## ----------------------------------------------------------------------------- library(spStack) library(ggplot2) set.seed(1729) ## ----------------------------------------------------------------------------- # training and test data sizes n_train <- 150 n_pred <- 50 data("simGaussian") dat_train <- simGaussian[1:n_train, ] dat_pred <- simGaussian[n_train + 1:n_pred, ] mod1 <- spLMstack(y ~ x1, data = dat_train, coords = as.matrix(dat_train[, c("s1", "s2")]), cor.fn = "matern", params.list = list(phi = c(1.5, 3, 5), nu = c(0.75, 1.25), noise_sp_ratio = c(0.5, 1, 2)), n.samples = 1000, loopd.method = "psis", parallel = FALSE, solver = "ECOS", verbose = TRUE) ## ----------------------------------------------------------------------------- sp_pred <- as.matrix(dat_pred[, c("s1", "s2")]) X_new <- as.matrix(cbind(rep(1, n_pred), dat_pred$x1)) mod.pred <- posteriorPredict(mod1, coords_new = sp_pred, covars_new = X_new, joint = TRUE) post_samps <- stackedSampler(mod.pred) ## ----fig.align='center', fig.height=3.5, fig.width=7-------------------------- postpred_z <- post_samps$z.pred post_z_summ <- t(apply(postpred_z, 1, function(x) quantile(x, c(0.025, 0.5, 0.975)))) z_combn <- data.frame(z = dat_pred$z_true, zL = post_z_summ[, 1], zM = post_z_summ[, 2], zU = post_z_summ[, 3]) plot_z_summ <- ggplot(data = z_combn, aes(x = z)) + geom_errorbar(aes(ymin = zL, ymax = zU), alpha = 0.5, color = "skyblue") + geom_point(aes(y = zM), size = 0.5, color = "darkblue", alpha = 0.5) + geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") + xlab("True z1") + ylab("Posterior of z1") + theme_bw() + theme(panel.grid = element_blank(), aspect.ratio = 1) postpred_y <- post_samps$y.pred post_y_summ <- t(apply(postpred_y, 1, function(x) quantile(x, c(0.025, 0.5, 0.975)))) y_combn <- data.frame(y = dat_pred$y, yL = post_y_summ[, 1], yM = post_y_summ[, 2], yU = post_y_summ[, 3]) plot_y_summ <- ggplot(data = y_combn, aes(x = y)) + geom_errorbar(aes(ymin = yL, ymax = yU), alpha = 0.5, color = "skyblue") + geom_point(aes(y = yM), size = 0.5, color = "darkblue", alpha = 0.5) + geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") + xlab("True y") + ylab("Posterior of y") + theme_bw() + theme(panel.grid = element_blank(), aspect.ratio = 1) ggpubr::ggarrange(plot_z_summ, plot_y_summ) ## ----------------------------------------------------------------------------- # training and test data sizes n_train <- 150 n_pred <- 50 # load spatial Poisson data data("simPoisson") dat_train <- simPoisson[1:n_train, ] dat_pred <- simPoisson[n_train + 1:n_pred, ] mod1 <- spGLMstack(y ~ x1, data = dat_train, family = "poisson", coords = as.matrix(dat_train[, c("s1", "s2")]), cor.fn = "matern", params.list = list(phi = c(3, 4, 5), nu = c(0.5, 1.0), boundary = c(0.5)), priors = list(nu.beta = 5, nu.z = 5), n.samples = 1000, loopd.controls = list(method = "CV", CV.K = 10, nMC = 500), verbose = TRUE) ## ----------------------------------------------------------------------------- sp_pred <- as.matrix(dat_pred[, c("s1", "s2")]) X_new <- as.matrix(cbind(rep(1, n_pred), dat_pred$x1)) mod.pred <- posteriorPredict(mod1, coords_new = sp_pred, covars_new = X_new, joint = FALSE) post_samps <- stackedSampler(mod.pred) ## ----fig.align='center', fig.height=3.5, fig.width=7-------------------------- postpred_z <- post_samps$z.pred post_z_summ <- t(apply(postpred_z, 1, function(x) quantile(x, c(0.025, 0.5, 0.975)))) z_combn <- data.frame(z = dat_pred$z_true, zL = post_z_summ[, 1], zM = post_z_summ[, 2], zU = post_z_summ[, 3]) plot_z_summ <- ggplot(data = z_combn, aes(x = z)) + geom_errorbar(aes(ymin = zL, ymax = zU), alpha = 0.5, color = "skyblue") + geom_point(aes(y = zM), size = 0.5, color = "darkblue", alpha = 0.5) + geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") + xlab("True z") + ylab("Posterior predictive of z") + theme_bw() + theme(panel.grid = element_blank(), aspect.ratio = 1) postpred_y <- post_samps$y.pred post_y_summ <- t(apply(postpred_y, 1, function(x) quantile(x, c(0.025, 0.5, 0.975)))) y_combn <- data.frame(y = dat_pred$y, yL = post_y_summ[, 1], yM = post_y_summ[, 2], yU = post_y_summ[, 3]) plot_y_summ <- ggplot(data = y_combn, aes(x = y)) + geom_errorbar(aes(ymin = yL, ymax = yU), alpha = 0.5, color = "skyblue") + geom_point(aes(y = yM), size = 0.5, color = "darkblue", alpha = 0.5) + geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") + xlab("True y") + ylab("Posterior predictive of y") + theme_bw() + theme(panel.grid = element_blank(), aspect.ratio = 1) ggpubr::ggarrange(plot_z_summ, plot_y_summ) ## ----------------------------------------------------------------------------- # Example 2: Spatial-temporal model with varying coefficients n_train <- 150 n_pred <- 50 data("sim_stvcPoisson") dat <- sim_stvcPoisson[1:(n_train + n_pred), ] # split dataset into test and train dat_train <- dat[1:n_train, ] dat_pred <- dat[n_train + 1:n_pred, ] # create list of candidate models (multivariate) mod.list2 <- candidateModels(list(phi_s = list(1, 2, 3), phi_t = list(1, 2, 4), boundary = c(0.5, 0.75)), "cartesian") # fit a spatial-temporal varying coefficient model using predictive stacking mod1 <- stvcGLMstack(y ~ x1 + (x1), data = dat_train, family = "poisson", sp_coords = as.matrix(dat_train[, c("s1", "s2")]), time_coords = as.matrix(dat_train[, "t_coords"]), cor.fn = "gneiting-decay", process.type = "multivariate", candidate.models = mod.list2, loopd.controls = list(method = "CV", CV.K = 10, nMC = 500), n.samples = 500) ## ----------------------------------------------------------------------------- # prepare new coordinates and covariates for prediction sp_pred <- as.matrix(dat_pred[, c("s1", "s2")]) tm_pred <- as.matrix(dat_pred[, "t_coords"]) X_new <- as.matrix(cbind(rep(1, n_pred), dat_pred$x1)) mod_pred <- posteriorPredict(mod1, coords_new = list(sp = sp_pred, time = tm_pred), covars_new = list(fixed = X_new, vc = X_new), joint = FALSE) # sample from the stacked posterior and posterior predictive distribution post_samps <- stackedSampler(mod_pred) ## ----fig.align='center', fig.height=3.5, fig.width=7-------------------------- postpred_z <- post_samps$z.pred post_z1_summ <- t(apply(postpred_z[1:n_pred,], 1, function(x) quantile(x, c(0.025, 0.5, 0.975)))) post_z2_summ <- t(apply(postpred_z[n_pred + 1:n_pred,], 1, function(x) quantile(x, c(0.025, 0.5, 0.975)))) z1_combn <- data.frame(z = dat_pred$z1_true, zL = post_z1_summ[, 1], zM = post_z1_summ[, 2], zU = post_z1_summ[, 3]) z2_combn <- data.frame(z = dat_pred$z2_true, zL = post_z2_summ[, 1], zM = post_z2_summ[, 2], zU = post_z2_summ[, 3]) library(ggplot2) plot_z1_summ <- ggplot(data = z1_combn, aes(x = z)) + geom_errorbar(aes(ymin = zL, ymax = zU), alpha = 0.5, color = "skyblue") + geom_point(aes(y = zM), size = 0.5, color = "darkblue", alpha = 0.5) + geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") + xlab("True z1") + ylab("Posterior predictive of z1") + theme_bw() + theme(panel.grid = element_blank(), aspect.ratio = 1) plot_z2_summ <- ggplot(data = z2_combn, aes(x = z)) + geom_errorbar(aes(ymin = zL, ymax = zU), alpha = 0.5, color = "skyblue") + geom_point(aes(y = zM), size = 0.5, color = "darkblue", alpha = 0.5) + geom_abline(slope = 1, intercept = 0, color = "red", linetype = "solid") + xlab("True z2") + ylab("Posterior predictive of z2") + theme_bw() + theme(panel.grid = element_blank(), aspect.ratio = 1) ggpubr::ggarrange(plot_z1_summ, plot_z2_summ)