forked from pbs-assess/sdmTMB
-
Notifications
You must be signed in to change notification settings - Fork 0
/
README.Rmd
550 lines (436 loc) · 19.3 KB
/
README.Rmd
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
---
output:
github_document:
toc: true
toc_depth: 3
df_print: "tibble"
includes:
in_header: header.md
---
```{r setup, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "50%",
cache = TRUE,
autodep = TRUE,
dpi = 72
)
```
## Installation
Assuming you have a [C++ compiler](https://support.rstudio.com/hc/en-us/articles/200486498-Package-Development-Prerequisites) installed, you can install sdmTMB:
```{r, eval=FALSE}
# install.packages("remotes")
remotes::install_github("pbs-assess/sdmTMB", dependencies = TRUE)
```
## Overview
Analyzing geostatistical data (coordinate-referenced observations from some underlying spatial process) is becoming increasingly common in ecology.
sdmTMB implements geostatistical spatial and spatiotemporal GLMMs using TMB for model fitting and R-INLA to set up SPDE (stochastic partial differential equation) matrices.
One common application is for species distribution models (SDMs), hence the package name.
The goal of sdmTMB is to provide a fast, flexible, and user-friendly interface---similar to the popular R package glmmTMB---but with a focus on spatial and spatiotemporal models with an SPDE approach.
We extend the generalized linear mixed models (GLMMs) familiar to ecologists to include the following optional features:
* spatial random fields
* spatiotemporal random fields that may be independent by year or modelled with random walks or autoregressive processes
* smooth terms for covariates, using the familiar `s()` notation from mgcv
* breakpoint (hockey-stick) or logistic covariates
* time-varying covariates (coefficients modelled as random walks)
* spatially varying coefficient models (SVCs)
* interpolation or forecasting over missing or future time slices
* a wide range of families: all standard R families plus `tweedie()`, `nbinom1()`, `nbinom2()`, `lognormal()`, and `student()`, plus some truncated and censored families
Estimation is performed in sdmTMB via maximum marginal likelihood with the objective function calculated in TMB and minimized in R via `stats::nlminb()` with the random effects integrated over via the Laplace approximation.
The sdmTMB package also allows for models to be passed to Stan via tmbstan, allowing for Bayesian model estimation.
<!-- sdmTMB: -->
<!-- - Fits GLMMs with spatial, spatiotemporal, spatial and spatiotemporal, or AR1 spatiotemporal Gaussian Markov random fields with TMB. -->
<!-- - Uses formula interfaces for fixed effects and any time-varying effects (dynamic regression) (e.g. `formula = y ~ 1 + x1 + (1 | g), time_varying = ~ 0 + x2`), where `y` is the response, `1` represents an intercept, `0` omits an intercept, `x1` is a covariate with a constant effect, `(1 | g)` is a random intercept across groups `g`, and `x2` is a covariate with a time-varying effect. -->
<!-- - Can fit spatially varying coefficients as a random field (e.g. `spatial_varying = ~ 0 + x3`). -->
<!-- - Can handle GAMs (generalized additive models) with penalized smoothers from mgcv. E.g., `y ~ s(x)`. -->
<!-- - Can handle linear breakpoint or logistic threshold fixed effects: `y ~ breakpt(x1)` or `y ~ logistic(x2)`. -->
<!-- - Uses a `family(link)` format similar to `glm()`, lme4, or glmmTMB. This includes Gaussian, Poisson, negative binomial, gamma, binomial, lognormal, Student-t, and Tweedie distributions with identity, log, inverse, and logit links. E.g., `family = tweedie(link = "log")`. -->
<!-- - Has `predict()` and `residuals()` methods. The residuals are randomized-quantile residuals similar to those implemented in the [DHARMa](https://cran.r-project.org/package=DHARMa) package. The `predict()` function can take a `newdata` argument similar to `lm()` or `glm()` etc. The predictions are bilinear interpolated predictive-process predictions (i.e., they make smooth pretty maps). -->
<!-- - Has a simulation function `simulate()` for simulating from existing fits (e.g., for DHARMa), `sdmTMB_simulate()` for generating simulated data from scratch, and `sdmTMB_cv()` for cross-validation testing of model accuracy or comparing across model configurations. -->
<!-- - Includes functionality for estimating the centre of gravity or total biomass by time step for index standardization. -->
<!-- - Can optionally allow for anisotropy in the random fields (spatial correlation that is directionally dependent) and barriers (e.g., land for ocean species) to spatial correlation. -->
<!-- - Can interpolate over missing time slices or forecast onto future time slices. -->
<!-- - Can generate an SPDE predictive-process mesh or can take any standard R-INLA mesh created externally as input. -->
See [`?sdmTMB`](https://pbs-assess.github.io/sdmTMB/reference/sdmTMB.html) and [`?predict.sdmTMB`](https://pbs-assess.github.io/sdmTMB/reference/predict.sdmTMB.html) for the most complete examples. Also see the vignettes ('Articles') on the [documentation site](https://pbs-assess.github.io/sdmTMB/index.html).
