Applied Spatial Statistics: Problem Set # 3

Sarah Strazzo

date()
## [1] "Fri Apr 12 10:43:00 2013"

Due Date: April 24, 2013

Total Points: 40

Krige the Parana rainfall.

1. Examine the data for spatial trends and normality.

require(geoR)
data(parana)

summary(parana)
## $n
## [1] 143
## 
## $coords.summary
##      east  north
## min 150.1  70.36
## max 768.5 461.97
## 
## $distances.summary
##   min   max 
##   1.0 619.5 
## 
## $data.summary
##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##     163     234     270     274     318     414 
## 
## $borders.summary
##      east  north
## min 138.0  46.77
## max 798.6 507.93
## 
## $others
## [1] "loci.paper"
## 
## attr(,"class")
## [1] "summary.geodata"
plot(parana)

plot of chunk preliminary

plot(parana, trend = "1st")

plot of chunk preliminary

plot(parana, trend = "2nd")

plot of chunk preliminary

The maximum distance is: 619.5

2. Compute empirical variograms.

plot(variog4(parana, trend = "1st", max.dist = 310), omni = TRUE)
## variog: computing variogram for direction = 0 degrees (0 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing variogram for direction = 45 degrees (0.785 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing variogram for direction = 90 degrees (1.571 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing variogram for direction = 135 degrees (2.356 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing omnidirectional variogram

plot of chunk ComputeVariograms

plot(variog4(parana, trend = "2nd", max.dist = 310), omni = TRUE)
## variog: computing variogram for direction = 0 degrees (0 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing variogram for direction = 45 degrees (0.785 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing variogram for direction = 90 degrees (1.571 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing variogram for direction = 135 degrees (2.356 radians)
##         tolerance angle = 22.5 degrees (0.393 radians)
## variog: computing omnidirectional variogram

plot of chunk ComputeVariograms

plot(variog(parana, trend = "1st", max.dist = 310))
## variog: computing omnidirectional variogram

plot of chunk ComputeVariograms

plot(variog(parana, trend = "2nd", max.dist = 310))
## variog: computing omnidirectional variogram

plot of chunk ComputeVariograms

3. Fit a variogram model to empirical variogram.

Find the best model:

iv = c(600, 160)
summary(likfit(parana, ini = iv, cov.model = "exp", fix.nug = TRUE, message = FALSE))$likelihood$AIC
## [1] 1394
summary(likfit(parana, ini = iv, cov.model = "exp", trend = "1st", fix.nug = FALSE, 
    message = FALSE))$likelihood$AIC
## [1] 1340
summary(likfit(parana, ini = iv, cov.model = "exp", trend = "2nd", fix.nug = TRUE, 
    message = FALSE))$likelihood$AIC
## [1] 1347
summary(likfit(parana, ini = iv, cov.model = "exp", trend = "2nd", fix.nug = FALSE, 
    message = FALSE))$likelihood$AIC
## [1] 1338
summary(likfit(parana, ini = iv, cov.model = "sph", trend = "2nd", fix.nug = TRUE, 
    message = FALSE))$likelihood$AIC
## [1] 1350
summary(likfit(parana, ini = iv, cov.model = "sph", trend = "2nd", fix.nug = FALSE, 
    message = FALSE))$likelihood$AIC
## [1] 1337

