R Under development (unstable) (2023-09-17 r85158 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > # some simple testing commands... > # testthat would be an overshoot... > > require(PRSim) Loading required package: PRSim > > # raw demos > demo( "PRSim", ask=FALSE) demo(PRSim) ---- ~~~~~ > # short demo > data(runoff) > out <- prsim(data=runoff, number_sim=1, marginal="empirical") Detrending with (half-)length 15... Starting 1 simulations: . Finished. > out <- prsim(data=runoff, number_sim=1, marginal="kappa", GoFtest = "KS") Detrending with (half-)length 15... Starting 1 simulations: . Finished. > ### GEV distribution > require("evd") Loading required package: evd > require("ismev") Loading required package: ismev Loading required package: mgcv Loading required package: nlme This is mgcv 1.9-0. For overview type 'help("mgcv-package")'. > rGEV <- function(n, theta) rgev(n, theta[1], theta[2], theta[3]) > pGEV <- function(x, theta) pgev(x, theta[1], theta[2], theta[3]) > GEV_fit <- function( xdat, ...) gev.fit( xdat, show=FALSE, ...)$mle > ### GEV > out <- prsim(data=runoff, number_sim=1, marginal="GEV", GoFtest = "KS", n_par=3) Detrending with (half-)length 15... Starting 1 simulations: . Finished. > sim <- out$simulation > # p_val <- out$p_val > # par(mai=c(.9,.9,.1,.1)) > plot(sim$timestamp[1:1000], sim$Qobs[1:1000], type="l", + xlab="Time [d]", ylab=expression(paste("Discharge [m"^3,"/s]"))) > matlines(sim$timestamp[1:1000], sim[1:1000, grep("r", names(sim))], + lty=1, col="gray") > demo( "PRSim-validate", ask=FALSE) demo(PRSim-validate) ---- ~~~~~~~~~~~~~~ > # short demo > data(simulations) > sim <- simulations$simulation > # periodogram of deseasonalized > kern <- kernel("modified.daniell",c(10,10)) > sp1 <- spec.pgram(sim$Qobs, k=kern, taper=0, log="no", plot=FALSE) > sp2 <- spec.pgram(sim$des, k=kern, taper=0, log="no", plot=FALSE) > plot(sp1, xlim=c(0,.05)) > plot( sp2, add=TRUE, col=2) > # Peaks correspond to the following cycles: > 1/sp1$freq[head(order(sp1$spec, decreasing=TRUE))] [1] 355.2632 375.0000 337.5000 321.4286 397.0588 306.8182 > # compare periodogram of simulated series > plot(sp1, xlim=c(0,.05)) # would be nice to identify the peaks... > for (i in grep("r",names(sim))) { + spi <- spec.pgram(sim[,i], k=kern, taper=0, log="no", plot=FALSE) + plot( spi, add=TRUE, col="gray") + } > sp3 <- spec.pgram(sim$Qobs, taper=0, log="no", plot=FALSE) > 1/sp3$freq[head(order(sp3$spec, decreasing=TRUE))] [1] 375.0000 355.2632 182.4324 122.7273 337.5000 421.8750 > # Annual, 6 months and 4 months > > > ### plot mean regime for each simulation run and compare to observed regime > ### define plotting colors > col_sim <- adjustcolor("#fd8d3c",alpha=0.8) > col_sim_tran <- adjustcolor("#fd8d3c",alpha=0.2) > col_obs <- adjustcolor( "black", alpha.f = 0.2) > year <- unique(sim$YYYY) > ### compute mean runoff hydrograph > sim$day_id <- rep(seq(1:365),times=length(year)) > mean_hydrograph_obs <- aggregate(sim$Qobs, by=list(sim$day_id), FUN=mean,simplify=FALSE) > plot(unlist(mean_hydrograph_obs[,2]), lty=1, lwd=1, col="black", ylab=expression(paste("Discharge [m"^3,"/s]")), + xlab="Time [d]", main="Mean hydrographs", ylim=c(0,max(unlist(mean_hydrograph_obs[,2]))*1.5),type="l") > ### add