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HW4

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3 views3 pages

HW4

OK

Uploaded by

77627381
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as TXT, PDF, TXT or read online on Scribd
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rm(list=ls())

library(classInt)
library(fields)
library(maps)
library(sp)
library(gstat)
library(geoR)
library(mvtnorm)
library(MCMCpack)
library(coda)

#############################
## California temperatures ##
#############################

load("CAtemps.RData")

ploteqc <- function(spobj, z, breaks, ...){


pal <- tim.colors(length(breaks)-1)
fb <- classIntervals(z, n = length(pal),
style = "fixed", fixedBreaks = breaks)
col <- findColours(fb, pal)
plot(spobj, col = col, ...)
image.plot(legend.only = TRUE, zlim = range(breaks), col = pal)
}

## Plotting

range(CAtemp$avgtemp)
breaks <- seq(40, 75, by = 5)
ploteqc(CAtemp, CAtemp$avgtemp, breaks, pch = 19)
map("county", region = "california", add = TRUE)
title(main = "Average Annual Temperatures, 1961-1990, Degrees F")

range(CAgrid$elevation)
breaks <- seq(-100, 3600, by = 100)
ploteqc(CAgrid, CAgrid$elevation, breaks, pch = 19)
map("county", region = "california", add = TRUE)
title(main = "Elevations at prediction locations, m")

## Prior parameters
linmod <- lm(avgtemp~lon+lat+elevation, data = CAtemp)
summary(linmod)

m.beta <- rep(0, 4); V.beta <- 1000 * diag(4)


a.s2 <- 0.001; b.s2 <- 0.001
a.t2 <- 0.001; b.t2 <- 0.001

rhoseq <- seq(0.01, 300, length = 100)


a.rho <- 2; b.rho <- 50
plot(rhoseq, dgamma(rhoseq, shape = a.rho, scale = b.rho), type = "l") # prior for
rho

## Setup, storage, and starting values

y <- CAtemp$avgtemp
n <- nrow(CAtemp); m <- nrow(CAgrid)
d <- rdist.earth(coordinates(CAtemp))
X <- cbind(rep(1, n), CAtemp$lon, CAtemp$lat, CAtemp$elevation)
Xpred <- cbind(rep(1, m), CAgrid$lon, CAgrid$lat, CAgrid$elevation)

B <- 1000

beta.samps <- matrix(NA, nrow = 4, ncol = B)


beta.samps[,1] <- coef(linmod)

s2.samps <- t2.samps <- rho.samps <- rep(NA, B)


s2.samps[1] <- 5
rho.samps[1] <- 100
t2.samps[1] <- 2

eta.obs.samps <- matrix(NA, nrow = n, ncol = B)

v.prop <- 100^2

## MCMC sampler

Gamma <- exp(-d/rho.samps[1]) # initalize Gamma matrix


Ginv <- solve(Gamma)

for(i in 2:B){

if(i%%100==0) print(i)

## eta_obs | Rest
V <- ??
m <- ??
eta.obs.samps[,i] <- rmvnorm(1, mean = m, sigma = V, method = "svd")

## beta | Rest
V <- ??
m <- ??
beta.samps[,i] <- rmvnorm(1, mean = m, sigma = V, method = "svd")

## s2 | Rest
a <- ??
b <- ??
s2.samps[i] <- rinvgamma(1, a, b)

## t2 | Rest
a <- ??
b <- ??
t2.samps[i] <- rinvgamma(1, a, b)

## rho | Rest
# MH update

## Prediction

dcross <- rdist.earth(coordinates(CAtemp), coordinates(CAgrid))


dpred <- rdist.earth(coordinates(CAgrid))

eta.pred <- matrix(NA, nrow = nrow(CAgrid), ncol = B)


for(j in 1:B){
print(j)

m <- ??
V <- ??
eta.pred[,j] <- rmvnorm(1, m, V, method = "svd")
}

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