Feature: Robust GWR

NAMESPACE

@@ -15,17 +15,20 @@ S3method(print,gtdrm)
 S3method(print,gwavgm)
 S3method(print,gwrm)
 S3method(print,gwrmultiscalem)
+S3method(print,rgwrm)
 S3method(residuals,gtdrm)
 S3method(residuals,gwrm)
 S3method(residuals,gwrmultiscalem)
 S3method(step,default)
 S3method(step,gtdrm)
 S3method(step,gwrm)
+S3method(step,rgwrm)
 export(gtdr)
 export(gtdr_config)
 export(gwaverage)
 export(gwr_basic)
 export(gwr_multiscale)
+export(gwr_robust)
 export(mgwr_config)
 export(print_table_md)
 export(step)

R/RcppExports.R

@@ -21,3 +21,11 @@ gwr_multiscale_fit <- function(x, y, coords, bw, adaptive, kernel, longlat, p, t
     .Call(`_GWmodel3_gwr_multiscale_fit`, x, y, coords, bw, adaptive, kernel, longlat, p, theta, optim_bw, optim_bw_criterion, threashold, initial_type, centered, optim_bw_lower, optim_bw_upper, criterion, hatmatrix, intercept, retry_times, max_iterations, parallel_type, parallel_arg, variable_names, verbose)
 }
 
+gwr_robust_fit <- function(x, y, coords, bw, adaptive, kernel, longlat, p, theta, optim_bw_lower, optim_bw_upper, hatmatrix, intercept, filter, parallel_type, parallel_arg, optim_bw, optim_bw_criterion, select_model, select_model_criterion, select_model_threshold, variable_names, verbose) {
+    .Call(`_GWmodel3_gwr_robust_fit`, x, y, coords, bw, adaptive, kernel, longlat, p, theta, optim_bw_lower, optim_bw_upper, hatmatrix, intercept, filter, parallel_type, parallel_arg, optim_bw, optim_bw_criterion, select_model, select_model_criterion, select_model_threshold, variable_names, verbose)
+}
+
+gwr_robust_predict <- function(pcoords, x, y, coords, bw, adaptive, kernel, longlat, p, theta, intercept, parallel_type, parallel_arg, verbose) {
+    .Call(`_GWmodel3_gwr_robust_predict`, pcoords, x, y, coords, bw, adaptive, kernel, longlat, p, theta, intercept, parallel_type, parallel_arg, verbose)
+}
+

