Package 'SpatPCA' reference manual

Title:	Regularized Principal Component Analysis for Spatial Data
Description:	Provide regularized principal component analysis incorporating smoothness, sparseness and orthogonality of eigen-functions by using the alternating direction method of multipliers algorithm (Wang and Huang, 2017, <DOI:10.1080/10618600.2016.1157483>). The method can be applied to either regularly or irregularly spaced data, including 1D, 2D, and 3D.
Authors:	Wen-Ting Wang [aut, cre] , Hsin-Cheng Huang [aut]
Maintainer:	Wen-Ting Wang <[email protected]>
License:	GPL-3
Version:	1.3.5
Built:	2024-11-07 06:46:51 UTC
Source:	CRAN

Regularized Principal Component Analysis for Spatial Data

Description

A new regularization approach to estimate the leading spatial patterns via smoothness and sparseness penalties, and spatial predictions for spatial data that may be irregularly located in space (including 1D, 2D and 3D), and obtain the spatial prediction at the designated locations.

Details

Package:	SpatPCA
Type:	Package
Version:	1.3.3.4
Date:	2021-02-11
License:	GPL version 3

Author(s)

Wen-Ting Wang <[email protected]> and Hsin-Cheng Huang <[email protected]>

Display the cross-validation results

Description

Display the M-fold cross-validation results

Usage

## S3 method for class 'spatpca'
plot(x, ...)
## S3 method for class 'spatpca'
plot(x, ...)

Arguments

`x`	An spatpca class object for `plot` method
`...`	Not used directly

Value

NULL.

Examples

x_1D <- as.matrix(seq(-5, 5, length = 10))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 10), 100, 10)
cv_1D <- spatpca(x = x_1D, Y = Y_1D, num_cores = 2)
plot(cv_1D)
x_1D <- as.matrix(seq(-5, 5, length = 10))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 10), 100, 10)
cv_1D <- spatpca(x = x_1D, Y = Y_1D, num_cores = 2)
plot(cv_1D)

Spatial predictions on new locations

Description

Predict the response on new locations with the estimated spatial structures.

Usage

predict(spatpca_object, x_new, eigen_patterns_on_new_site = NULL)
predict(spatpca_object, x_new, eigen_patterns_on_new_site = NULL)

Arguments

`spatpca_object`	An `spatpca` class object
`x_new`	New location matrix.
`eigen_patterns_on_new_site`	Eigen-patterns on x_new

Value

A prediction matrix of Y at the new locations, x_new.

Examples

# 1D: artificial irregular locations
x_1D <- as.matrix(seq(-5, 5, length = 10))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 10), 100, 10)
removed_location <- sample(1:10, 3)
removed_x_1D <- x_1D[-removed_location]
removed_Y_1D <- Y_1D[, -removed_location]
new_x_1D <- as.matrix(seq(-5, 5, length = 20))
cv_1D <- spatpca(x = removed_x_1D, Y = removed_Y_1D, tau2 = 1:100, num_cores = 2)
predictions <- predict(cv_1D, x_new = new_x_1D)

# 1D: artificial irregular locations
x_1D <- as.matrix(seq(-5, 5, length = 10))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 10), 100, 10)
removed_location <- sample(1:10, 3)
removed_x_1D <- x_1D[-removed_location]
removed_Y_1D <- Y_1D[, -removed_location]
new_x_1D <- as.matrix(seq(-5, 5, length = 20))
cv_1D <- spatpca(x = removed_x_1D, Y = removed_Y_1D, tau2 = 1:100, num_cores = 2)
predictions <- predict(cv_1D, x_new = new_x_1D)

Spatial dominant patterns on new locations

Description

Estimate K eigenfunctions on new locations

Usage

predictEigenfunction(spatpca_object, x_new)
predictEigenfunction(spatpca_object, x_new)

Arguments

`spatpca_object`	An `spatpca` class object
`x_new`	New location matrix.

Value

A matrix with K Eigenfunction values on new locations.

