predict() tests compared predictions
made in different batches for exact identity. With an alternative BLAS
(BLIS, OpenBLAS) the matrix products of different sizes are evaluated in
a different order, so the results agree only up to rounding (about
1e-16); they are now compared with a tolerance of 1e-10. No change to
the package code.negbin(): negative binomial family with estimated (or
fixed) dispersion for cf_glm_hv(), cf_glm(),
cf_dglm_hv() and cf_dglm(); theta is
re-estimated after the initial GLM and after each accepted scale.
poisson(link = "identity") is also supported.se_type = "prediction" now returns a moment-matched
observation predictive, calibrated to 95% holdout coverage, for the
Gamma, inverse Gaussian, quasipoisson and quasibinomial families.predict() methods for cf_lm(),
cf_glm() and cf_dglm() fits: prediction at new
sites (and, for cf_dglm(), new time points) without the
training data. The fits keep the local estimates at the knots of every
selected scale (well under 1 MB in typical fits), so the cost of a
prediction does not depend on the size of the training data (about 0.25
s for 22,500 sites, for 3,000 or 100,000 training sites alike). The
result is identical to fitting with the same sites as
coords0. predict() returns the predictive
mean, SD and quantiles at any levels (probs); without new
sites it gives these at the sample sites.cf_lm(), cf_glm() and
cf_dglm() gain keep_scales (default
TRUE). With keep_scales = FALSE the scale-wise
processes Z, Z_sd, Z0 and
Z0_sd are not kept, which makes the fitted object several
times smaller; predictions are unchanged, and only
sp_scalewise() needs them.time0 that are not training time points
no longer enter the AR(1) time grid of the fit. They are predicted from
the smoothed per-knot states: bridged between the neighbouring training
time points (the AR(1) step split in proportion to the time
differences), or forecast / backcast by the time difference over the
median spacing of the training time points. The fit,
beta_tv and sd_summary therefore no longer
depend on time0 (an interior time point used to add a step
to the AR(1) grid and so changed the fit), and predict()
reproduces the predictions later. Forecasts one spacing ahead are
unchanged.pred_q, pred0_q,
pred_q_signal and pred0_q_signal (15 columns
each) are no longer stored. mod$pred_q and the other fields
still return them at the same 15 levels, computed on access and
identical to the stored tables of earlier versions.pred and pred0 had
character row names inherited from named prediction vectors, which made
them about five times larger than their numbers; they now carry
automatic row names.cf_dglm() fit of 2,000 sites x 100 time
points shrinks from 155 MB to 108 MB (41 MB with
keep_scales = FALSE), of which 24 MB are the knot states
kept for predict(), and a cf_lm() fit of
100,000 sites from 90 MB to 69 MB (11 MB).cf_lm() and cf_glm(): the calibrated
variance of each spatial scale is now bounded by that scale’s share of
the field variance, so the predictive SD grows smoothly with the
distance to the data instead of drawing rings around isolated sites (see
Details in ?cf_lm). Point predictions and coefficients are
unchanged.cf_dglm(): a distance-aware field variance of the mean,
an information-scaled calibration, and a floor on the field variance
(see Details in ?cf_dglm). Coverage of 95% mean intervals
at held-out sites is close to nominal in simulations (it was 0.58-0.75).
Point predictions are unchanged.sill_cap of cf_dglm() is
removed: the field variance is always capped at the marginal variance of
the fitted field (as with the default sill_cap = TRUE
before).cf_lm() coefficient standard
errors (se_method = "opt") is rescaled to a
nearest-neighbour nugget estimate.spCFmap(): irregular sites with coordinates on a
fine common resolution (e.g. integer metres, as the meuse sample sites)
were taken for a lattice and drawn as invisible one-metre pixels; they
are now filled from the nearest site.
spCFmap(): irregular prediction sites are still
drawn as a raster filled from the nearest site, but only within a circle
of a common radius around each site, so nothing far from a prediction
site is coloured. The default radius is 0.75 times the median distance
to the nearest site (at least 1/300 of the diagonal of the region), and
a “Circle size” slider scales it. Regular lattices are drawn as before.
For a cf_dglm() fit with prediction sites, the time slider
spans the prediction time points (min(time0) to max(time0)) instead of
the whole training period, and steps by their spacing when they are
equally spaced.
cf_dglm(): validation_MAE in
e_summary was the absolute mean error (absolute bias)
instead of the mean absolute error.
cf_downscale(): the intercept row of
beta was labelled x or V1; it is
now Intercept, and unnamed covariates are labelled
x1, x2, …
cf_lm(): no longer warns when the holdout
predictions are constant; validation_R2 is then
NA.
The calibration of the per-scale variance no longer fails when the holdout moment equation has no root in its search interval.