## S3 method for class 'default}(model, start, control, verbose=TRUE, \dots) ':
rmhundefined- model
{Data specifying the point process model
that is to be simulated.
}
- start
{Data determining the initial state of
the algorithm.
}
- control
{Data controlling the iterative behaviour
and termination of the algorithm.
}
- verbose
{Logical flag indicating whether to print progress
reports.
}
- ...
{Further arguments which will be passed to
any trend functions in model
.
}
A point pattern (an object of class "ppp"
, see
ppp.object
).
The returned value has an attribute info
containing
modified versions of the arguments
model
, start
, and control
which together specify
the exact simulation procedure.
The value of .Random.seed
at the start
of the simulations is also saved and returned as an attribute seed
.
This function generates simulated realisations from any of a range of
spatial point processes, using the Metropolis-Hastings algorithm.
It is the default method for the generic function rmh
.
This function executes a Metropolis-Hastings algorithm
with birth, death and shift proposals as described in
Geyer and Moller (1994).
The argument model
specifies the point process model to be
simulated. It is either a list, or an object of class
"rmhmodel"
, with the following components:
[object Object],[object Object],[object Object],[object Object],[object Object]
For full details of these parameters, see rmhmodel
.
The argument start
determines the initial state of the
Metropolis-Hastings algorithm. It is either a list, or an object
of class "rmhstart"
, with the following components:
[object Object],[object Object]
For full details of these parameters, see rmhstart
.
The third argument control
controls the simulation
procedure (including conditional simulation),
iterative behaviour, and termination of the
Metropolis-Hastings algorithm. It is either a list, or an
object of class "rmhcontrol"
, with components:
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
For full details of these parameters, see rmhcontrol
.
Conditional Simulation {
There are several kinds of conditional simulation.
- Simulationconditional upon the number of points,
that is, holding the number of points fixed.
To do this, set
control$p
(the probability of a shift) equal to 1.
The number of points is then determined by the starting state, which
may be specified either by settingstart$n.start
to be a
scalar, or by setting the initial patternstart$x.start
. - In the case of multitype processes, it is possible to simulate the
modelconditionally upon the number of points of each type,
i.e. holding the number of points of each type
to be fixed. To do this, set
control$p
equal to 1
andcontrol$fixall
to beTRUE
.
The number of points is then determined by the starting state, which
may be specified either by settingstart$n.start
to be an
integer vector, or by setting the initial patternstart$x.start
. - Simulationconditional on the configuration observed in a sub-window,
that is, requiring that, inside a specified sub-window$V$,
the simulated pattern should agree with a specified point pattern$y$.To do this, set
control$x.cond
to equal the
specified point pattern$y$, making sure that it is an object of class"ppp"
and that the windowas.owin(control$x.cond)
is the conditioning window$V$. - Simulationconditional on the presence of specified points,
that is, requiring that the simulated pattern should include a
specified set of points. This is simulation from the Palm
distribution of the point process given a pattern$y$.
To do this, set
control$x.cond
to be adata.frame
containing the coordinates (and marks,
if appropriate) of the specified points.
For further information, see rmhcontrol
.
Note that, when we simulate conditionally on the number of points, or
conditionally on the number of points of each type,
no expansion of the window is possible.
}
Baddeley, A. and Turner, R. (2000) Practical maximum
pseudolikelihood for spatial point patterns.
Australian and New Zealand Journal of Statistics
42, 283 -- 322. Diggle, P. J. (2003) Statistical Analysis of Spatial Point
Patterns (2nd ed.) Arnold, London.
Diggle, P.J. and Gratton, R.J. (1984)
Monte Carlo methods of inference for implicit statistical models.
Journal of the Royal Statistical Society, series B
46, 193 -- 212.
Diggle, P.J., Gates, D.J., and Stibbard, A. (1987)
A nonparametric estimator for pairwise-interaction point processes.
Biometrika 74, 763 -- 770.
Geyer, C.J. and Moller, J. (1994)
Simulation procedures and likelihood inference for spatial
point processes.
Scandinavian Journal of Statistics 21, 359--373.