mean runoff hydrographs > for(r in 7:(length(names(sim))-1)){ + mean_hydrograph <- aggregate(sim[,r], by=list(sim$day_id), FUN=mean,simplify=FALSE) + lines(mean_hydrograph, lty=1, lwd=1, col=col_sim) + } > ### redo observed mean > lines(mean_hydrograph_obs, lty=1, lwd=1, col="black") > ### autocorrelation > acf_mare <- list() > acf_obs <- acf(sim$Qobs, plot=FALSE) > plot(acf_obs$acf, type="l", xlab="Lag", main="Autocorrelation", ylab="ACF") > for(r in 7:(length(names(sim))-2)){ + acf_sim <- acf(sim[,r], plot=FALSE) + lines(acf_sim$acf, col=col_sim, type="l") + ### compute mean relative error in the acf + acf_mare[[r]]<- mean(abs((acf_obs$acf-acf_sim$acf)/acf_obs$acf)) + } > lines(acf_obs$acf) > ### partial autocorrelation function > pacf_obs <- pacf(sim$Qobs, plot=FALSE) > pacf_mare <- list() > plot(pacf_obs$acf, type="l", xlab="Lag", main="Partial autocorrelation", ylab="PACF") > for(r in 7:(length(names(sim))-2)){ + pacf_sim <- pacf(sim[,r], plot=FALSE) + lines(pacf_sim$acf, col=col_sim, type="l") + ### compute mean relative error in the acf + pacf_mare[[r]] <- mean(abs((pacf_obs$acf-pacf_sim$acf)/pacf_obs$acf)) + } > lines(pacf_obs$acf) > ### compute seasonal statistics > ### Q50,Q05,Q95, boxplots > ### define seasons: Winter:12,1,2; spring:3,4,5; summer: 6,7,8; fall: 9,10,11 > sim$season <- "winter" > sim$season[which(sim$MM%in%c(3,4,5))] <- "spring" > sim$season[which(sim$MM%in%c(6,7,8))] <- "summer" > sim$season[which(sim$MM%in%c(9,10,11))] <- "fall" > ### all simulated series show the same seasonal statistics. plot only one > boxplot(sim$Qobs[which(sim$season=="winter")], sim$r1[which(sim$season=="winter")], + sim$Qobs[which(sim$season=="spring")], sim$r1[which(sim$season=="spring")], + sim$Qobs[which(sim$season=="summer")], sim$r1[which(sim$season=="summer")], + sim$Qobs[which(sim$season=="fall")], sim$r1[which(sim$season=="fall")], + border=c("black", col_sim, "black", col_sim, "black", col_sim, "black", col_sim), + xaxt="n", main="Seasonal statistics", outline=FALSE) > mtext(side=1, text=c("Winter", "Spring", "Summer", "Fall"), at=c(1.5,3.5,5.5,7.5)) > > > > # testing input > data(runoff) > unique(runoff$YYYY) [1] 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 [16] 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 [31] 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 > > > try( prsim( runoff[1:130,] )) # At least one year of data required. Error in prsim(runoff[1:130, ]) : At least one year of data required. > try( prsim( runoff[1:730,] )) # No missing values allowed. Some days are missing. Error in prsim(runoff[1:730, ]) : No missing values allowed. Some days are missing. > try( prsim( runoff[1:1445,] )) # No missing values allowed. Some days are missing. Error in prsim(runoff[1:1445, ]) : No missing values allowed. Some days are missing. > try( prsim( runoff[runoff$YYYY<1976,] )) # At least one year of data required. Error in prsim(runoff[runoff$YYYY < 1976, ]) : At least one year of data required. > > > > suppressWarnings( out <- prsim( runoff[runoff$YYYY<1977,] ) ) Detrending with (half-)length 15... Starting 1 simulations: . Finished. > > runof <- runoff[runoff$YYYY<1980,] > > set.seed(1) > str(out1 <- prsim( runof, marginalpar=FALSE, suppWarn=TRUE)) Detrending with (half-)length 15... Starting 1 simulations: . Finished. List of 3 $ simulation:'data.frame': 1825 obs. of 7 variables: ..