This vignette explains how to tweak “gmGeostasts” to declare new datatypes for data layers (e.g. for data with special characteristics besides compositional data), and associate creation and prediction function to it. If you are looking for a general introduction to the package, see this other vignette
library(compositions)
#> Welcome to compositions, a package for compositional data analysis.
#> Find an intro with "? compositions"
#>
#> Attaching package: 'compositions'
#> The following object is masked from 'package:gmGeostats':
#>
#> logratioVariogram
#> The following objects are masked from 'package:stats':
#>
#> anova, cor, cov, dist, var
#> The following object is masked from 'package:graphics':
#>
#> segments
#> The following objects are masked from 'package:base':
#>
#> %*%, norm, scale, scale.default
library(gstat)
#>
#> Attaching package: 'gstat'
#> The following object is masked from 'package:compositions':
#>
#> fit.lmc
#> The following object is masked from 'package:gmGeostats':
#>
#> variogram
library(gmGeostats)
library(magrittr)
The statistical scale of a data layer is a subjective assessment of the way in which pairs of values of that layer need to be compared. Classical statistical scales after Stevens (1946) are the nominal (two values are either equal or they are different), ordinal (two values are either equal, or one is larger than the other), interval (values can be meaningfully compared by the mathematical operation of subtraction) and ratio (values are strictly positive and can be meaningfully compared by the operation of quotient). Other scales have been introduced, such as several compositional scales for data about the amounts and proportions of components forming a system (Aitchison, 1986; van den Boogaart and Tolosana-Delgado, 2013; van den Boogaart, Tolosana-Delgado and Bren, 2021); for circular and spherical data; for distributional data; for positive definite matrices; etc.
A scale \(s\) is then typically described by a way of computing the difference between two values \(d_s(\cdot, \cdot)\), coupled with a description of the set \(\mathcal{E}_s\) of values of that layer that are at all possible. In the case of circular data, the set of possible values is \([-\pi, \pi)\), and given the periodicity condition, the way to compare two values \(a\) and \(b\) is \((a-b)\) modulo \(\pi\).
To ease the computation with observations \(x\) on such layers we want to define a transformation \(R(x)\) that delivers a representation \(z=R(x)\) of the data, such that: (i) \(R^{-1}(z)\) exists for all values of the linear span of \(R(x)\), (ii) it can be ensured that \(R^{-1}(z)\in \mathcal{E}_s\), and (iii) that \(d_s(x_1, x_2)\approx R(x_1)-R(x_2)\). A classical representation strategy of circular data is through an embedding into \(R^2\) the bivariate real space, by means of the transformation \[ R(\theta)=[\sin(\theta), \cos(\theta)]=\mathbf{z} \] with inverse operation \[ \theta = \tan^{-1} \frac{z_2}{z_1} \]
For our purposes, the absolute minimum you need to program is:
= function(x, varname ="theta", conversion=pi/180){
circular # output to be a (N, 1)-datamatrix
if(length(dim(x))!=2){ # case `x` is a vector
= t(t(x))
y colnames(y) = varname
else if(nrow(x)!=1){ # case `x` is a too large matrix
}= x[, varname]
y
}= y * conversion
y class(y) = "circular"
return(y)
}
(The function can do other things, like in this case, allowing a potential conversion from degrees to radians, or managing several input cases).
compositions::cdt()
implementing the representation for data of your type and returning an rmult object= function(x, ...){
cdt.circular = cbind(sin(x), cos(x))
z colnames(z) = c("z1", "z2")
return(rmult(z, orig=x))
}
It is important that your cdt()
method makes use of the two main arguments of the compositions::rmult()
function: z
(for the transformed scores) and orig
(for the untransformed data).
compositions::cdtInv()
implementing the backrepresentation for data of your type (argument z
expects the representation, and orig
must be exactly what is set in this example; NOTICE the three dots at compositions:::gsi.orig
)= function(z, orig=compositions:::gsi.orig(x),...){
cdtInv.circular #z = unclass(z)
= atan2(z[,2], z[,1])
x return(circular(x, varname=colnames(orig), conversion = 1))
}
With these few lines of programming you could already be able to use “gmGeostats” for your data. To show how, we will generate first a univariate, real-valued random field, take it as if it were circular data (in radians), extract some components out of it, and do a geostatistical analysis with the output.
