OK, here is an option that implements various spatial correlation structures in gls
/nlme
with haversine distance.
The various corSpatial
-type classes already have machinery in place to construct a correlation matrix from spatial covariates, given a distance metric. Unfortunately, dist
does not implement haversine distance, and dist
is the function called by corSpatial
to compute a distance matrix from the spatial covariates.
The distance matrix computations are performed in getCovariate.corSpatial
. A modified form of this method will pass the appropriate distance to other methods, and the majority of methods will not need to be modified.
Here, I create a new corStruct
class, corHaversine
, and modify only getCovariate
and one other method (Dim
) that determines which correlation function is used. Those methods which do not need modification, are copied from equivalent corSpatial
methods. The (new) mimic
argument in corHaversine
takes the name of the spatial class with the correlation function of interest: by default, it is set to "corSpher
".
Caveat: beyond ensuring that this code runs for spherical and Gaussian correlation functions, I haven't really done a lot of checking.
#### corHaversine - spatial correlation with haversine distance
# Calculates the geodesic distance between two points specified by radian latitude/longitude using Haversine formula.
# output in km
haversine <- function(x0, x1, y0, y1) {
a <- sin( (y1 - y0)/2 )^2 + cos(y0) * cos(y1) * sin( (x1 - x0)/2 )^2
v <- 2 * asin( min(1, sqrt(a) ) )
6371 * v
}
# function to compute geodesic haversine distance given two-column matrix of longitude/latitude
# input is assumed in form decimal degrees if radians = F
# note fields::rdist.earth is more efficient
haversineDist <- function(xy, radians = F) {
if (ncol(xy) > 2) stop("Input must have two columns (longitude and latitude)")
if (radians == F) xy <- xy * pi/180
hMat <- matrix(NA, ncol = nrow(xy), nrow = nrow(xy))
for (i in 1:nrow(xy) ) {
for (j in i:nrow(xy) ) {
hMat[j,i] <- haversine(xy[i,1], xy[j,1], xy[i,2], xy[j,2])
}
}
as.dist(hMat)
}
## for most methods, machinery from corSpatial will work without modification
Initialize.corHaversine <- nlme:::Initialize.corSpatial
recalc.corHaversine <- nlme:::recalc.corSpatial
Variogram.corHaversine <- nlme:::Variogram.corSpatial
corFactor.corHaversine <- nlme:::corFactor.corSpatial
corMatrix.corHaversine <- nlme:::corMatrix.corSpatial
coef.corHaversine <- nlme:::coef.corSpatial
"coef<-.corHaversine" <- nlme:::"coef<-.corSpatial"
## Constructor for the corHaversine class
corHaversine <- function(value = numeric(0), form = ~ 1, mimic = "corSpher", nugget = FALSE, fixed = FALSE) {
spClass <- "corHaversine"
attr(value, "formula") <- form
attr(value, "nugget") <- nugget
attr(value, "fixed") <- fixed
attr(value, "function") <- mimic
class(value) <- c(spClass, "corStruct")
value
} # end corHaversine class
environment(corHaversine) <- asNamespace("nlme")
Dim.corHaversine <- function(object, groups, ...) {
if (missing(groups)) return(attr(object, "Dim"))
val <- Dim.corStruct(object, groups)
val[["start"]] <- c(0, cumsum(val[["len"]] * (val[["len"]] - 1)/2)[-val[["M"]]])
## will use third component of Dim list for spClass
names(val)[3] <- "spClass"
val[[3]] <- match(attr(object, "function"), c("corSpher", "corExp", "corGaus", "corLin", "corRatio"), 0)
val
}
environment(Dim.corHaversine) <- asNamespace("nlme")
## getCovariate method for corHaversine class
getCovariate.corHaversine <- function(object, form = formula(object), data) {
if (is.null(covar <- attr(object, "covariate"))) { # if object lacks covariate attribute
if (missing(data)) { # if object lacks data
stop("need data to calculate covariate")
}
covForm <- getCovariateFormula(form)
if (length(all.vars(covForm)) > 0) { # if covariate present
if (attr(terms(covForm), "intercept") == 1) { # if formula includes intercept
covForm <- eval(parse(text = paste("~", deparse(covForm[[2]]),"-1",sep=""))) # remove intercept
}
# can only take covariates with correct names
if (length(all.vars(covForm)) > 2) stop("corHaversine can only take two covariates, 'lon' and 'lat'")
if ( !all(all.vars(covForm) %in% c("lon", "lat")) ) stop("covariates must be named 'lon' and 'lat'")
covar <- as.data.frame(unclass(model.matrix(covForm, model.frame(covForm, data, drop.unused.levels = TRUE) ) ) )
covar <- covar[,order(colnames(covar), decreasing = T)] # order as lon ... lat
}
else {
covar <- NULL
}
if (!is.null(getGroupsFormula(form))) { # if groups in formula extract covar by groups
grps <- getGroups(object, data = data)
if (is.null(covar)) {
covar <- lapply(split(grps, grps), function(x) as.vector(dist(1:length(x) ) ) ) # filler?