## Citation
To cite sdmTMB in publications use:
```r
citation("sdmTMB")
```
Anderson, S.C., E.J. Ward, P.A. English, L.A.K. Barnett.
2022. sdmTMB: an R package for fast, flexible, and
user-friendly generalized linear mixed effects models with
spatial and spatiotemporal random fields. bioRxiv
2022.03.24.485545; doi: <https://doi.org/10.1101/2022.03.24.485545>
## Basic use
An sdmTMB model requires a data frame that contains a response column, columns for any predictors, and columns for spatial coordinates.
It usually makes sense to convert the spatial coordinates to an equidistant projection such as UTMs such that distance remains constant throughout the study region [e.g., using `sf::st_transform()`].
Here, we illustrate a spatial model fit to Pacific cod (*Gadus macrocephalus*) trawl survey data from Queen Charlotte Sound, BC, Canada.
Our model contains a main effect of depth as a penalized smoother, a spatial random field, and Tweedie observation error.
Our data frame `pcod` (built into the package) has a column `year` for the year of the survey, `density` for density of Pacific cod in a given survey tow, `present` for whether `density > 0`, `depth` for depth in meters of that tow, and spatial coordinates `X` and `Y`, which are UTM coordinates in kilometres.
```{r, echo=TRUE, eval=FALSE, cache=FALSE}
library(dplyr)
library(ggplot2)
library(sdmTMB)
head(pcod)
```
```{r, echo=FALSE, eval=TRUE, message=FALSE, warning=FALSE, cache=FALSE}
library(dplyr)
library(ggplot2)
library(sdmTMB)
theme_set(theme_light())
dplyr::select(pcod, year, density, present, depth, X, Y) %>%
head(n = 3)
```
We start by creating a mesh object that contains matrices to apply the SPDE approach.
```{r}
mesh <- make_mesh(pcod, xy_cols = c("X", "Y"), cutoff = 10)
```
Here, `cutoff` defines the minimum allowed distance between points in the units of `X` and `Y` (km). Alternatively, we could have created any mesh via the INLA package and supplied it to `make_mesh()`.
We can inspect our mesh object with the associated plotting method `plot(mesh)`.
Fit a spatial model with a smoother for depth:
```{r, warning=FALSE, message=FALSE}
fit <- sdmTMB(
density ~ s(depth, k = 5),
data = pcod,
mesh = mesh,
family = tweedie(link = "log"),
spatial = "on"
)
```
Print the model fit:
```{r}
fit
```
The output indicates our model was fit by maximum (marginal) likelihood (`ML`). We also see the formula, mesh, fitted data, and family. Next we see any estimated main effects including the linear component of the smoother (`sdepth`), the standard deviation on the smoother weights (`sds(depth)`), the Tweedie dispersion and power parameters, the Matérn range distance (distance at which points are effectively independent), the marginal spatial field standard deviation, and the negative log likelihood at convergence.