## model setup
set.seed(333275)
= data.frame(x=0, y=0, z=0) # one point is necesary
xdt = vgm(model="Exp", psill=1, nugget=0, range=1, anis=c(30, 0.8)) # variogram model
vg = gstat(id="z", formula=z~1, locations = ~x+y , data=xdt, nmax=10, model=vg)
gs ## sample point coordinates
<- runif(2000, min = 0, max = 10) # values between 0 and 10
x = data.frame(x=x[1:1000], y=x[1001:2000])
Xdt # simulate random function
= predict(gs, newdata=Xdt, nsim=1)
Z #> drawing 1 GLS realisation of beta...
#> [using conditional Gaussian simulation]
# select columns
= Z[,3]
Zdt # define and plot data
= circular(Zdt, varname = "theta", conversion = 1)
Zdtc pairsmap(Zdtc, loc=Xdt)
Now we can proceed with the analysis. First we create the “gmSpatialModel” containing the transformed data
=
theta.gg make.gmMultivariateGaussianSpatialModel(
data=cdt(Zdtc), coords = Xdt, # always use cdt in such cases!
formula = ~1 # for ordinary (co)kriging
)
compute and plot the variogram
= gmGeostats::variogram(theta.gg)
theta.vg plot(theta.vg)
and model it, in this case with a combination of short range exponental (of effective range approximately 1), a long-range spherical (range approx 3), and a nugget zero. All ways of modelling variograms are allowed, for instance with “gstat” variograms
= gstat::vgm(model="Exp", range=1/3, psill=0.1) %>%
theta.md ::vgm(add.to=., model="Sph", range=3, psill=0.1)}
{gstat= fit_lmc(v=theta.vg, g = theta.gg, model = theta.md)
theta.gs plot(theta.vg, model=theta.gs$model)
Finally we extend the original data container with this model
=
theta.gg make.gmMultivariateGaussianSpatialModel(
data=cdt(Zdtc), coords = Xdt, # always set V="clr" in such cases!
formula = ~1, # for ordinary (co)kriging
model = theta.gs$model
)
The outcome can then be used for validation, prediction or simulation. Here we do cokriging on a \(0.1\)-step grid between \(0\) and \(10\)
<- seq(from=0, to=10, by=0.1)
x = expand.grid(x,x)
xx colnames(xx) = colnames(Xdt)
= KrigingNeighbourhood(nmax = 20, omax=7, maxdist=1)
ng = predict(theta.gg, newdata = xx, pars=ng)
theta.prds #> starting cokriging
#> Linear Model of Coregionalization found. Good.
#> [using ordinary cokriging]
and the result be reordered and backtransformed
= gsi.gstatCokriging2rmult(theta.prds)
theta.prds.grid = backtransform(theta.prds.grid, as = cdt(Zdtc))
theta.prds.back summary(theta.prds.back)
#> theta
#> Min. :-2.3318
#> 1st Qu.:-0.2348
#> Median : 0.3163
#> Mean : 0.3476
#> 3rd Qu.: 0.9490
#> Max. : 2.6576
Note that the function backtransform()
is available in package “compositions” from version 1.0.1-9002, and it expects as the second argument as
a transformed data set, typically the original one. To plot the result we might have to program a method for image_cokriged
that should take care to fictionally reclass the backtransformed data to “spatialGridRmult” and choose a color sequence appropriate for the periodic nature of the data
= function(x, ...){
image_cokriged.circular class(x) = c("spatialGridRmult", "rmult")
image_cokriged(x, breaks=40, col=rainbow(10), ...)
