note necessarily gridtriple definition
model <- RMnsst(aniso=diag(c(3, 3, 0.02)), delta=2,
phi=RMgauss(), psi=RMgenfbm(alpha=1, delta=0.5))
z <- RFsimulate(x=x, y=y, T=T, model=model,
method="ci", CE.strategy=1, CE.trials=4)
rl <- function() readline("Press return")
for (i in 1:dim(z)[3]) { image(z[,,i], zlim=range(z)); rl();}
for (i in 1:dim(z)[2]) { image(z[,i,], zlim=range(z)); rl();}
for (i in 1:dim(z)[1]) { image(z[i,,], zlim=range(z)); rl();}
#############################################################
## Example 3 shows the benefits from stored, ##
## intermediate results: in case of the circulant ##
## embedding method, the speed is doubled in the second ##
## simulation. ##
#############################################################
RFoptions(storing=TRUE)
y <- x <- seq(0, 50, 0.1)
(p <- c(runif(3), runif(1)+1))
ut <- system.time(f <- RFsimulate(RPcirculant(RMexp())), x=x, y=y)
% method="circ", param=p))
plot(f)
%hist(f)
%c( mean(as.vector(f)), var(as.vector(f)) )
cat("system time (first call)", format(ut,dig=3),"\n")
# second call with the same paramters can be much faster:
ut <- system.time(f <- RFsimulate())
plot(f)
%hist(f)
%c( mean(as.vector(f)), var(as.vector(f)) )
cat("system time (second call)", format(ut,dig=3),"\n")
#############################################################
## ##
## Example 4: how the cutoff method can be set ##
## explicitly using hypermodels ##
## ##
#############################################################
## NOTE: this feature is still in an experimental stage
## which has not been yet tested intensively;
## further: arguments and algorithms may change in
## future.
## simuation of the stable model using the cutoff method
x <- seq(0, 1, 1/24) # nicer pictures with 1/240
scale <- 1.0
model1 <- RPcutoff(RMstable(alpha=1, scale=scale))
rs <- get(".Random.seed", envir=.GlobalEnv, inherits = FALSE)
z1 <- RFsimulate(x, x, model=model1, n=1, storing=TRUE)
(size <- RFgetRegisterInfo(meth=c("cutoff", "circ"))$S$size)
cut.off.param <- RFgetRegisterInfo(meth=c("cutoff", "circ"),
modelname="cutoff")$param
print(cut.off.param)
plot(z1)
## simulation of the same random field using the circulant
## embedding method and defining the hypermodel explicitely
model2 <- RMcutoff(scale = scale, diam=cut.off.param$diam, a=cut.off.param$a,
RMstable(alpha=1.0))
assign(".Random.seed", rs, envir=.GlobalEnv)
z2 <- RFsimulate(x, x, gridtriple=FALSE, model=model2,
meth="circulant", n=1, CE.mmin=size, Storing=TRUE)
image(x, x, z2)
Print(range(z1-z2)) ## essentially no difference between the fields!
#############################################################
## Example 5: ##
## The cutoff method simulates on a torus and a (small) ##
## rectangle is taken as the required simulation. ##
## ##
## The following code shows a whole such torus. ##
## The main part of the code sets local.dependent=TRUE and ##
## local.mmin to multiples of the basic rectangle lengths ##
#############################################################
# definition of the realisation
RFoptions(circulant.useprimes=FALSE)
x <- seq(0, 2, len=4) # better 20
y <- seq(0, 1, len=5) # better 40
grid.size <- c(length(x), length(y))
model <- RMexp(var=1.1, aniso=matrix(nc=2, c(2, 1, 0.5, 1)))
# determination of the (minimal) size of the torus
InitRFsimulate(x, y, model=model, method="cutoff")
ce.info.size <- RFgetRegisterInfo(meth=c("cutoff", "circ"))$S$size
blocks <- ceiling(ce.info.size / grid.size / 4) *4
(size <- blocks * grid.size)
# simulation and plot of the torus
z <- RFsimulate(x, y, model=model, method="cu",
n=prod(blocks) * 2,
local.dependent=TRUE, local.mmin=size)[,,c(TRUE, FALSE)]
height <- 8
ScreenDevice(height=height,
width=height / blocks[2] / diff(range(y)) *
blocks[1] * diff(range(x))))
close.screen(all = TRUE)
sc <- matrix(nc=blocks[1], split.screen(rev(blocks)), byrow=TRUE)
sc <- as.vector(t(sc[nrow(sc):1, ]))
for (i in 1:prod(blocks)) {
screen(sc[i])
par(mar=rep(1, 4) * 0.0)
image(z[,, i], zlim=c(-3, 3), axes=FALSE, col=rainbow(100))
}
% folgender Befehl muss unbedingt drin bleiben
close.screen(all = TRUE)
}}
\dontshow{FinalizeExample()}}
|