We can extract parameters as a data frame:
```{r}
tidy(fit, conf.int = TRUE)
tidy(fit, effects = "ran_pars", conf.int = TRUE)
```
Plot the smoother effect:
```{r plot-smooth}
plot_smooth(fit, ggplot = TRUE)
```
Predict on new data:
```{r}
p <- predict(fit, newdata = qcs_grid)
```
```{r, eval=FALSE, echo=TRUE}
head(p)
```
```{r, eval=TRUE, echo=FALSE}
select(p, X, Y, depth, est, est_non_rf, est_rf, omega_s) %>%
head(n = 3)
```
```{r plot-predictions}
ggplot(p, aes(X, Y, fill = exp(est))) + geom_raster() +
scale_fill_viridis_c(trans = "sqrt")
```
We could switch to a presence-absence model by changing the response column and family:
```{r, eval=FALSE}
fit <- sdmTMB(
present ~ s(depth, k = 5),
data = pcod,
mesh = mesh,
family = binomial(link = "logit")
)
```
We could instead fit a spatiotemporal model by specifying the `time` column and a spatiotemporal structure:
```{r, eval=TRUE, echo=TRUE, warning=FALSE, message=FALSE}
fit_spatiotemporal <- sdmTMB(
density ~ s(depth, k = 5),
data = pcod,
mesh = mesh,
time = "year",
family = tweedie(link = "log"),
spatial = "off",
spatiotemporal = "ar1"
)
```
If we wanted to create an area-weighted standardized population index, we could predict on a grid covering the entire survey (`qcs_grid`) with grid cell area 4 (2 x 2 km) and pass the predictions to `get_index()`:
```{r plot-index}
p_st <- predict(fit_spatiotemporal, newdata = qcs_grid,
return_tmb_object = TRUE, area = 4)
index <- get_index(p_st)
ggplot(index, aes(year, est)) +
geom_ribbon(aes(ymin = lwr, ymax = upr), fill = "grey90") +
geom_line(lwd = 1, colour = "grey30") +
labs(x = "Year", y = "Biomass (kg)")
```
Or the center of gravity:
```{r plot-cog}
cog <- get_cog(p_st, format = "wide")
ggplot(cog, aes(est_x, est_y, colour = year)) +
geom_pointrange(aes(xmin = lwr_x, xmax = upr_x)) +
geom_pointrange(aes(ymin = lwr_y, ymax = upr_y)) +
scale_colour_viridis_c()
```
For more on these basic features, see the vignettes [Intro to modelling with sdmTMB](https://pbs-assess.github.io/sdmTMB/articles/basic-intro.html) and [Index standardization with sdmTMB](https://pbs-assess.github.io/sdmTMB/articles/index-standardization.html).
## Advanced functionality
### Time-varying coefficients
Time-varying intercept:
```{r, eval=FALSE}
fit <- sdmTMB(
density ~ 0 + s(depth, k = 5),
time_varying = ~ 1,
data = pcod, mesh = mesh,
time = "year",
family = tweedie(link = "log"),
silent = FALSE # see progress
)
```
Time-varying (random walk) effect of depth:
```{r, eval=FALSE}
fit <- sdmTMB(
density ~ 1,
time_varying = ~ 0 + depth_scaled + depth_scaled2,
data = pcod, mesh = mesh,
time = "year",
family = tweedie(link = "log"),
spatial = "off",
spatiotemporal = "ar1",
silent = FALSE
)
```
See the vignette [Intro to modelling with sdmTMB](https://pbs-assess.github.io/sdmTMB/articles/basic-intro.html) for more details.
### Spatially varying coefficients (SVC)
Spatially varying effect of time:
```{r, eval=TRUE, warning=FALSE}
pcod$year_scaled <- as.numeric(scale(pcod$year))
fit <- sdmTMB(
density ~ s(depth, k = 5) + year_scaled,
spatial_varying = ~ 0 + year_scaled,
data = pcod, mesh = mesh,
time = "year",
family = tweedie(link = "log"),
spatiotemporal = "off"
)
```
See `zeta_s` in the output, which represents the coefficient varying in space. You'll want to ensure you set up your model such that it ballpark has a mean of 0 (e.g., by including it in `formula` too).
```{r plot-zeta}
qcs_grid$year_scaled <- (qcs_grid$year - mean(pcod$year)) / sd(pcod$year)
p <- predict(fit, newdata = qcs_grid) %>%
subset(year == 2011) # any year
ggplot(p, aes(X, Y, fill = zeta_s)) + geom_raster() +
scale_fill_gradient2()
```
See the vignette on [Fitting spatial trend models with sdmTMB](https://pbs-assess.github.io/sdmTMB/articles/spatial-trend-models.html) for more details.
### Random intercepts
We can use the same syntax (`1 | group`) as lme4 or glmmTMB to fit random intercepts:
```{r, eval=FALSE, echo=TRUE, warning=FALSE, message=FALSE}
pcod$year_factor <- as.factor(pcod$year)
fit <- sdmTMB(
density ~ s(depth, k = 5) + (1 | year_factor),
data = pcod, mesh = mesh,
time = "year",
family = tweedie(link = "log")
)
```
### Breakpoint and theshold effects
```{r, eval=FALSE}
fit <- sdmTMB(
present ~ 1 + breakpt(depth_scaled),
data = pcod, mesh = mesh,
family = binomial(link = "logit")
)
```
```{r, eval=FALSE}
fit <- sdmTMB(
present ~ 1 + logistic(depth_scaled),
data = pcod, mesh = mesh,
family = binomial(link = "logit")
)
```
See the vignette on [Threshold modeling with sdmTMB](https://pbs-assess.github.io/sdmTMB/articles/threshold-models.html) for more details.