$ YYYY : int [1:1825] 1975 1975 1975 1975 1975 1975 1975 1975 1975 1975 ... ..$ MM : int [1:1825] 1 1 1 1 1 1 1 1 1 1 ... ..$ DD : int [1:1825] 1 2 3 4 5 6 7 8 9 10 ... ..$ timestamp : POSIXct[1:1825], format: "1975-01-01" "1975-01-02" ... ..$ Qobs : num [1:1825] 2.05 1.75 1.62 1.58 1.47 ... ..$ deseaonalized: num [1:1825] 1.595 0.738 1.512 0.944 0.919 ... ..$ r1 : num [1:1825] 0.812 0.665 0.449 0.842 0.928 ... $ pars : NULL $ p_val : NULL > > runo <- runof > names( runo) <- tolower( names(runof)) > try( prsim( runo, marginalpar=FALSE, suppWarn=TRUE)) # Wrong column for observations selected. Error in prsim(runo, marginalpar = FALSE, suppWarn = TRUE) : Wrong column (name) for observations selected. > > runo <- runof[,4:1] > set.seed(1) > out3 <- prsim( runo, marginalpar=FALSE, suppWarn=TRUE) # ok Detrending with (half-)length 15... Starting 1 simulations: . Finished. > identical(out1,out3) [1] TRUE > > runo <- runof[,4:1] > set.seed(1) > out4 <- prsim( runo, station_id=1, marginalpar=FALSE, suppWarn=TRUE) # ok Detrending with (half-)length 15... Starting 1 simulations: . Finished. > identical(out1,out4) [1] TRUE > > tmp <- paste(runof$YYYY, runof$MM, runof$DD,sep=" ") > runo <- data.frame(time=as.POSIXct(strptime(tmp, format="%Y %m %d", tz="GMT")), Qobs=runof$Qobs) > set.seed(1) > out5 <- prsim( runo, marginalpar=FALSE, suppWarn=TRUE) # ok Detrending with (half-)length 15... Starting 1 simulations: . Finished. > identical(out1,out5) [1] TRUE > > # > > ###################### > # Test 'kappa' distribution with manual construction: > rKappa <- function(n, theta) rand.kappa(n, theta[1], theta[2], theta[3], theta[4]) > Kappa_fit <- function(xdat, ...) { + ll <- Lmoments(xdat) + unlist(par.kappa(ll[1],ll[2],ll[4],ll[5])) + } > set.seed(1) > out6a <- prsim( runo, marginalpar=TRUE) Detrending with (half-)length 15... Starting 1 simulations: . Finished. > set.seed(1) > out6b <- prsim( runo, marginal="kappa", marginalpar=TRUE) Detrending with (half-)length 15... Starting 1 simulations: . Finished. > identical(out6a$pars, out6b$pars) # columns are differently named... [1] TRUE > colSums( (as.matrix(out6a$pars)-out6b$pars)^2) xi alfa k h 0 0 0 0 > summary(out6a$simulation-out6b$simulation) YYYY MM DD timestamp Qobs Min. :0 Min. :0 Min. :0 Length:1825 Min. :0 1st Qu.:0 1st Qu.:0 1st Qu.:0 Class :difftime 1st Qu.:0 Median :0 Median :0 Median :0 Mode :numeric Median :0 Mean :0 Mean :0 Mean :0 Mean :0 3rd Qu.:0 3rd Qu.:0 3rd Qu.:0 3rd Qu.:0 Max. :0 Max. :0 Max. :0 Max. :0 deseaonalized r1 Min. :0 Min. :0 1st Qu.:0 1st Qu.:0 Median :0 Median :0 Mean :0 Mean :0 3rd Qu.:0 3rd Qu.:0 Max. :0 Max. :0 > > plot(out6a$simulation$r1, type='l') > lines.default(out6b$simulation$r1, col=3) > rug( which(out6b$simulation$r1 != out6a$simulation$r1)) > > days_diff <- matrix(out6a$simulation$r1 != out6b$simulation$r1,nrow=365) > kap_par <- data.frame(out6a$pars) > thresh <- kap_par$xi + kap_par$alfa*(1 - kap_par$h^(-kap_par$k))/kap_par$k > image( cbind( is.na(thresh), days_diff)) > > > > proc.time() user system elapsed 47.48 6.76 54.23