R/gwr_robust.R

@@ -0,0 +1,270 @@
+#' Calibrate a Robust GWR model
+#'
+#' @param formula Regresison model.
+#' @param data A `sf` objects.
+#' @param bw Either a value to set the size of bandwidth,
+#'  or one of the following characters to set the criterion for
+#'  bandwidth auto-optimization process.
+#'  - `AIC`
+#'  - `CV`
+#'  Note that if `NA` or other non-numeric value is setted,
+#'  this parameter will be reset to `Inf`.
+#' @param adaptive Whether the bandwidth value is adaptive or not.
+#' @param kernel Kernel function used.
+#' @param longlat Whether the coordinates
+#' @param p Power of the Minkowski distance,
+#'  default to 2, i.e., Euclidean distance.
+#' @param theta Angle in radian to roate the coordinate system, default to 0.
+#' @param optim_bw_range Bounds on bandwidth optimization, a vector of two numeric elements.
+#'  Set to `NA_real_` to enable default values selected by the algorithm.
+#' @param hatmatrix If TRUE, great circle will be caculated.
+#' @param filter Whether to use filtered algorithm.
+#' @param parallel_method Parallel method.
+#' @param parallel_arg Parallel method argument.
+#' @param verbose Whether to print additional information.
+#'
+#' @return A `rgwrm` object.
+#' 
+#' @details
+#' ## Parallelization
+#' 
+#' Multithreading (`omp`) are provided to speed up robust GWR algorithm:
+#' 
+#' See the vignettes about parallelization to learn more about this topic.
+#'
+#' @examples
+#' data(LondonHP)
+#'
+#' # Basic usage
+#' gwr_robust(PURCHASE ~ FLOORSZ + UNEMPLOY, LondonHP, 64, TRUE)
+#'
+#' # Bandwidth Optimization
+#' m <- gwr_robust(PURCHASE ~ FLOORSZ + UNEMPLOY + PROF, LondonHP, 'AIC', TRUE)
+#' m
+#' 
+#' @seealso `browseVignettes("")`
+#'
+#' @importFrom stats na.action model.frame model.extract model.matrix terms
+#' @export
+gwr_robust <- function(
+    formula,
+    data,
+    bw = NA,
+    adaptive = FALSE,
+    kernel = c("gaussian", "exp", "bisquare", "tricube", "boxcar"),
+    longlat = FALSE,
+    p = 2.0,
+    theta = 0.0,
+    optim_bw_range = c(0, Inf),
+    hatmatrix = TRUE,
+    filter = FALSE,
+    parallel_method = c("no", "omp", "cuda"),
+    parallel_arg = c(0),
+    verbose = FALSE
+) {
+    ### Check args
+    kernel = match.arg(kernel)
+    parallel_method = match.arg(parallel_method)
+    attr(data, "na.action") <- getOption("na.action")
+
+    ### Extract coords
+    data <- do.call(na.action(data), args = list(data))
+    coords <- as.matrix(sf::st_coordinates(sf::st_centroid(data)))
+    if (is.null(coords) || nrow(coords) != nrow(data))
+        stop("Missing coordinates.")
+
+    ### Extract variables
+    mc <- match.call(expand.dots = FALSE)
+    mf <- model.frame(formula = formula(formula), data = sf::st_drop_geometry(data))
+    mt <- attr(mf, "terms")
+    y <- model.extract(mf, "response")
+    x <- model.matrix(mt, mf)
+    dep_var <- as.character(attr(terms(mf), "variables")[[2]])
+    has_intercept <- attr(terms(mf), "intercept") == 1
+    indep_vars <- colnames(x)
+    indep_vars[which(indep_vars == "(Intercept)")] <- "Intercept"
+    colnames(x) <- indep_vars
+    if (has_intercept && indep_vars[1] != "Intercept") {
+        stop("Please put Intercept to the first column.")
+    }
+
+    ### Check whether bandwidth is valid.
+    if (missing(bw)) {
+        optim_bw <- TRUE
+        optim_bw_criterion <- "AIC"
+        bw <- Inf
+    } else if (is.numeric(bw) || is.integer(bw)) {
+        optim_bw <- FALSE
+        optim_bw_criterion <- "AIC"
+    } else {
+        optim_bw <- TRUE
+        optim_bw_criterion <-
+            ifelse(is.character(bw), match.arg(bw, c("CV", "AIC")), "AIC")
+        bw <- Inf
+    }
+
+    ### Call solver
+    c_result <- tryCatch(gwr_robust_fit(
+        x, y, coords, bw, adaptive, enum(kernel), longlat, p, theta,
+        optim_bw_range[1], optim_bw_range[2],
+        hatmatrix, has_intercept, filter,
+        enum_list(parallel_method, parallel_types), parallel_arg,
+        optim_bw, enum(optim_bw_criterion, c("AIC", "CV")),
+        select_model = FALSE, select_model_criterion = 0,
+        select_model_threshold = 3.0, indep_vars, as.integer(verbose)
+    ), error = function (e) {
+        stop("Error:", conditionMessage(e))
+    })
+    if (optim_bw)
+        bw <- c_result$bandwidth
+    betas <- c_result$betas
+    betas_se <- c_result$betasSE
+    shat_trace <- c_result$sTrace
+    fitted <- c_result$fitted
+    diagnostic <- c_result$diagnostic
+    resi <- y - fitted
+    n_dp <- nrow(coords)
+    rss_gw <- sum(resi * resi)
+    sigma <- rss_gw / (n_dp - 2 * shat_trace[1] + shat_trace[2])
+    betas_se <- sqrt(sigma * betas_se)
+    betas_tv <- betas / betas_se
+
+    ### Create result Layer
+    colnames(betas) <- indep_vars
+    colnames(betas_se) <- paste(indep_vars, "SE", sep = ".")
+    colnames(betas_tv) <- paste(indep_vars, "TV", sep = ".")