}image_cokriged(theta.prds.back, ivar="theta")
“gmGeostats” uses a mixture of S3 and S4 classes to manage the several kinds of objects, S3 classes mostly preferred for simple configuration objects, models and data elements, and S4 classes mostly in use for large compound spatial models and data containers. S4 classes, though being somewhat more complex to handle and slightly slower, have the advantage to allow for multiple dispatch, which this package extensively uses. S4 classes require its fields (called “slots”) to strictly belong to a specific class. To handle this condition, and at the same time allow for multiple methods of specification, estimation, fitting and prediction of spatial models and random functions, “gmGeostats” provides a series of abstract classes allowing to control that certain fields do contain only certain kinds of objects:
gmNeighbourhoodSpecification contains a description of the neighbourhood of a point during interpolation/simulation.
EmpiricalStructuralFunctionSpecification contains a desciption of empirical structural functions, typically empirical variograms in different formats (e.g. “gstatVariogram” from package “gstat”, or “logratioVariogram” from package “compositions”).
ModelStructuralFunctionSpecification, equivalent to the preceding one, this class contains specifications of models for structural functions (e.g. “variogramModel” or “CompLinModCoReg” for packages “gstat” resp. “compositions”).
gmValidationStrategy describes the way a model should be validated.
gmGaussianSimulationAlgorithm specifies the exact gaussian simulation algorithm to be used, and provides its parameters (e.g. number of bands for Turning Bands).
gmTrainingImage for multipoint statistics (MPS) methods, this abstract class gathers all ways to specify a gridded image.
gmUnconditionalSpatialModel convenience class of the union of “gmTrainingImage” and “gmGaussianModel” (a concrete class containing “ModelStructuralFunctionSpecification” with some extra information), it is thought to contain all future specifications of an unconditional random function, beyond the two members currently contained.
gmMPSParameters, analogous to “gmGaussianSimulationAlgorithm” or “gmValidationStrategy”, this abstract class contains all specifications of MPS algorithms available.
gmSpatialMethodParameters is a large container of both two-point and multipoint methods, i.e. descriptors of specific algorithms and their parameters. This union class should only contain other abstract claases!
The package “methods” provides a way of checking the subclasses and superclasses of any specific class, thanks to the function classesToAM()
:
classesToAM("gmSpatialMethodParameters", includeSubclasses = TRUE)
#> gSMP gmNS gMPS gmVS NULL gmKN gDSP LvOO NfCV .NUL
#> gmSpatialMethodParameters 0 0 0 0 0 0 0 0 0 0
#> gmNeighbourhoodSpecification 1 0 0 0 0 0 0 0 0 0
#> gmMPSParameters 1 0 0 0 0 0 0 0 0 0
#> gmValidationStrategy 1 0 0 0 0 0 0 0 0 0
#> NULL 0 1 1 1 0 0 0 0 0 0
#> gmKrigingNeighbourhood 0 1 0 0 0 0 0 0 0 0
#> gmDirectSamplingParameters 0 0 1 0 0 0 0 0 0 0
#> LeaveOneOut 0 0 0 1 0 0 0 0 0 0
#> NfoldCrossValidation 0 0 0 1 0 0 0 0 0 0
#> .NULL 0 0 0 0 1 0 0 0 0 0
The matrix contain a 1 if the row class is a subclass of the column class, and 0 otherwise.
Directional data can be treated within the framework of complex random fields \[ Z(x) = U(x) + i V(x) \] The structural tool for complex data is the complex covariance function (Wackernagel, 2003; de Iaco et al, 2013) \[ C(h) = \underbrace{C_{UU}(h) + C_{VV}(h)}_{C^{Re}(h)} + i\underbrace{(C_{VU}(h)-C_{UV}(h))}_{C^{Im}(h)} \] where \(C_{UU}\) and \(C_{VV}\) are the direct covariances of resp. the real and imaginary part of the complex random field (in the case of the circular representation analogous to the direct covariances of \(sin(.)\) and \(cos(.)\)), and \(C_{UV}\) and \(C_{VU}\) are the cross-covariance and real and imaginary part (analogous to the cross-covariance of \(sin(.)\) and \(cos(.)\)).
