# verify claim that one can solve circular edges using same expression as for # non circular, see likelihood inference in article. #' test agreement between Q and R test_that("Check agrement beteen covariance and precision matrix formulation", { kappa <- 1 tau <- 1 t <- 0:3 Q0 <- precision_exp_line(kappa = kappa, tau = tau, t = t) R0 <- r_1(as.matrix(dist(t)),kappa = kappa, tau = tau) R0_ <- solve(Q0) expect_equal(c(as.matrix(solve(R0))), c(as.matrix(Q0)), tolerance = 1e-10) kappa = 1.5 sigma = 0.5 t <- 0:3 Q0 <- precision_exp_line(kappa = kappa, tau = tau, t = t) R0 <- r_1(as.matrix(dist(t)), kappa = kappa, tau = tau) R0_ <- solve(Q0) expect_equal(c(as.matrix(solve(R0))), c(as.matrix(Q0)), tolerance = 1e-10) }) test_that("Check agrement beteen covariance and precision likelihoods", { set.seed(1) nt <- 10 kappa <- 1 sigma_e <- 0.1 tau <- 1/2 #line1 <- Line(rbind(c(30, 80), c(120, 80))) #line2 <- Line(rbind(c(30, 00), c(30, 80))) line1 <- Line(rbind(c(0, 0), c(1e-0, 0))) line2 <- Line(rbind(c(0, 1e-0), c(0, 0))) graph <- metric_graph$new(sp::SpatialLines(list(Lines(list(line1), ID = "1"), Lines(list(line2), ID = "2") ))) n.obs.per.edge <- 10 PtE <- NULL for(i in 1:graph$nE){ PtE <- rbind(PtE, cbind(rep(i, n.obs.per.edge), (runif(n.obs.per.edge)))) } nt <- graph$nE* n.obs.per.edge PtE <- PtE[sample(1:nt),] u <- sample_spde(kappa = kappa, tau = tau, alpha = 1, graph = graph, PtE = PtE) y <- u + sigma_e*rnorm(nt) df_temp <- data.frame(y = y, edge_number = PtE[,1], distance_on_edge = PtE[,2]) graph$add_observations(data=df_temp, normalized = TRUE) theta <- c(sigma_e, kappa, 1/tau) lik <- likelihood_alpha1(theta = theta, graph = graph, data_name = "y", X_cov = NULL , repl = NULL, BC = 1, parameterization = "spde") graph$observation_to_vertex() lik.v2 <- likelihood_alpha1_v2(theta = theta, graph = graph, X_cov = matrix(ncol=0,nrow=0), y = graph$data$y, repl = NULL, BC = 1, parameterization = "spde") lik.cov <- likelihood_graph_covariance(graph, model = "WM1", log_scale = TRUE, y_graph = graph$data$y, repl = NULL, X_cov = NULL, maximize = TRUE) lik.cov <- lik.cov(theta) #version 1 expect_equal(as.matrix(lik.v2),as.matrix(lik.cov), tolerance=1e-10) #version 2 expect_equal(as.matrix(lik),as.matrix(lik.cov), tolerance=1e-10) }) test_that("Test posterior mean", { set.seed(1) nt <- 100 range <- 20 kappa <- sqrt(4)/range sigma_e <- 0.2 tau <- 0.5 line1 <- sp::Line(rbind(c(30, 80), c(120, 80))) line2 <- sp::Line(rbind(c(30, 00), c(30, 80))) graph <- metric_graph$new(sp::SpatialLines(list(sp::Lines(list(line1), ID = "1"), sp::Lines(list(line2), ID = "2") ))) PtE <- rbind(cbind(rep(1,nt/2), seq(from = 0,to =1, length.out = nt/2 + 1)[1:(nt/2)]), cbind(rep(2,nt/2), seq(from = 0,to =1, length.out = nt/2 + 1)[1:(nt/2)])) u <- sample_spde(kappa = kappa, tau = tau, alpha = 1, graph = graph, PtE = PtE) y <- u + sigma_e*rnorm(nt) df_temp <- data.frame(y = y, edge_number = PtE[,1], distance_on_edge = PtE[,2]) graph$add_observations(data = df_temp, normalized = TRUE) #test posterior at observation locations res <- graph_lme(y ~ -1, graph=graph, model="WM1", parallel = FALSE) pm <- predict(res, data = df_temp, normalized=TRUE)$mean kappa_est <- res$coeff$random_effects[2] tau_est <- res$coeff$random_effects[1] theta_est <- c(res$coeff$measurement_error, tau_est, kappa_est) graph$observation_to_vertex() Q <- spde_precision(kappa = kappa_est, tau = tau_est, alpha = 1, graph = graph) Sigma <- solve(Q)[graph$PtV, graph$PtV] Sigma.obs <- Sigma diag(Sigma.obs) <- diag(Sigma.obs) + theta_est[1]^2 pm2 <- Sigma %*% solve(Sigma.obs, graph$data$y) expect_equal(sum((sort(pm)-sort(pm2))^2), 0, tolerance=1e-8) expect_equal(sum((pm - df_temp$y)^2), sum((pm2 - graph$data$y)^2), tolerance = 1e-8) })