Examples

# 1D: artificial irregular locations
x_1D <- as.matrix(seq(-5, 5, length = 10))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 10), 100, 10)
rm_loc <- sample(1:10, 2)
x_1Drm <- x_1D[-rm_loc]
Y_1Drm <- Y_1D[, -rm_loc]
x_1Dnew <- as.matrix(seq(-5, 5, length = 20))
cv_1D <- spatpca(x = x_1Drm, Y = Y_1Drm, tau2 = 1:100, num_cores = 2)
dominant_patterns <- predictEigenfunction(cv_1D, x_new = x_1Dnew)

# 1D: artificial irregular locations
x_1D <- as.matrix(seq(-5, 5, length = 10))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 10), 100, 10)
rm_loc <- sample(1:10, 2)
x_1Drm <- x_1D[-rm_loc]
Y_1Drm <- Y_1D[, -rm_loc]
x_1Dnew <- as.matrix(seq(-5, 5, length = 20))
cv_1D <- spatpca(x = x_1Drm, Y = Y_1Drm, tau2 = 1:100, num_cores = 2)
dominant_patterns <- predictEigenfunction(cv_1D, x_new = x_1Dnew)

Regularized PCA for spatial data

Description

Produce spatial dominant patterns and spatial predictions at the designated locations according to the specified tuning parameters or the selected tuning parameters by the M-fold cross-validation.

Usage

spatpca(
  x,
  Y,
  M = 5,
  K = NULL,
  is_K_selected = ifelse(is.null(K), TRUE, FALSE),
  tau1 = NULL,
  tau2 = NULL,
  gamma = NULL,
  is_Y_detrended = FALSE,
  maxit = 100,
  thr = 1e-04,
  num_cores = NULL
)
spatpca(
  x,
  Y,
  M = 5,
  K = NULL,
  is_K_selected = ifelse(is.null(K), TRUE, FALSE),
  tau1 = NULL,
  tau2 = NULL,
  gamma = NULL,
  is_Y_detrended = FALSE,
  maxit = 100,
  thr = 1e-04,
  num_cores = NULL
)

Arguments

`x`	Location matrix ( $p \times d$ ). Each row is a location. $d$ is the dimension of locations
`Y`	Data matrix ( $n \times p$ ) stores the values at $p$ locations with sample size $n$ .
`M`	Optional number of folds for cross validation; default is 5.
`K`	Optional user-supplied number of eigenfunctions; default is NULL. If K is NULL or is_K_selected is TRUE, K is selected automatically.
`is_K_selected`	If TRUE, K is selected automatically; otherwise, is_K_selected is set to be user-supplied K. Default depends on user-supplied K.
`tau1`	Optional user-supplied numeric vector of a non-negative smoothness parameter sequence. If NULL, 10 tau1 values in a range are used.
`tau2`	Optional user-supplied numeric vector of a non-negative sparseness parameter sequence. If NULL, none of tau2 is used.
`gamma`	Optional user-supplied numeric vector of a non-negative tuning parameter sequence. If NULL, 10 values in a range are used.
`is_Y_detrended`	If TRUE, center the columns of Y. Default is FALSE.
`maxit`	Maximum number of iterations. Default value is 100.
`thr`	Threshold for convergence. Default value is $10^{-4}$ .
`num_cores`	Number of cores used to parallel computing. Default value is NULL (See `RcppParallel::defaultNumThreads()`)

Details

An ADMM form of the proposed objective function is written as

$\min_{\mathbf{\Phi}} \|\mathbf{Y}-\mathbf{Y}\mathbf{\Phi}\mathbf{\Phi}'\|^2_F +\tau_1\mbox{tr}(\mathbf{\Phi}^T\mathbf{\Omega}\mathbf{\Phi})+\tau_2\sum_{k=1}^K\sum_{j=1}^p |\phi_{jk}|,$

$\mbox{subject to $ \mathbf{\Phi}^T\mathbf{\Phi}=\mathbf{I}_K$,}$ where $\mathbf{Y}$ is a data matrix, ${\mathbf{\Omega}}$ is a smoothness matrix, and $\mathbf{\Phi}=\{\phi_{jk}\}$ .

Value

A list of objects including

`eigenfn`	Estimated eigenfunctions at the new locations, x_new.
`selected_K`	Selected K based on CV. Execute the algorithm when `is_K_selected` is `TRUE`.
`selected_tau1`	Selected tau1.
`selected_tau2`	Selected tau2.
`selected_gamma`	Selected gamma.
`cv_score_tau1`	cv scores for tau1.
`cv_score_tau2`	cv scores for tau2.
`cv_score_gamma`	cv scores for gamma.
`tau1`	Sequence of tau1-values used in the process.
`tau2`	Sequence of tau2-values used in the process.
`gamma`	Sequence of gamma-values used in the process.
`detrended_Y`	If is_Y_detrended is TRUE, detrended_Y means Y is detrended; else, detrended_Y is equal to Y.
`scaled_x`	Input location matrix. Only scale when it is one-dimensional

Author(s)

Wen-Ting Wang and Hsin-Cheng Huang

References

Wang, W.-T. and Huang, H.-C. (2017). Regularized principal component analysis for spatial data. Journal of Computational and Graphical Statistics 26 14-25.