Let us thus define a function that computes \(C^{Re}(h)\) and \(C^{Im}(h)\) from \(C_{UU}(h), C_{VV}(h)\) and \(C_{UV}(h)\):
# compute covariogram!
= gmGeostats::variogram(theta.gg, covariogram=TRUE)
theta.cvg class(theta.cvg)
#> [1] "gstatVariogram" "data.frame"
# structure of the gstatVariogram object
head(theta.cvg)
#> np dist gamma dir.hor dir.ver id
#> 1 3052 0.2085728 -0.07013820 0 0 z1.z2
#> 2 8836 0.4841303 -0.06561390 0 0 z1.z2
#> 3 13802 0.7961717 -0.04900795 0 0 z1.z2
#> 4 18656 1.1083466 -0.03414289 0 0 z1.z2
#> 5 23450 1.4191027 -0.02448557 0 0 z1.z2
#> 6 26866 1.7309977 -0.01574590 0 0 z1.z2
# values controlling the split in direct and cross-variograms
$id
theta.vg#> [1] z1.z2 z1.z2 z1.z2 z1.z2 z1.z2 z1.z2 z1.z2 z1.z2 z1.z2 z1.z2 z1.z2 z1.z2
#> [13] z1.z2 z1.z2 z1.z2 z2 z2 z2 z2 z2 z2 z2 z2 z2
#> [25] z2 z2 z2 z2 z2 z2 z1 z1 z1 z1 z1 z1
#> [37] z1 z1 z1 z1 z1 z1 z1 z1 z1
#> Levels: z1.z2 z2 z1
# function doing the recalculations
= function(cv){
recompute_complex_cov # split the gstatVariogram structure in the individual vgrams
= split(cv[, -6], cv$id)
aux # ad-hoc function taking two vgrams and operating their gamma column
= function(x,y, alpha=1){
sumGamma $gamma = x$gamma + alpha*y$gamma
xreturn(x)
}# compute C^{Im} and C^{Re}
= list(Im=sumGamma(aux$z1.z2, aux$z1.z2, -1),
aaxx Re=sumGamma(aux$z1, aux$z2)
)# undo the split
= rep(c("Im", "Re"), each=nrow(aux$z1))
f = unsplit(aaxx, f)
res $id = as.factor(f)
res# restore the class and return
class(res) = class(cv)
return(res)
}# do the calculations!
%>% recompute_complex_cov %>% plot theta.vg
This is again a quick and dirty solution, as:
We need to improve the computations slightly. First we need to consider estimates for the whole 360\(^o\), so that we can obtain \(C_{VU}(h)=C_{UV}(-h)\),
# compute variogram for the whole circle, i.e. until 360 deg
= gmGeostats::variogram(
theta.cvg covariogram=TRUE, alpha=(0:11)*30)
theta.gg, # how are the directions structured?
$id=="z1", "dir.hor"]
theta.cvg[theta.cvg#> [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 30 30
#> [19] 30 30 30 30 30 30 30 30 30 30 30 30 30 30 60 60 60 60
#> [37] 60 60 60 60 60 60 60 60 60 60 60 60 90 90 90 90 90 90
#> [55] 90 90 90 90 90 90 90 90 90 90 120 120 120 120 120 120 120 120
#> [73] 120 120 120 120 120 120 120 120 150 150 150 150 150 150 150 150 150 150
#> [91] 150 150 150 150 150 150 180 180 180 180 180 180 180 180 180 180 180 180
#> [109] 180 180 180 180 210 210 210 210 210 210 210 210 210 210 210 210 210 210
#> [127] 210 210 240 240 240 240 240 240 240 240 240 240 240 240 240 240 240 240
#> [145] 270 270 270 270 270 270 270 270 270 270 270 270 270 270 270 270 300 300
#> [163] 300 300 300 300 300 300 300 300 300 300 300 300 300 300 330 330 330 330
#> [181] 330 330 330 330 330 330 330 330 330 330 330 330
and second we must modify our recomputing function to take into account this symmetry and the particular way the directions are stored in the object:
# function doing the recalculations
= function(cv){
recompute_complex_cov_anis # split the gstatVariogram structure in the individual vgrams
= split(cv[, -6], cv$id)
aux # ad-hoc function taking two vgrams and operating their gamma column
= function(x,y, alpha=1){
sumGamma $gamma = x$gamma + alpha*y$gamma
yreturn(y) # this time return the second argument!
