RcppCensSpatial R packageThe RcppCensSpatial R package provides functions to estimate the parameters in spatial models with censored and missing responses via EM (Dempster, Laird, and Rubin 1977), SAEM (Delyon, Lavielle, and Moulines 1999), and MCEM (Wei and Tanner 1990) algorithm. These algorithms are widely used to compute the maximum likelihood (ML) estimates in incomplete data problems. The EM algorithm computes the ML estimates when a closed expression for the conditional expectation of the complete-data log-likelihood function is available. In the MCEM algorithm, the conditional expectation is substituted by a Monte Carlo (MC) approximation based on many independent simulations of the missing data, while the SAEM algorithm splits the E-step into a simulation step and an integration step. The SAEM algorithm was developed as an alternative to the computationally intensive MCEM algorithm.
This package approximates the standard error of the estimates using the method developed by (Louis 1982). It also has a function that performs spatial prediction in a set of new locations. Besides the functions to estimate parameters, this package allows calculating the covariance matrix and the distance matrix.
RcppCensSpatial package provides the following functions:
CovMat: Computes the spatial covariance matrix.dist2Dmatrix: Computes the Euclidean distance matrix for a set of coordinates.EM.sclm: Returns the ML estimates of the unknown parameters computed via the EM algorithm.MCEM.sclm: Returns the ML estimates of the unknown parameters computed via the MCEM algorithm.SAEM.sclm: Returns the ML estimates of the unknown parameters computed via the SAEM algorithm.predict.sclm: Performs spatial prediction in a set of new locations.rCensSp: Simulates censored spatial data for an established censoring rate.Functions print, summary, predict, and plot also work for the sclm class.
You can install the released version of RcppCensSpatial from CRAN with:
Delyon, Bernard, Marc Lavielle, and Eric Moulines. 1999. “Convergence of a Stochastic Approximation Version of the EM Algorithm.” Annals of Statistics 27 (1): 94–128. https://www.jstor.org/stable/120120.
Dempster, Arthur P, Nan M Laird, and Donald B Rubin. 1977. “Maximum Likelihood from Incomplete Data via the EM Algorithm.” Journal of the Royal Statistical Society: Series B (Methodological) 39 (1): 1–22. https://www.jstor.org/stable/2984875.
Louis, Thomas. 1982. “Finding the Observed Information Matrix When Using the EM Algorithm.” Journal of the Royal Statistical Society: Series B (Methodological) 44 (2): 226–33. https://www.jstor.org/stable/2345828.
Wei, Greg CG, and Martin A Tanner. 1990. “A Monte Carlo Implementation of the EM Algorithm and the Poor Man’s Data Augmentation Algorithms.” Journal of the American Statistical Association 85 (411): 699–704. https://doi.org/10.1080/01621459.1990.10474930.