Examples

# The following examples only use two threads for parallel computing.
## 1D: regular locations
x_1D <- as.matrix(seq(-5, 5, length = 50))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 50), 100, 50)
cv_1D <- spatpca(x = x_1D, Y = Y_1D, num_cores = 2)
plot(x_1D, cv_1D$eigenfn[, 1], type = "l", main = "1st eigenfunction")
lines(x_1D, svd(Y_1D)$v[, 1], col = "red")
legend("topleft", c("SpatPCA", "PCA"), lty = 1:1, col = 1:2)


## 2D: Daily 8-hour ozone averages for sites in the Midwest (USA)
library(fields)
library(pracma)
library(maps)
data(ozone2)
x <- ozone2$lon.lat
Y <- ozone2$y
date <- as.Date(ozone2$date, format = "%y%m%d")
rmna <- !colSums(is.na(Y))
YY <- matrix(Y[, rmna], nrow = nrow(Y))
YY <- detrend(YY, "linear")
xx <- x[rmna, ]
cv <- spatpca(x = xx, Y = YY)
quilt.plot(xx, cv$eigenfn[, 1])
map("state", xlim = range(xx[, 1]), ylim = range(xx[, 2]), add = TRUE)
map.text("state", xlim = range(xx[, 1]), ylim = range(xx[, 2]), cex = 2, add = TRUE)
plot(date, YY %*% cv$eigenfn[, 1], type = "l", ylab = "1st Principal Component")
### new loactions
new_p <- 200
x_lon <- seq(min(xx[, 1]), max(xx[, 1]), length = new_p)
x_lat <- seq(min(xx[, 2]), max(xx[, 2]), length = new_p)
xx_new <- as.matrix(expand.grid(x = x_lon, y = x_lat))
eof <- spatpca(x = xx,
               Y = YY,
               K = cv$selected_K,
               tau1 = cv$selected_tau1,
               tau2 = cv$selected_tau2)
predicted_eof <- predictEigenfunction(eof, xx_new)
quilt.plot(xx_new,
           predicted_eof[,1],
           nx = new_p,
           ny = new_p,
           xlab = "lon.",
           ylab = "lat.")
map("state", xlim = range(x_lon), ylim = range(x_lat), add = TRUE)
map.text("state", xlim = range(x_lon), ylim = range(x_lat), cex = 2, add = TRUE)
## 3D: regular locations
p <- 10
x <- y <- z <- as.matrix(seq(-5, 5, length = p))
d <- expand.grid(x, y, z)
Phi_3D <- rowSums(exp(-d^2)) / norm(as.matrix(rowSums(exp(-d^2))), "F")
Y_3D <- rnorm(n = 100, sd = 3) %*% t(Phi_3D) + matrix(rnorm(n = 100 * p^3), 100, p^3)
cv_3D <- spatpca(x = d, Y = Y_3D, tau2 = seq(0, 1000, length = 10))
library(plot3D)
library(RColorBrewer)
cols <- colorRampPalette(brewer.pal(9, "Blues"))(p)
isosurf3D(x, y, z,
         colvar = array(cv_3D$eigenfn[, 1], c(p, p, p)),
         level= seq(min(cv_3D$eigenfn[, 1]), max(cv_3D$eigenfn[, 1]), length = p),
         ticktype = "detailed",
         colkey = list(side = 1),
         col = cols)

# The following examples only use two threads for parallel computing.
## 1D: regular locations
x_1D <- as.matrix(seq(-5, 5, length = 50))
Phi_1D <- exp(-x_1D^2) / norm(exp(-x_1D^2), "F")
set.seed(1234)
Y_1D <- rnorm(n = 100, sd = 3) %*% t(Phi_1D) + matrix(rnorm(n = 100 * 50), 100, 50)
cv_1D <- spatpca(x = x_1D, Y = Y_1D, num_cores = 2)
plot(x_1D, cv_1D$eigenfn[, 1], type = "l", main = "1st eigenfunction")
lines(x_1D, svd(Y_1D)$v[, 1], col = "red")
legend("topleft", c("SpatPCA", "PCA"), lty = 1:1, col = 1:2)