}= nrow(aux[[1]])/2
N # compute C^{Im} and C^{Re}
= list(Im=sumGamma(aux$z1.z2[-(1:N),], aux$z1.z2[(1:N),], -1),
aaxx Re=sumGamma(aux$z1[1:N,], aux$z2[1:N,])
)# undo the split
= rep(c("Im", "Re"), each=N)
f = unsplit(aaxx, f)
res $id = as.factor(f)
res# restore the class and return
class(res) = class(cv)
return(res)
}
%>% recompute_complex_cov_anis() %>% plot theta.cvg
Although the outcome is quite satisfactory, the code is currently tricky to use, as it requires for instance that one computes covariograms for a whole set of directions over the 360\(^o\), which is not common.
As a consequence, we should produce a tailored function that takes responsibility over all these details
= function(g, dirs=4){
circularCovariogram # case dirs is only the number of desired directions
if(length(dirs)==1){
= 180/dirs
delta = delta*(0:(dirs-1))
dirs
}# extend the nr of directions to the whole circle
= c(dirs, 180 + dirs)
dirs # compute the covariogram
= gmGeostats::variogram(g, covariogram=TRUE, alpha=dirs)
cvg # recast and set the new class label
= recompute_complex_cov_anis(cvg)
rcvg class(rcvg) = c("circularCovariogram", class(cvg))
return(rcvg)
}
The goal of extending the class marker with a specific class for this type of structural function is to be able to produce later on specific fitting behaviors adapted to this kind of data, like the one presented in De Iaco et al (2013). This will be discussed in the following sections. In the meantime, what we need is a way to recast this class back to “gstatVariogram”, to keep compatibility. For this, we just need to create a method for the function “as.gstatVariogram”, as well as register our new class as a subclass of the abstract class “EmpiricalStructuralFunctionSpecification”:
# which arguments has as.gstatVariogram?
args(as.gstatVariogram)
#> function (vgemp, ...)
#> NULL
# new method:
= function(vgemp, ...){
as.gstatVariogram.circularCovariogram class(vgemp) = class(vgemp)[-1] # drop the extra class marker
return(vgemp) # return result
}# export the ad-hoc S3 class to S4
setOldClass("circularCovariogram")
# declare the new class an "EmpiricalStructuralFunctionSpecification"
setIs("circularCovariogram", "EmpiricalStructuralFunctionSpecification")
# check that all went right:
= circularCovariogram(theta.gg, dirs = 6)
theta.cvg is(theta.cvg, "circularCovariogram")
#> [1] TRUE
is(theta.cvg, "gstatVariogram")
#> [1] TRUE
is(theta.cvg, "data.frame")
#> [1] TRUE
is(theta.cvg, "EmpiricalStructuralFunctionSpecification")
#> [1] TRUE
In future extensions of this vignette we will discuss the way to fit covariance models to circular covariograms, setup estimation models/methods adapted to the nature of the data, and show other examples of how to register them to the package (usage of setIs()
and coercion in conjunction with the abstract classes mentioned, validate()
- and predict()
-methods, creation of own make.gm****Model()
data containers, etc). We will continue with our illustrative example of circular data, using developments by Wackernagel (2003) and de Iaco et al (2013).
Aitchison, J. (1986) The Statistical Analysis of Compositional Data Chapman & Hall Ltd., London (UK). (Reprinted in 2003 with additional material by The Blackburn Press)
Boogaart, K. G. v. d.; Tolosana-Delgado, R. (2013) Analysing compositional data with R, Springer, Heidelberg
Boogaart, K.G. v.d.; Tolosana-Delgado, Raimon; Bren, Matevz (2021). compositions: Compositional Data Analysis. R package version 2.0-2. http://www.stat.boogaart.de/compositions/
De Iaco, S.; Posa, D.; Palma, M. (2013) Complex-Valued Random Fields for Vectorial Data: Estimating and Modeling Aspects. Mathematical Geosciences 45: 557???573
Stevens, S. (1946) On the theory of scales of measurement. Science 103: 677-680
Wackernagel, H. (2003) Multivariate geostatistics???an introduction with applications, 3rd edn. Springer, Berlin