test_that("AR1 time-varying works", { skip_on_cran() set.seed(1) predictor_dat <- data.frame( X = runif(4000), Y = runif(4000), year = rep(seq_len(800), each = 5) ) mesh <- make_mesh(predictor_dat, xy_cols = c("X", "Y"), cutoff = 0.2) sigma_V_hats <- numeric(10L) rho_hats <- numeric(10L) set.seed(1234) for (j in seq_along(rho_hats)) { print(j) # https://kaskr.github.io/adcomp/classdensity_1_1AR1__t.html ar1_scale <- 0.8 rho <- 0.7 sigma <- sqrt(1 - rho^2) devs <- rnorm(length(unique(predictor_dat$year))) * ar1_scale x0 <- rnorm(1) * ar1_scale B <- numeric(length(unique(predictor_dat$year))) B[1] <- rho * x0 + sigma * devs[1] for (i in seq(2, length(B))) { B[i] <- rho * B[i-1] + sigma * devs[i] } sim_dat <- sdmTMB_simulate( formula = ~ 0 + as.factor(year), data = predictor_dat, time = NULL, mesh = mesh, family = gaussian(), range = 0.5, sigma_E = NULL, phi = 0.1, sigma_O = 0, seed = j, B = B ) sim_dat$year <- predictor_dat$year m <- sdmTMB(observed ~ 1, data = sim_dat, mesh = mesh, time = "year", spatial = 'off', time_varying_type = "ar1", spatiotemporal = 'off', time_varying = ~ 1) s <- as.list(m$sd_report, "Estimate") sigma_V_hats[j] <- exp(s$ln_tau_V)[1,1] m121 <- function(x) 2 * plogis(x) - 1 rho_hats[j] <- m121(s$rho_time_unscaled)[1,1] } plot(s$b_rw_t[,,1], B) abline(0, 1) expect_gt(cor(B, s$b_rw_t[,,1]), 0.99) expect_equal(round(mean(sigma_V_hats), 2L), ar1_scale) expect_equal(round(mean(rho_hats), 2L), rho) ss <- simulate(m) sim_dat$obs2 <- ss[,1] m <- sdmTMB(obs2 ~ 0, data = sim_dat, mesh = mesh, time = "year", spatial = 'off', time_varying_type = "ar1", spatiotemporal = 'off', time_varying = ~ 1) s <- as.list(m$sd_report, "Estimate") expect_equal(dim(ss), c(4000L, 1L)) expect_gt(exp(s$ln_tau_V)[1,1], 0.75) expect_gt(m121(s$rho_time_unscaled)[1,1], 0.65) }) test_that("RW with mean-zero (rw0) time-varying works", { skip_on_cran() set.seed(1) predictor_dat <- data.frame( X = runif(4000), Y = runif(4000), year = rep(seq_len(800), each = 5) ) mesh <- make_mesh(predictor_dat, xy_cols = c("X", "Y"), cutoff = 0.2) sigma_V_hats <- numeric(12L) sigma_true <- 0.3 set.seed(1234) for (j in seq_along(sigma_V_hats)) { print(j) devs <- rnorm(length(unique(predictor_dat$year))) B <- numeric(length(unique(predictor_dat$year))) B[1] <- sigma_true * devs[1] for (i in seq(2, length(B))) { B[i] <- B[i-1] + sigma_true * devs[i] } sim_dat <- sdmTMB_simulate( formula = ~ 0 + as.factor(year), data = predictor_dat, time = NULL, mesh = mesh, family = gaussian(), range = 0.5, sigma_E = NULL, phi = 0.1, sigma_O = 0, seed = j, B = B ) sim_dat$year <- predictor_dat$year m <- sdmTMB(observed ~ 1, data = sim_dat, mesh = mesh, time = "year", spatial = 'off', time_varying_type = "rw0", spatiotemporal = 'off', time_varying = ~ 1) s <- as.list(m$sd_report, "Estimate") sigma_V_hats[j] <- exp(s$ln_tau_V)[1,1] } plot(s$b_rw_t[,,1], B) abline(0, 1) expect_gt(cor(B, s$b_rw_t[,,1]), 0.99) expect_equal(round(mean(sigma_V_hats), 2L), sigma_true) })