Geyer, C.J. (1999)
Likelihood Inference for Spatial Point
Processes. Chapter 3 in O.E. Barndorff-Nielsen, W.S. Kendall and
M.N.M. Van Lieshout (eds) Stochastic Geometry: Likelihood and
Computation, Chapman and Hall / CRC, Monographs on Statistics and
Applied Probability, number 80. Pages 79--140.
Warnings {
There is never a guarantee that the Metropolis-Hastings algorithm
has converged to its limiting distribution.
If start$x.start
is specified then expand
is set equal to 1
and simulation takes place in x.start$window
. Any specified
value for expand
is simply ignored.
The presence of both a component w
of model
and a
non-null value for x.start$window
makes sense ONLY if w
is contained in x.start$window
.
For multitype processes make sure that, even if there is to be no
trend corresponding to a particular type, there is still a component
(a NULL component) for that type, in the list.
}
rmh
,
rmh.ppm
,
rStrauss
,
ppp
,
ppm
,
Strauss
,
Softcore
,
StraussHard
,
MultiStrauss
,
MultiStraussHard
,
DiggleGratton
Other models {
In theory, any finite point process model can be simulated using
the Metropolis-Hastings algorithm, provided the conditional
intensity is uniformly bounded.
In practice, the list of point process models that can be simulated using
rmh.default
is limited to those that have been implemented
in the package's internal C code. More options will be added in the future.
Note that the lookup
conditional intensity function
permits the simulation (in theory, to any desired degree
of approximation) of any pairwise interaction process for
which the interaction depends only on the distance between
the pair of points.
}
Reproducible simulations {
If the user wants the simulation to be exactly reproducible
(e.g. for a figure in a journal article, where it is useful to
have the figure consistent from draft to draft) then the state of
the random number generator should be set before calling
rmh.default
. This can be done either by calling
set.seed
or by assigning a value to
.Random.seed
. In the examples below, we use
set.seed
.
If a simulation has been performed and the user now wants to
repeat it exactly, the random seed should be extracted from
the simulated point pattern X
by seed <- attr(x, "seed")
,
then assigned to the system random nunber state by
.Random.seed <- seed
before calling rmh.default
.
}
nr <- 1e5
nv <- 5000
ns <- 200
nr <- 10
nv <- 5
ns <- 20
oldopt <- spatstat.options()
spatstat.options(expand=1.1)
set.seed(961018)
# Strauss process.
mod01 <- list(cif="strauss",par=list(beta=2,gamma=0.2,r=0.7),
w=c(0,10,0,10))
X1.strauss <- rmh(model=mod01,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Strauss process, conditioning on n = 80:
X2.strauss <- rmh(model=mod01,start=list(n.start=ns),
control=list(p=1,nrep=nr,nverb=nv))
# Hard core process:
mod02 <- list(cif="hardcore",par=list(beta=2,hc=0.7),w=c(0,10,0,10))
X3.hardcore <- rmh(model=mod02,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Strauss process equal to pure hardcore:
mod02s <- list(cif="strauss",par=list(beta=2,gamma=0,r=0.7),w=c(0,10,0,10))
X3.strauss <- rmh(model=mod02s,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Strauss process in a polygonal window.
x <- c(0.55,0.68,0.75,0.58,0.39,0.37,0.19,0.26,0.42)
y <- c(0.20,0.27,0.68,0.99,0.80,0.61,0.45,0.28,0.33)
mod03 <- list(cif="strauss",par=list(beta=2000,gamma=0.6,r=0.07),
w=owin(poly=list(x=x,y=y)))
X4.strauss <- rmh(model=mod03,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Strauss process in a polygonal window, conditioning on n = 80.
