## ----setup, include = FALSE--------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", out.width = '40%', fig.align="center", message=FALSE ) ## ----------------------------------------------------------------------------- library(magrittr) library(dplyr) library(ggplot2) library(meshed) set.seed(2021) SS <- 50 # coord values for jth dimension dd <- 2 # spatial dimension n <- SS^2 # number of locations p <- 3 # number of covariates xlocs <- seq(0, 1, length.out=SS) coords <- expand.grid(list(xlocs, xlocs)) sigmasq <- 1.5 nu <- 0.5 phi <- 10 tausq <- .1 # covariance at coordinates CC <- sigmasq * exp(-phi * as.matrix(dist(coords))) # cholesky of covariance matrix LC <- t(chol(CC)) # spatial latent effects are a GP w <- LC %*% rnorm(n) # measurement errors eps <- tausq^.5 * rnorm(n) # covariates and coefficients X <- matrix(rnorm(n*p), ncol=p) Beta <- matrix(rnorm(p), ncol=1) # univariate outcome, fully observed y_full <- X %*% Beta + w + eps # now introduce some NA values in the outcomes y <- y_full %>% matrix(ncol=1) y[sample(1:n, n/5, replace=FALSE), ] <- NA simdata <- coords %>% cbind(data.frame(Outcome_full= y_full, Outcome_obs = y, w = w)) simdata %>% ggplot(aes(Var1, Var2, fill=w)) + geom_raster() + scale_fill_viridis_c() + theme_minimal() + ggtitle("w: Latent GP") simdata %>% ggplot(aes(Var1, Var2, fill=y)) + geom_raster() + scale_fill_viridis_c() + theme_minimal() + ggtitle("y: Observed outcomes") ## ----------------------------------------------------------------------------- mcmc_keep <- 200 # too small! this is just a vignette. mcmc_burn <- 400 mcmc_thin <- 2 mesh_total_time <- system.time({ meshout <- spmeshed(y, X, coords, #axis_partition=c(10,10), #same as block_size=25 block_size = 25, n_samples = mcmc_keep, n_burn = mcmc_burn, n_thin = mcmc_thin, n_threads = 2, verbose = 0, prior=list(phi=c(1,30)) )}) ## ----------------------------------------------------------------------------- summary(meshout$lambda_mcmc[1,1,]^2) summary(meshout$theta_mcmc[1,1,]) summary(meshout$tausq_mcmc[1,]) summary(meshout$beta_mcmc[1,1,]) ## ----------------------------------------------------------------------------- # process means wmesh <- data.frame(w_mgp = meshout$w_mcmc %>% summary_list_mean()) # predictions ymesh <- data.frame(y_mgp = meshout$yhat_mcmc %>% summary_list_mean()) outdf <- meshout$coordsdata %>% cbind(wmesh, ymesh) %>% left_join(simdata) outdf %>% ggplot(aes(Var1, Var2, fill=w_mgp)) + geom_raster() + scale_fill_viridis_c() + theme_minimal() + ggtitle("w: recovered") outdf %>% ggplot(aes(Var1, Var2, fill=y_mgp)) + geom_raster() + scale_fill_viridis_c() + theme_minimal() + ggtitle("y: predictions")