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spTimer: Spatio-Temporal Bayesian Modeling Using R

Author

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  • Bakar, Khandoker Shuvo
  • Sahu, Sujit K.

Abstract

Hierarchical Bayesian modeling of large point-referenced space-time data is increasingly becoming feasible in many environmental applications due to the recent advances in both statistical methodology and computation power. Implementation of these methods using the Markov chain Monte Carlo (MCMC) computational techniques, however, requires development of problem-specific and user-written computer code, possibly in a low-level language. This programming requirement is hindering the widespread use of the Bayesian model-based methods among practitioners and, hence there is an urgent need to develop high-level software that can analyze large data sets rich in both space and time. This paper develops the package spTimer for hierarchical Bayesian modeling of stylized environmental space-time monitoring data as a contributed software package in the R language that is fast becoming a very popular statistical computing platform. The package is able to fit, spatially and temporally predict large amounts of space-time data using three recently developed Bayesian models. The user is given control over many options regarding covariance function selection, distance calculation, prior selection and tuning of the implemented MCMC algorithms, although suitable defaults are provided. The package has many other attractive features such as on the fly transformations and an ability to spatially predict temporally aggregated summaries on the original scale, which saves the problem of storage when using MCMC methods for large datasets. A simulation example, with more than a million observations, and a real life data example are used to validate the underlying code and to illustrate the software capabilities.

Suggested Citation

  • Bakar, Khandoker Shuvo & Sahu, Sujit K., 2015. "spTimer: Spatio-Temporal Bayesian Modeling Using R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i15).
    • Handle: RePEc:jss:jstsof:v:063:i15
    DOI: http://hdl.handle.net/10.18637/jss.v063.i15
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    References listed on IDEAS

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    1. Hadfield, Jarrod D., 2010. "MCMC Methods for Multi-Response Generalized Linear Mixed Models: The MCMCglmm R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i02).
    2. Sudipto Banerjee & Alan E. Gelfand & Andrew O. Finley & Huiyan Sang, 2008. "Gaussian predictive process models for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 825-848, September.
    3. Sujit K. Sahu & Alan E. Gelfand & David M. Holland, 2010. "Fusing point and areal level space–time data with application to wet deposition," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(1), pages 77-103, January.
    4. Finley, Andrew O. & Sang, Huiyan & Banerjee, Sudipto & Gelfand, Alan E., 2009. "Improving the performance of predictive process modeling for large datasets," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2873-2884, June.
    5. Millo, Giovanni & Piras, Gianfranco, 2012. "splm: Spatial Panel Data Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i01).
    6. Martin, Andrew D. & Quinn, Kevin M. & Park, Jong Hee, 2011. "MCMCpack: Markov Chain Monte Carlo in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 42(i09).
    7. Pebesma, Edzer, 2012. "spacetime: Spatio-Temporal Data in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i07).
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    Cited by:

    1. Owais Gilani & Simon Urbanek & Michael J. Kane, 2020. "Distributions of Human Exposure to Ozone During Commuting Hours in Connecticut Using the Cellular Device Network," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 25(1), pages 54-73, March.
    2. Yuheng Ling, 2020. "Time, space and hedonic prediction accuracy: evidence from Corsican apartment markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 367-388, April.
    3. K. Shuvo Bakar, 2020. "Interpolation of daily rainfall data using censored Bayesian spatially varying model," Computational Statistics, Springer, vol. 35(1), pages 135-152, March.
    4. Sabyasachi Mukhopadhyay & Joseph O. Ogutu & Gundula Bartzke & Holly T. Dublin & Hans-Peter Piepho, 2019. "Modelling Spatio-Temporal Variation in Sparse Rainfall Data Using a Hierarchical Bayesian Regression Model," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(2), pages 369-393, June.
    5. Katherine A. L. Valeriano & Victor H. Lachos & Marcos O. Prates & Larissa A. Matos, 2021. "Likelihood‐based inference for spatiotemporal data with censored and missing responses," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    6. K. Shuvo Bakar & Huidong Jin, 2018. "Spatio-temporal quantitative links between climatic extremes and population flows: a case study in the Murray-Darling Basin, Australia," Climatic Change, Springer, vol. 148(1), pages 139-153, May.
    7. Pebesma, Edzer & Bivand, Roger & Ribeiro, Paulo Justiniano, 2015. "Software for Spatial Statistics," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i01).

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