## 2D: Daily 8-hour ozone averages for sites in the Midwest (USA)
library(fields)
library(pracma)
library(maps)
data(ozone2)
x <- ozone2$lon.lat
Y <- ozone2$y
date <- as.Date(ozone2$date, format = "%y%m%d")
rmna <- !colSums(is.na(Y))
YY <- matrix(Y[, rmna], nrow = nrow(Y))
YY <- detrend(YY, "linear")
xx <- x[rmna, ]
cv <- spatpca(x = xx, Y = YY)
quilt.plot(xx, cv$eigenfn[, 1])
map("state", xlim = range(xx[, 1]), ylim = range(xx[, 2]), add = TRUE)
map.text("state", xlim = range(xx[, 1]), ylim = range(xx[, 2]), cex = 2, add = TRUE)
plot(date, YY %*% cv$eigenfn[, 1], type = "l", ylab = "1st Principal Component")
### new loactions
new_p <- 200
x_lon <- seq(min(xx[, 1]), max(xx[, 1]), length = new_p)
x_lat <- seq(min(xx[, 2]), max(xx[, 2]), length = new_p)
xx_new <- as.matrix(expand.grid(x = x_lon, y = x_lat))
eof <- spatpca(x = xx,
               Y = YY,
               K = cv$selected_K,
               tau1 = cv$selected_tau1,
               tau2 = cv$selected_tau2)
predicted_eof <- predictEigenfunction(eof, xx_new)
quilt.plot(xx_new,
           predicted_eof[,1],
           nx = new_p,
           ny = new_p,
           xlab = "lon.",
           ylab = "lat.")
map("state", xlim = range(x_lon), ylim = range(x_lat), add = TRUE)
map.text("state", xlim = range(x_lon), ylim = range(x_lat), cex = 2, add = TRUE)
## 3D: regular locations
p <- 10
x <- y <- z <- as.matrix(seq(-5, 5, length = p))
d <- expand.grid(x, y, z)
Phi_3D <- rowSums(exp(-d^2)) / norm(as.matrix(rowSums(exp(-d^2))), "F")
Y_3D <- rnorm(n = 100, sd = 3) %*% t(Phi_3D) + matrix(rnorm(n = 100 * p^3), 100, p^3)
cv_3D <- spatpca(x = d, Y = Y_3D, tau2 = seq(0, 1000, length = 10))
library(plot3D)
library(RColorBrewer)
cols <- colorRampPalette(brewer.pal(9, "Blues"))(p)
isosurf3D(x, y, z,
         colvar = array(cv_3D$eigenfn[, 1], c(p, p, p)),
         level= seq(min(cv_3D$eigenfn[, 1]), max(cv_3D$eigenfn[, 1]), length = p),
         ticktype = "detailed",
         colkey = list(side = 1),
         col = cols)

Thin-plane spline matrix

Description

Produce a thin-plane spline matrix based on a given location matrix

Usage

thinPlateSplineMatrix(location)
thinPlateSplineMatrix(location)

Arguments

location

A location matrix

Value

A thin-plane spline matrix

Examples

pesudo_sequence <- seq(-5, 5, length = 5)
two_dim_location <- as.matrix(expand.grid(x = pesudo_sequence, y = pesudo_sequence))
thin_plate_matrix <- thinPlateSplineMatrix(two_dim_location)
pesudo_sequence <- seq(-5, 5, length = 5)
two_dim_location <- as.matrix(expand.grid(x = pesudo_sequence, y = pesudo_sequence))
thin_plate_matrix <- thinPlateSplineMatrix(two_dim_location)

Package 'SpatPCA'

Help Index

Regularized Principal Component Analysis for Spatial Data

Description

Details

Author(s)

Display the cross-validation results

Description

Usage

Arguments

Value

See Also

Examples

Spatial predictions on new locations

Description

Usage

Arguments

Value

See Also

Examples

Spatial dominant patterns on new locations

Description

Usage

Arguments

Value

See Also

Examples

Regularized PCA for spatial data

Description

Usage

Arguments

Details

Value

Author(s)

References

See Also

Examples

Thin-plane spline matrix

Description

Usage

Arguments

Value

Examples