+    sdf_data <- as.data.frame(cbind(
+        betas,
+        "yhat" = fitted,
+        "residual" = resi,
+        betas_se,
+        betas_tv
+    ))
+    sdf_data$geometry <- sf::st_geometry(data)
+    sdf <- sf::st_sf(sdf_data)
+
+    ### Return result
+    rgwrm <- list(
+        SDF = sdf,
+        diagnostic = diagnostic,
+        args = list(
+            x = x,
+            y = y,
+            coords = coords,
+            bw = bw,
+            adaptive = adaptive,
+            kernel = kernel,
+            longlat = longlat,
+            p = p,
+            theta = theta,
+            optim_bw_lower = optim_bw_range[1],
+            optim_bw_upper = optim_bw_range[2],
+            hatmatrix = hatmatrix,
+            has_intercept = has_intercept,
+            is_filtered = filter,
+            parallel_method = parallel_method,
+            parallel_arg = parallel_arg,
+            optim_bw = optim_bw,
+            optim_bw_criterion = optim_bw_criterion,
+            verbose = verbose
+        ),
+        call = mc,
+        indep_vars = indep_vars,
+        dep_var = dep_var
+    )
+    class(rgwrm) <- c("rgwrm", "gwrm")
+    rgwrm
+}
+
+
+#' @describeIn gwr_robust Model selection for Robust GWR model
+#'
+#' @param object A "`gwrm`" class object.
+#' @param criterion The model-selection method.
+#'  Currently there is only AIC available.
+#' @param threshold The threshold of criterion changes. Default to 3.0.
+#' @param bw The bandwidth used in selecting models.
+#'  If `NA` or missing, the bandwidth value will be derived
+#'  from the `gwrm` object.
+#' @param optim_bw Whether optimize bandwidth after selecting models.
+#'  Avaliable values are `no`, `AIC`, and `CV`.
+#'  If `no` is specified, the bandwidth specified by argument `bw`
+#'  is used in calibrating selected models.
+#' @param \dots Other parameters.
+#' @return A `rgwrm` object.
+#' @method step rgwrm
+#'
+#' @examples
+#' step(m, threshold = 100.0, bw = Inf, optim_bw = "AIC")
+#'
+#' @importFrom stats formula
+#' @export
+step.rgwrm <- function(
+    object,
+    ...,
+    criterion = c("AIC"),
+    threshold = 3.0,
+    bw = NA,
+    optim_bw = c("no", "AIC", "CV")
+) {
+    # step method in gwr
+    res <- NextMethod()
+    res$is_filtered <- object$args$is_filtered
+    class(res) <- c("rgwrm", "gwrm")
+    res
+}
+
+#' Print description of a `rgwrm` object
+#'
+#' @param x An `rgwrm` object returned by [gwr_robust()].
+#' @param decimal_fmt The format string passing to [base::sprintf()].
+#' @inheritDotParams print_table_md
+#' 
+#' @method print rgwrm
+#' @importFrom stats coef fivenum
+#' @rdname print
+#' @export
+print.rgwrm <- function(x, decimal_fmt = "%.3f", ...) {
+    if (!inherits(x, "rgwrm")) {
+        stop("It's not a rgwrm object.")
+    }
+
+    cat("   ***********************************************************************\n")
+    cat("   *                         Package   GWmodel3                          *\n")
+    cat("   ***********************************************************************\n")
+    cat("   *        Results of Roubust Geographically Weighted Regression        *\n")
+    cat("   ***********************************************************************\n")
+    cat("\n   *********************Model Calibration Information*********************\n")
+    cat("   Formula:", deparse(x$call$formula), fill = T)
+    cat("   Data:", deparse(x$call$data), fill = T)
+    cat("   Kernel:", x$args$kernel, fill = T)
+    cat("   Bandwidth:", x$args$bw,
+        ifelse(x$args$adaptive, "(Nearest Neighbours)", "(Meters)"),
+        ifelse(x$args$optim_bw, paste0(
+            "(Optimized accroding to ",
+            x$args$optim_bw_criterion,
+            ")"
+        ), ""), fill = T)
+    cat("   Filtered:", x$args$is_filtered, fill = T)
+
+    cat("\n   ****************Local Summary of Coefficient Estimates*****************", fill = T)
+    betas <- coef(x)
+    beta_fivenum <- t(apply(betas, 2, fivenum))
+    colnames(beta_fivenum) <- c("Min.", "1st Qu.", "Median", "3rd Qu.", "Max.")
+    rownames(beta_fivenum) <- paste0("   ", colnames(betas))
+    beta_str <- rbind(
+        c("   Coefficient", colnames(beta_fivenum)),
+        cbind(rownames(beta_fivenum), matrix2char(beta_fivenum, decimal_fmt))
+    )
+    print_table_md(beta_str, ...)
+
+    cat("\n   ************************Diagnostic Information*************************", fill = T)
+    cat("   RSS:", x$diagnostic$RSS, fill = T)
+    cat("   ENP:", x$diagnostic$ENP, fill = T)
+    cat("   EDF:", x$diagnostic$EDF, fill = T)
+    cat("   R2:", x$diagnostic$RSquare, fill = T)
+    cat("   R2adj:", x$diagnostic$RSquareAdjust, fill = T)
+    cat("   AIC:", x$diagnostic$AIC, fill = T)
+    cat("   AICc:", x$diagnostic$AICc, fill = T)
+    cat("\n", fill = T)
+}