X5.strauss <- rmh(model=mod03,start=list(n.start=ns),
control=list(p=1,nrep=nr,nverb=nv))
# Strauss process, starting off from X4.strauss, but with the
# polygonal window replace by a rectangular one. At the end,
# the generated pattern is clipped to the original polygonal window.
xxx <- X4.strauss
xxx$window <- as.owin(c(0,1,0,1))
X6.strauss <- rmh(model=mod03,start=list(x.start=xxx),
control=list(nrep=nr,nverb=nv))
# Strauss with hardcore:
mod04 <- list(cif="straush",par=list(beta=2,gamma=0.2,r=0.7,hc=0.3),
w=c(0,10,0,10))
X1.straush <- rmh(model=mod04,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Another Strauss with hardcore (with a perhaps surprising result):
mod05 <- list(cif="straush",par=list(beta=80,gamma=0.36,r=45,hc=2.5),
w=c(0,250,0,250))
X2.straush <- rmh(model=mod05,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Pure hardcore (identical to X3.strauss).
mod06 <- list(cif="straush",par=list(beta=2,gamma=1,r=1,hc=0.7),
w=c(0,10,0,10))
X3.straush <- rmh(model=mod06,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Soft core:
w <- c(0,10,0,10)
mod07 <- list(cif="sftcr",par=list(beta=0.8,sigma=0.1,kappa=0.5),
w=c(0,10,0,10))
X.sftcr <- rmh(model=mod07,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Area-interaction process:
mod42 <- rmhmodel(cif="areaint",par=list(beta=2,eta=1.6,r=0.7),
w=c(0,10,0,10))
X.area <- rmh(model=mod42,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Multitype Strauss:
beta <- c(0.027,0.008)
gmma <- matrix(c(0.43,0.98,0.98,0.36),2,2)
r <- matrix(c(45,45,45,45),2,2)
mod08 <- list(cif="straussm",par=list(beta=beta,gamma=gmma,radii=r),
w=c(0,250,0,250))
X1.straussm <- rmh(model=mod08,start=list(n.start=ns),
control=list(ptypes=c(0.75,0.25),nrep=nr,nverb=nv))
# Multitype Strauss conditioning upon the total number
# of points being 80:
X2.straussm <- rmh(model=mod08,start=list(n.start=ns),
control=list(p=1,ptypes=c(0.75,0.25),nrep=nr,
nverb=nv))
# Conditioning upon the number of points of type 1 being 60
# and the number of points of type 2 being 20:
X3.straussm <- rmh(model=mod08,start=list(n.start=c(60,20)),
control=list(fixall=TRUE,p=1,ptypes=c(0.75,0.25),
nrep=nr,nverb=nv))
# Multitype Strauss hardcore:
rhc <- matrix(c(9.1,5.0,5.0,2.5),2,2)
mod09 <- list(cif="straushm",par=list(beta=beta,gamma=gmma,
iradii=r,hradii=rhc),w=c(0,250,0,250))
X.straushm <- rmh(model=mod09,start=list(n.start=ns),
control=list(ptypes=c(0.75,0.25),nrep=nr,nverb=nv))
# Multitype Strauss hardcore with trends for each type:
beta <- c(0.27,0.08)
tr3 <- function(x,y){x <- x/250; y <- y/250;
exp((6*x + 5*y - 18*x^2 + 12*x*y - 9*y^2)/6)
}
# log quadratic trend
tr4 <- function(x,y){x <- x/250; y <- y/250;
exp(-0.6*x+0.5*y)}
# log linear trend
mod10 <- list(cif="straushm",par=list(beta=beta,gamma=gmma,
iradii=r,hradii=rhc),w=c(0,250,0,250),
trend=list(tr3,tr4))
X1.straushm.trend <- rmh(model=mod10,start=list(n.start=ns),
control=list(ptypes=c(0.75,0.25),
nrep=nr,nverb=nv))
# Multitype Strauss hardcore with trends for each type, given as images:
bigwin <- square(250)
i1 <- as.im(tr3, bigwin)
i2 <- as.im(tr4, bigwin)
mod11 <- list(cif="straushm",par=list(beta=beta,gamma=gmma,
iradii=r,hradii=rhc),w=bigwin,
trend=list(i1,i2))
X2.straushm.trend <- rmh(model=mod11,start=list(n.start=ns),
control=list(ptypes=c(0.75,0.25),expand=1,
nrep=nr,nverb=nv))