### Simulating data
#### Simulating data from scratch
```{r}
predictor_dat <- expand.grid(
X = seq(0, 1, length.out = 100), Y = seq(0, 1, length.out = 100)
)
mesh <- make_mesh(predictor_dat, xy_cols = c("X", "Y"), cutoff = 0.05)
sim_dat <- sdmTMB_simulate(
formula = ~ 1,
data = predictor_dat,
mesh = mesh,
family = poisson(link = "log"),
range = 0.3,
sigma_O = 0.4,
seed = 1,
B = 1 # B0 = intercept
)
head(sim_dat)
# sample 200 points for fitting:
set.seed(1)
sim_dat_obs <- sim_dat[sample(seq_len(nrow(sim_dat)), 200), ]
```
```{r plot-sim-dat}
ggplot(sim_dat, aes(X, Y)) +
geom_raster(aes(fill = exp(eta))) + # mean without observation error
geom_point(aes(size = observed), data = sim_dat_obs, pch = 21) +
scale_fill_viridis_c() +
scale_size_area() +
coord_cartesian(expand = FALSE)
```
Fit to the simulated data:
```{r}
mesh <- make_mesh(sim_dat_obs, xy_cols = c("X", "Y"), cutoff = 0.05)
fit <- sdmTMB(
observed ~ 1,
data = sim_dat_obs,
mesh = mesh,
family = poisson()
)
```
See [`?sdmTMB_simulate`](https://pbs-assess.github.io/sdmTMB/reference/sdmTMB_simulate.html) for more details.
#### Simulating from an existing fit
```{r sim, include=FALSE, eval=FALSE}
s <- simulate(fit, nsim = 500)
dim(s)
s[1:3,1:4]
```
``` r
s <- simulate(fit, nsim = 500)
dim(s)
#> [1] 969 500
s[1:3,1:4]
#> [,1] [,2] [,3] [,4]
#> [1,] 0 59.40310 83.20888 0.00000
#> [2,] 0 34.56408 0.00000 19.99839
#> [3,] 0 0.00000 0.00000 0.00000
```
Using those simulations to check DHARMa residuals:
```{r plot-dharma, warning=FALSE, results='hide'}
# dharma_residuals(s, fit)
# or with the pipe, %>%:
simulate(fit, nsim = 500) %>%
dharma_residuals(fit)
```
See the vignette on [Residual checking with sdmTMB](https://pbs-assess.github.io/sdmTMB/articles/residual-checking.html), [`?simulate.sdmTMB`](https://pbs-assess.github.io/sdmTMB/reference/simulate.sdmTMB.html), and [`?dharma_residuals`](https://pbs-assess.github.io/sdmTMB/reference/dharma_residuals.html) for more details.
### Sampling from the joint precision matrix
We can take samples from the implied parameter distribution assuming an MVN covariance matrix on the internal parameterization:
```{r plot-mvn}
samps <- gather_sims(fit, nsim = 1000)
ggplot(samps, aes(.value)) + geom_histogram() +
facet_wrap(~.variable, scales = "free_x")
```
See [`?gather_sims`](https://pbs-assess.github.io/sdmTMB/reference/gather_sims.html) and [`?get_index_sims`](https://pbs-assess.github.io/sdmTMB/reference/get_index_sims.html) for more details.
### Calculating uncertainty on spatial predictions
The fastest way to get point-wise prediction uncertainty is to use the MVN samples:
```{r plot-pred-mvn}
p <- predict(fit, newdata = predictor_dat, nsim = 500)
predictor_dat$se <- apply(p, 1, sd)
ggplot(predictor_dat, aes(X, Y, fill = se)) +
geom_raster() +
scale_fill_viridis_c(option = "A") +
coord_cartesian(expand = FALSE)
```
### Cross validation
sdmTMB has built-in functionality for cross-validation. If we were to set a `future::plan()`, the folds would be fit in parallel:
```{r cv, warning=FALSE}
mesh <- make_mesh(pcod, c("X", "Y"), cutoff = 10)
## Set parallel processing if desired:
# library(future)
# plan(multisession)
m_cv <- sdmTMB_cv(
density ~ s(depth, k = 5),
data = pcod, mesh = mesh,
family = tweedie(link = "log"), k_folds = 2
)
# Sum of log likelihoods of left-out data:
m_cv$sum_loglik
# Expected log pointwise predictive density from left-out data:
# (average likelihood density)
m_cv$elpd
```
See [`?sdmTMB_cv`](https://pbs-assess.github.io/sdmTMB/reference/sdmTMB_cv.html) for more details.