summary(likfit(parana, ini = iv, cov.model = "exp", trend = "2nd", fix.nug = FALSE))
## kappa not used for the exponential correlation function
## ---------------------------------------------------------------
## likfit: likelihood maximisation using the function optim.
## likfit: Use control() to pass additional
##          arguments for the maximisation function.
##         For further details see documentation for optim.
## likfit: It is highly advisable to run this function several
##         times with different initial values for the parameters.
## likfit: WARNING: This step can be time demanding!
## ---------------------------------------------------------------
## likfit: end of numerical maximisation.
## Summary of the parameter estimation
## -----------------------------------
## Estimation method: maximum likelihood 
## 
## Parameters of the mean component (trend):
##   beta0   beta1   beta2   beta3   beta4   beta5 
## 423.928   0.062  -0.636   0.000   0.000   0.001 
## 
## Parameters of the spatial component:
##    correlation function: exponential
##       (estimated) variance parameter sigmasq (partial sill) =  373
##       (estimated) cor. fct. parameter phi (range parameter)  =  77.5
##    anisotropy parameters:
##       (fixed) anisotropy angle = 0  ( 0 degrees )
##       (fixed) anisotropy ratio = 1
## 
## Parameter of the error component:
##       (estimated) nugget =  381
## 
## Transformation parameter:
##       (fixed) Box-Cox parameter = 1 (no transformation)
## 
## Practical Range with cor=0.05 for asymptotic range: 232.3
## 
## Maximised Likelihood:
##    log.L n.params      AIC      BIC 
##   "-660"      "9"   "1338"   "1365" 
## 
## non spatial model:
##    log.L n.params      AIC      BIC 
##   "-671"      "7"   "1356"   "1376" 
## 
## Call:
## likfit(geodata = parana, trend = "2nd", ini.cov.pars = iv, fix.nugget = FALSE, 
##     cov.model = "exp")
summary(likfit(parana, ini = iv, cov.model = "sph", trend = "2nd", fix.nug = FALSE))
## kappa not used for the spherical correlation function
## ---------------------------------------------------------------
## likfit: likelihood maximisation using the function optim.
## likfit: Use control() to pass additional
##          arguments for the maximisation function.
##         For further details see documentation for optim.
## likfit: It is highly advisable to run this function several
##         times with different initial values for the parameters.
## likfit: WARNING: This step can be time demanding!
## ---------------------------------------------------------------
## likfit: end of numerical maximisation.
## Summary of the parameter estimation
## -----------------------------------
## Estimation method: maximum likelihood 
## 
## Parameters of the mean component (trend):
##   beta0   beta1   beta2   beta3   beta4   beta5 
## 425.075   0.075  -0.637   0.000   0.000   0.001 
## 
## Parameters of the spatial component:
##    correlation function: spherical
##       (estimated) variance parameter sigmasq (partial sill) =  329
##       (estimated) cor. fct. parameter phi (range parameter)  =  160
##    anisotropy parameters:
##       (fixed) anisotropy angle = 0  ( 0 degrees )
##       (fixed) anisotropy ratio = 1
## 
## Parameter of the error component:
##       (estimated) nugget =  403
## 
## Transformation parameter:
##       (fixed) Box-Cox parameter = 1 (no transformation)
## 
## Practical Range with cor=0.05 for asymptotic range: 160
## 
## Maximised Likelihood:
##    log.L n.params      AIC      BIC 
##   "-660"      "9"   "1337"   "1364" 
## 
## non spatial model:
##    log.L n.params      AIC      BIC 
##   "-671"      "7"   "1356"   "1376" 
## 
## Call:
## likfit(geodata = parana, trend = "2nd", ini.cov.pars = iv, fix.nugget = FALSE, 
##     cov.model = "sph")

Plotting the models to see how they fit:

plot(variog(parana, trend = "2nd", max.dist = 310))
## variog: computing omnidirectional variogram
lines.variomodel(cov.model = "exp", cov.pars = c(372.6, 77.54), nug = 381.2, 
    max.dist = 310, col = "red")
lines.variomodel(cov.model = "sph", cov.pars = c(329.2, 160), nug = 403.3, max.dist = 310, 
    col = "green")

plot of chunk plotModels

Save the two best (lowest AIC) models:

modelE = likfit(parana, ini = iv, cov.model = "exp", trend = "2nd", fix.nug = FALSE, 
    messages = TRUE)
## kappa not used for the exponential correlation function
## ---------------------------------------------------------------
## likfit: likelihood maximisation using the function optim.
## likfit: Use control() to pass additional
##          arguments for the maximisation function.
##         For further details see documentation for optim.
## likfit: It is highly advisable to run this function several
##         times with different initial values for the parameters.
## likfit: WARNING: This step can be time demanding!
## ---------------------------------------------------------------
## likfit: end of numerical maximisation.
modelS = likfit(parana, ini = iv, cov.model = "sph", trend = "2nd", fix.nug = FALSE, 
    messages = TRUE)
## kappa not used for the spherical correlation function
## ---------------------------------------------------------------
## likfit: likelihood maximisation using the function optim.
## likfit: Use control() to pass additional
##          arguments for the maximisation function.
##         For further details see documentation for optim.
## likfit: It is highly advisable to run this function several
##         times with different initial values for the parameters.
## likfit: WARNING: This step can be time demanding!
## ---------------------------------------------------------------
## likfit: end of numerical maximisation.

4. Construct an interpolated surface using a 200 by 200 grid.

pred.grid = expand.grid(seq(137, 799, l = 200), seq(46, 508, l = 200))

parana.ks = krige.conv(parana, loc = pred.grid, krige = krige.control(trend.d = "2nd", 
    trend.l = "2nd", obj.m = modelS))
## krige.conv: results will be returned only for prediction locations inside the borders
## krige.conv: model with mean given by a 2nd order polynomial on the coordinates
## krige.conv: Kriging performed using global neighbourhood

parana.ks2 = krige.conv(parana, loc = pred.grid, krige = krige.control(trend.d = "2nd", 
    trend.l = "2nd", obj.m = modelE))
## krige.conv: results will be returned only for prediction locations inside the borders
## krige.conv: model with mean given by a 2nd order polynomial on the coordinates
## krige.conv: Kriging performed using global neighbourhood
image(parana.ks, col = rev(heat.colors(20)), xlab = "Longitude", ylab = "Latitude")
title(main = "Spherical Model w/ Nonzero Nugget")
contour(parana.ks, add = TRUE, nlevel = 20)

plot of chunk plotPredictedSurface

image(parana.ks2, col = rev(heat.colors(20)), xlab = "Longitude", ylab = "Latitude")
title(main = "Exponential Model w/ Non-Zero Nugget")
contour(parana.ks2, add = TRUE, nlevel = 20)

plot of chunk plotImage2

They look very similar.

5. Examine the prediction errors.

xv.wk = xvalid(parana, model = modelS)
## xvalid: number of data locations       = 143
## xvalid: number of validation locations = 143
## xvalid: performing cross-validation at location ... 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, 
## xvalid: end of cross-validation
plot(xv.wk$data, xv.wk$predicted, xlab = "Observed Rainfall", ylab = "Predicted Rainfall at Observed Location (spherical)", 
    asp = 1, col = "red", pch = 20)
abline(0, 1)
abline(lm(xv.wk$predicted ~ xv.wk$data), col = "red")

plot of chunk crossValidatedPEWCA

mean(xv.wk$error^2)
## [1] 534.3
mean(abs(xv.wk$error))
## [1] 17.89

xv.wk = xvalid(parana, model = modelE)
## xvalid: number of data locations       = 143
## xvalid: number of validation locations = 143
## xvalid: performing cross-validation at location ... 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, 
## xvalid: end of cross-validation
plot(xv.wk$data, xv.wk$predicted, xlab = "Observed Rainfall", ylab = "Predicted Rainfall at Observed Location (exponential)", 
    asp = 1, col = "red", pch = 20)
abline(0, 1)
abline(lm(xv.wk$predicted ~ xv.wk$data), col = "red")

plot of chunk crossValidatedPEWCA

mean(xv.wk$error^2)
## [1] 536.8
mean(abs(xv.wk$error))
## [1] 17.9

The mean squared cross validated prediction error is 534 units squared and the mean absolute cross validated prediction error is 18 units.