}
else {
giveDist <- function(el) {
el <- as.matrix(el)
if (nrow(el) > 1) as.vector(haversineDist(el))
else numeric(0)
}
covar <- lapply(split(covar, grps), giveDist )
}
covar <- covar[sapply(covar, length) > 0] # no 1-obs groups
}
else { # if no groups in formula extract distance
if (is.null(covar)) {
covar <- as.vector(dist(1:nrow(data) ) )
}
else {
covar <- as.vector(haversineDist(as.matrix(covar) ) )
}
}
if (any(unlist(covar) == 0)) { # check that no distances are zero
stop("cannot have zero distances in \"corHaversine\"")
}
}
covar
} # end method getCovariate
environment(getCovariate.corHaversine) <- asNamespace("nlme")
To test that this runs, given range parameter of 1000:
## test that corHaversine runs with spherical correlation (not testing that it WORKS ...)
library(MASS)
set.seed(1001)
sample_data <- data.frame(lon = -121:-22, lat = -50:49)
ran <- 1000 # 'range' parameter for spherical correlation
dist_matrix <- as.matrix(haversineDist(sample_data)) # haversine distance matrix
# set up correlation matrix of response
corr_matrix <- 1-1.5*(dist_matrix/ran)+0.5*(dist_matrix/ran)^3
corr_matrix[dist_matrix > ran] = 0
diag(corr_matrix) <- 1
# set up covariance matrix of response
sigma <- 2 # residual standard deviation
cov_matrix <- (diag(100)*sigma) %*% corr_matrix %*% (diag(100)*sigma) # correlated response
# generate response
sample_data$y <- mvrnorm(1, mu = rep(0, 100), Sigma = cov_matrix)
# fit model
gls_haversine <- gls(y ~ 1, correlation = corHaversine(form=~lon+lat, mimic="corSpher"), data = sample_data)
summary(gls_haversine)
# Correlation Structure: corHaversine
# Formula: ~lon + lat
# Parameter estimate(s):
# range
# 1426.818
#
# Coefficients:
# Value Std.Error t-value p-value
# (Intercept) 0.9397666 0.7471089 1.257871 0.2114
#
# Standardized residuals:
# Min Q1 Med Q3 Max
# -2.1467696 -0.4140958 0.1376988 0.5484481 1.9240042
#
# Residual standard error: 2.735971
# Degrees of freedom: 100 total; 99 residual
Testing that it runs with Gaussian correlation, with range parameter = 100:
## test that corHaversine runs with Gaussian correlation
ran = 100 # parameter for Gaussian correlation
corr_matrix_gauss <- exp(-(dist_matrix/ran)^2)
diag(corr_matrix_gauss) <- 1
# set up covariance matrix of response
cov_matrix_gauss <- (diag(100)*sigma) %*% corr_matrix_gauss %*% (diag(100)*sigma) # correlated response
# generate response
sample_data$y_gauss <- mvrnorm(1, mu = rep(0, 100), Sigma = cov_matrix_gauss)
# fit model
gls_haversine_gauss <- gls(y_gauss ~ 1, correlation = corHaversine(form=~lon+lat, mimic = "corGaus"), data = sample_data)
summary(gls_haversine_gauss)
With lme
:
## runs with lme
# set up data with group effects
group_y <- as.vector(sapply(1:5, function(.) mvrnorm(1, mu = rep(0, 100), Sigma = cov_matrix_gauss)))
group_effect <- rep(-2:2, each = 100)
group_y = group_y + group_effect
group_name <- factor(group_effect)
lme_dat <- data.frame(y = group_y, group = group_name, lon = sample_data$lon, lat = sample_data$lat)
# fit model
lme_haversine <- lme(y ~ 1, random = ~ 1|group, correlation = corHaversine(form=~lon+lat, mimic = "corGaus"), data = lme_dat, control=lmeControl(opt = "optim") )
summary(lme_haversine)
# Correlation Structure: corHaversine
# Formula: ~lon + lat | group
# Parameter estimate(s):
# range
# 106.3482
# Fixed effects: y ~ 1
# Value Std.Error DF t-value p-value
# (Intercept) -0.0161861 0.6861328 495 -0.02359033 0.9812
#
# Standardized Within-Group Residuals:
# Min Q1 Med Q3 Max
# -3.0393708 -0.6469423 0.0348155 0.7132133 2.5921573
#
# Number of Observations: 500
# Number of Groups: 5