### Priors
Priors/penalties can be placed on most parameters. For example, here we place a PC (penalized complexity) prior on the Matérn random field parameters, a standard normal prior on the effect of depth, a Normal(0, 10^2) prior on the intercept, and a half-normal prior on the Tweedie dispersion parameter (`phi`):
```{r priors}
mesh <- make_mesh(pcod, c("X", "Y"), cutoff = 10)
fit <- sdmTMB(
density ~ depth_scaled,
data = pcod, mesh = mesh,
family = tweedie(),
priors = sdmTMBpriors(
matern_s = pc_matern(range_gt = 10, sigma_lt = 5),
b = normal(c(0, 0), c(1, 10)),
phi = halfnormal(0, 15)
)
)
```
We can visualize the PC Matérn prior:
```{r plot-pc-matern}
plot_pc_matern(range_gt = 10, sigma_lt = 5)
```
See [`?sdmTMBpriors`](https://pbs-assess.github.io/sdmTMB/reference/priors.html) for more details.
### Bayesian MCMC sampling with Stan
The fitted model can be passed to the tmbstan package to sample from the posterior with Stan. Note this can be slow for large or poorly identified models. See examples of fixing parameters in [`?extract_mcmc`](https://pbs-assess.github.io/sdmTMB/reference/extract_mcmc.html).
```{r mcmc, warning=FALSE, message=FALSE, results='hide', eval=FALSE}
# only 1 chain and 400 iterations for speed:
fit_mcmc <- tmbstan::tmbstan(fit$tmb_obj, chains = 1, iter = 400)
```
Internal parameter posteriors:
``` r
print(fit_mcmc, pars = c("b_j", "omega_s[1]"))
#> Inference for Stan model: sdmTMB.
#> 1 chains, each with iter=400; warmup=200; thin=1;
#> post-warmup draws per chain=200, total post-warmup draws=200.
#>
#> mean se_mean sd 2.5% 25% 50% 75% 97.5% n_eff Rhat
#> b_j 0.99 0.03 0.15 0.62 0.93 1.00 1.06 1.27 35 1.00
#> omega_s[1] -0.07 0.03 0.23 -0.50 -0.23 -0.06 0.10 0.33 63 1.01
#>
#> Samples were drawn using NUTS(diag_e).
#> For each parameter, n_eff is a crude measure of effective sample size,
#> and Rhat is the potential scale reduction factor on split chains (at
#> convergence, Rhat=1).
```
Predicting with the Stan/tmbstan model:
``` r
pred_mcmc <- predict(fit, newdata = qcs_grid, tmbstan_model = fit_mcmc)
# Each row has 200 posterior samples for a row of the `newdata` data frame:
dim(pred_mcmc)
#> [1] 65826 200
```
See [`?extract_mcmc`](https://pbs-assess.github.io/sdmTMB/reference/extract_mcmc.html) for more details.
### Turning off random fields
We can turn off the random fields for model comparison:
```{r no-rf, warning=FALSE, message=FALSE}
fit_sdmTMB <- sdmTMB(
present ~ poly(depth_scaled, 2),
data = pcod, mesh = mesh,
spatial = "off",
family = binomial()
)
fit_glm <- glm(
present ~ poly(depth_scaled, 2),
data = pcod,
family = binomial()
)
tidy(fit_sdmTMB)
broom::tidy(fit_glm)
```
### Using a custom INLA mesh
Defining a mesh directly with INLA:
```{r inla-mesh, warning=FALSE, fig.asp = 1, dpi = 40, out.width = "30%"}
bnd <- INLA::inla.nonconvex.hull(cbind(pcod$X, pcod$Y), convex = -0.1)
mesh_inla <- INLA::inla.mesh.2d(
boundary = bnd,
max.edge = c(25, 50)
)
mesh <- make_mesh(pcod, c("X", "Y"), mesh = mesh_inla)
plot(mesh)
```
```{r inla-mesh2, eval=FALSE}
fit <- sdmTMB(
density ~ s(depth, k = 5),
data = pcod, mesh = mesh,
family = tweedie(link = "log")
)
```
### Barrier meshes
A barrier mesh limits correlation across barriers (e.g., land or water). See the example in [`?add_barrier_mesh`](https://pbs-assess.github.io/sdmTMB/reference/add_barrier_mesh.html).