# Diggle, Gates, and Stibbard:
mod12 <- list(cif="dgs",par=list(beta=3600,rho=0.08),w=c(0,1,0,1))
X.dgs <- rmh(model=mod12,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Diggle-Gratton:
mod13 <- list(cif="diggra",
par=list(beta=1800,kappa=3,delta=0.02,rho=0.04),
w=square(1))
X.diggra <- rmh(model=mod13,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Fiksel:
modFik <- list(cif="fiksel",
par=list(beta=180,r=0.15,hc=0.07,kappa=2,a= -1.0),
w=square(1))
X.diggra <- rmh(model=modFik,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Geyer:
mod14 <- list(cif="geyer",par=list(beta=1.25,gamma=1.6,r=0.2,sat=4.5),
w=c(0,10,0,10))
X1.geyer <- rmh(model=mod14,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Geyer; same as a Strauss process with parameters
# (beta=2.25,gamma=0.16,r=0.7):
mod15 <- list(cif="geyer",par=list(beta=2.25,gamma=0.4,r=0.7,sat=10000),
w=c(0,10,0,10))
X2.geyer <- rmh(model=mod15,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
mod16 <- list(cif="geyer",par=list(beta=8.1,gamma=2.2,r=0.08,sat=3))
data(redwood)
X3.geyer <- rmh(model=mod16,start=list(x.start=redwood),
control=list(periodic=TRUE,nrep=nr,nverb=nv))
# Geyer, starting from the redwood data set, simulating
# on a torus, and conditioning on n:
X4.geyer <- rmh(model=mod16,start=list(x.start=redwood),
control=list(p=1,periodic=TRUE,nrep=nr,nverb=nv))
# Lookup (interaction function h_2 from page 76, Diggle (2003)):
r <- seq(from=0,to=0.2,length=101)[-1] # Drop 0.
h <- 20*(r-0.05)
h[r<0.05] 0="" <-="" h[r="">0.10] <- 1
mod17 <- list(cif="lookup",par=list(beta=4000,h=h,r=r),w=c(0,1,0,1))
X.lookup <- rmh(model=mod17,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Strauss with trend
tr <- function(x,y){x <- x/250; y <- y/250;
exp((6*x + 5*y - 18*x^2 + 12*x*y - 9*y^2)/6)
}
beta <- 0.3
gmma <- 0.5
r <- 45
mod17 <- list(cif="strauss",par=list(beta=beta,gamma=gmma,r=r),
w=square(1), trend=tr3)
X1.strauss.trend <- rmh(model=mod17,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Baddeley-Geyer
r <- seq(0,0.2,length=8)[-1]
gmma <- c(0.5,0.6,0.7,0.8,0.7,0.6,0.5)
mod18 <- list(cif="badgey",par=list(beta=4000, gamma=gmma,r=r,sat=5),
w=square(1))
X1.badgey <- rmh(model=mod18,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
mod19 <- list(cif="badgey",
par=list(beta=4000, gamma=gmma,r=r,sat=1e4),
w=square(1))
set.seed(1329)
X2.badgey <- rmh(model=mod18,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))0.05]>
# Check:
h <- ((prod(gmma)/cumprod(c(1,gmma)))[-8])^2
hs <- stepfun(r,c(h,1))
mod20 <- list(cif="lookup",par=list(beta=4000,h=hs),w=square(1))
set.seed(1329)
X.check <- rmh(model=mod20,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# X2.badgey and X.check will be identical.
mod21 <- list(cif="badgey",par=list(beta=300,gamma=c(1,0.4,1),
r=c(0.035,0.07,0.14),sat=5), w=square(1))
X3.badgey <- rmh(model=mod21,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Same result as Geyer model with beta=300, gamma=0.4, r=0.07,
# sat = 5 (if seeds and control parameters are the same)
# Or more simply:
mod22 <- list(cif="badgey",
par=list(beta=300,gamma=0.4,r=0.07, sat=5),
w=square(1))
X4.badgey <- rmh(model=mod22,start=list(n.start=ns),
control=list(nrep=nr,nverb=nv))
# Same again --- i.e. the BadGey model includes the Geyer model.
spatstat.options(oldopt)
[object Object],[object Object],[object Object]
spatial
datagen