Package for spatio-temporal modelling. Contains functions that estimate, simulate and predict from the model described in (Szpiro et.al., 2010; Sampson et.al., 2011; Lindstr<U+001AD825>t.al., 2010). The package also contains functions that handle missing data SVD in accordance with (Fuentes et.al. 2006).
| Package: | SpatioTemporal |
| Type: | Package |
| Version: | 1.1.7 |
| Date: | 2013-08-12 |
| License: | GPL version 2 or newer |
| LazyLoad: | yes |
Examples in the package uses data from the Multi-Ethnic Study of Atherosclerosis and Air Pollution (MESA Air), (Cohen et.al.,2009).
Upates: Handling of log-Gaussian fields
predict.STmodel,
print.predictSTmodel,
plot.predictSTmodel,
predictCV.STmodel,
print.predCVSTmodel,
summary.predCVSTmodel,
plot.predCVSTmodel,
qqnorm.predCVSTmodel, and
scatterPlot.predCVSTmodel. Updated
predict.STmodel to compute temporal
averages, and return both prediction and variance of the
averages. Both for Gaussian and log-Gaussian data.
Upates: sparse-Matrices and temporal basis functions
makeSigmaB and makeSigmaNu;
this reduces the memory footprint and execution time for
loglikeST, predict.STmodel,
and estimate.STmodel. Added function
that does regression estimates of the beta-coefficients:
estimateBetaFields. Altered
computation of CV-statistics in
SVDsmoothCV. Added
boxplot.SVDcv for illustration of
CV-statistics from SVDsmoothCV.
Replaced updateSTdataTrend with
updateTrend.STdata and
updateTrend.STmodel that also allows for
temporal trends defined using functions. Updated
SVDsmooth, SVDsmoothCV, and
calcSmoothTrends to return both the trend
and the smoothing function used to compute the trends,
simplifying interpolation at unobserved time-points.
Updated example data-sets. Added options for
computation of temporal averages (incl. variances) to
predict.STmodel and
predictCV.STmodel. Major bug fixes:
predict.STmodel, predictions now
always uses the trend given in object,
ignoring the trend object in STdata. Prediction at
dates in STdata are computed using the smoothing
function that defines the trend; see
updateTrend.STmodel for details. In
summary.predCVSTmodel, code previously
divided by the wrong variance when computing adjusted R2
using the pred.naive option. In
summary.predCVSTmodel, code previously
returned statistics even for dates without observations
when using by.date=TRUE. In
plot.STdata and plot.STmodel
code now accounts for missing time-points when computing
acf and pacf. Added plot funcions/Minor fixes:
scatterPlot.STdata,
scatterPlot.STmodel, and
scatterPlot.predCVSTmodel for plotting
observations/residuals against covariates. Added
plot.mcmcSTmodel,
density.mcmcSTmodel, and
plot.density.mcmcSTmodel for plotting of
MCMC results. Added qqnorm.STdata,
qqnorm.STmodel, and
qqnorm.predCVSTmodel for plotting of data
and CV-prediction results. Added a restart
option to estimate.STmodel allowing for
restarts of optimisation in cases on bad optimisation.
Minor changes/Bug fixes:
predictNaive
that caused computations to take unnecessarily long.
Minor changes/Bug fixes:
SVDsmooth, that caused
the values in the temporal smooths to depend on the
number of unobserved time points.. This also
affects calcSmoothTrends and
updateSTdataTrend when the option
extra.dates is in use. Fixed bug in
simulate.STmodel that caused NA
values when simulating at unobserved sites. Fixed
bug in predict.STmodel that could cause
errors when predicting at unobserved sites. Fixed
bug in predictCV.STmodel and
predict.STmodel; these will now handle
predictions at locations with incomplete nugget
covariates. Updated c.STmodel and
predict.STmodel to avoid errors/warnings
due to more complex nugget models. Replaced
warning in createSTdata when
extra.dates!=NULL and n.basis=NULL with a
message. Bug fixes:
c.STmodel will now combine
STmodel objects with identical covariate scaling.
Major Changes:
beta in
predict.STmodel. Reduced the memory
footprint of predict.STmodel. Error
checks in c.STmodel and
predict.STmodel, combination of
STmodel objects with different covariate scaling
is NOT possible. Added:
plot.predCVSTmodel.
coef.estimateSTmodel and
coef.estCVSTmodel functions that extract
estimated parameters. Parameters for
predict.STmodel and
predictCV.STmodel can be specified using
estimateSTmodel or estCVSTmodel objects.
An lwd option to
plot.predictSTmodel. A short
introductory vignette as complement to the full
tutorial. Bug fixes:
predictNaive now works for only one
locations. detrendSTdata now works
for different regions. Added packages
maps and plotrix to suggested packages.
Bug fixes:
Minor bug fixes
Updated documentation and vignette
Major change, most old functions are now deprecated. New features:
Minor updates - no user visible changes
First CRAN-release
First released version, short course at TIES-2010
M. A. Cohen, S. D. Adar, R. W. Allen, E. Avol, C. L. Curl, T. Gould, D. Hardie, A. Ho, P. Kinney, T. V. Larson, P. D. Sampson, L. Sheppard, K. D. Stukovsky, S. S. Swan, L. S. Liu, J. D. Kaufman. (2009) Approach to Estimating Participant Pollutant Exposures in the Multi-Ethnic Study of Atherosclerosis and Air Pollution (MESA Air). Environmental Science & Technology: 43(13), 4687-4693.
M. Fuentes, P. Guttorp, and P. D. Sampson. (2006) Using Transforms to Analyze Space-Time Processes in Statistical methods for spatio-temporal systems (B. Finkenst<e4>dt, L. Held, V. Isham eds.) 77-150
J. Lindstr<U+001ADB20>A. Szpiro, P. D. Sampson, L. Sheppard, A. Oron, M. Richards, and T. Larson T. (2010) A flexible spatio-temmporal model for air pollution: allowing for spatio-temporal covariates. Berkeley Electronic Press, University of Washington Biostatistics Working Paper Series, No. 370. http://www.bepress.com/uwbiostat/paper370
A. Szpiro, P. D. Sampson, L. Sheppard, T. Lumley, S. D. Adar, and J. D. Kaufman. (2010) Predicting intra-urban variation in air pollution concentrations with complex spatio-temporal dependencies. Environmetrics: 21, 606-631.
P. D. Sampson, A. Szpiro, L. Sheppard, J. Lindstr<U+001ADB20>J. D. Kaufman. (2011) Pragmatic Estimation of a Spatio-temporal Air Quality Model with Irregular Monitoring Data. Atmospheric Environment: 45(36), 6593-6606.
# NOT RUN {
##For a short introduction see:
# }
# NOT RUN {
vignette("ST_intro",package="SpatioTemporal")
# }
# NOT RUN {
##For a worked out data-analysis exmaple see the tutorial.
##NOTE: This vignette is still work in progress
# }
# NOT RUN {
vignette("Tutorial",package="SpatioTemporal")
# }
# NOT RUN {
# }
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