#'Compute the correlation coefficient between an array of forecast and their corresponding observation #' #'Calculate the correlation coefficient (Pearson, Kendall or Spearman) for #'an array of forecast and an array of observation. The correlations are #'computed along 'time_dim' that usually refers to the start date dimension. If #''comp_dim' is given, the correlations are computed only if obs along comp_dim #'dimension are complete between limits[1] and limits[2], i.e., there is no NA #'between limits[1] and limits[2]. This option can be activated if the user #'wants to account only for the forecasts which the corresponding observations #'are available at all leadtimes.\cr #'The confidence interval is computed by the Fisher transformation and the #'significance level relies on an one-sided student-T distribution.\cr #'The function can calculate ensemble mean before correlation by 'memb_dim' #'specified and 'memb = F'. If ensemble mean is not calculated, correlation will #'be calculated for each member. #'If there is only one dataset for exp and obs, you can simply use cor() to #'compute the correlation. #' #'@param exp A named numeric array of experimental data, with at least dimension #' 'time_dim'. #'@param obs A named numeric array of observational data, same dimensions as #' parameter 'exp' except along 'dat_dim' and 'memb_dim'. #'@param time_dim A character string indicating the name of dimension along #' which the correlations are computed. The default value is 'sdate'. #'@param dat_dim A character string indicating the name of dataset (nobs/nexp) #' dimension. The default value is NULL (no dataset). #'@param comp_dim A character string indicating the name of dimension along which #' obs is taken into account only if it is complete. The default value #' is NULL. #'@param limits A vector of two integers indicating the range along comp_dim to #' be completed. The default is c(1, length(comp_dim dimension)). #'@param method A character string indicating the type of correlation: #' 'pearson', 'spearman', or 'kendall'. The default value is 'pearson'. #'@param memb_dim A character string indicating the name of the member #' dimension. It must be one dimension in 'exp' and 'obs'. If there is no #' member dimension, set NULL. The default value is NULL. #'@param memb A logical value indicating whether to remain 'memb_dim' dimension #' (TRUE) or do ensemble mean over 'memb_dim' (FALSE). Only functional when #' 'memb_dim' is not NULL. The default value is TRUE. #'@param pval A logical value indicating whether to return or not the p-value #' of the test Ho: Corr = 0. The default value is TRUE. #'@param conf A logical value indicating whether to return or not the confidence #' intervals. The default value is TRUE. #'@param sign A logical value indicating whether to retrieve the statistical #' significance of the test Ho: Corr = 0 based on 'alpha'. The default value is #' FALSE. #'@param alpha A numeric indicating the significance level for the statistical #' significance test. The default value is 0.05. #'@param ncores An integer indicating the number of cores to use for parallel #' computation. The default value is NULL. #' #'@return #'A list containing the numeric arrays with dimension:\cr #' c(nexp, nobs, exp_memb, obs_memb, all other dimensions of exp except #' time_dim and memb_dim).\cr #'nexp is the number of experiment (i.e., 'dat_dim' in exp), and nobs is the #'number of observation (i.e., 'dat_dim' in obs). If dat_dim is NULL, nexp and #'nobs are omitted. exp_memb is the number of member in experiment (i.e., #''memb_dim' in exp) and obs_memb is the number of member in observation (i.e., #''memb_dim' in obs). If memb = F, exp_memb and obs_memb are omitted.\cr\cr #'\item{$corr}{ #' The correlation coefficient. #'} #'\item{$p.val}{ #' The p-value. Only present if \code{pval = TRUE}. #'} #'\item{$conf.lower}{ #' The lower confidence interval. Only present if \code{conf = TRUE}. #'} #'\item{$conf.upper}{ #' The upper confidence interval. Only present if \code{conf = TRUE}. #'} #'\item{$sign}{ #' The statistical significance. Only present if \code{sign = TRUE}. #'} #' #'@examples #'# Case 1: Load sample data as in Load() example: #'example(Load) #'clim <- Clim(sampleData$mod, sampleData$obs) #'ano_exp <- Ano(sampleData$mod, clim$clim_exp) #'ano_obs <- Ano(sampleData$obs, clim$clim_obs) #'runmean_months <- 12 #' #'# Smooth along lead-times #'smooth_ano_exp <- Smoothing(ano_exp, runmeanlen = runmean_months) #'smooth_ano_obs <- Smoothing(ano_obs, runmeanlen = runmean_months) #'required_complete_row <- 3 # Discard start dates which contain any NA lead-times #'leadtimes_per_startdate <- 60 #'corr <- Corr(MeanDims(smooth_ano_exp, 'member'), #' MeanDims(smooth_ano_obs, 'member'), #' comp_dim = 'ftime', dat_dim = 'dataset', #' limits = c(ceiling((runmean_months + 1) / 2), #' leadtimes_per_startdate - floor(runmean_months / 2))) #' #'# Case 2: Keep member dimension #'corr <- Corr(smooth_ano_exp, smooth_ano_obs, memb_dim = 'member', dat_dim = 'dataset') #'# ensemble mean #'corr <- Corr(smooth_ano_exp, smooth_ano_obs, memb_dim = 'member', memb = FALSE, #' dat_dim = 'dataset') #' #'@import multiApply #'@importFrom ClimProjDiags Subset #'@importFrom stats cor pt qnorm #'@export Corr <- function(exp, obs, time_dim = 'sdate', dat_dim = NULL, comp_dim = NULL, limits = NULL, method = 'pearson', memb_dim = NULL, memb = TRUE, pval = TRUE, conf = TRUE, sign = FALSE, alpha = 0.05, ncores = NULL) { # Check inputs ## exp and obs (1) if (is.null(exp) | is.null(obs)) { stop("Parameter 'exp' and 'obs' cannot be NULL.") } if (!is.numeric(exp) | !is.numeric(obs)) { stop("Parameter 'exp' and 'obs' must be a numeric array.") } if (is.null(dim(exp)) | is.null(dim(obs))) { stop(paste0("Parameter 'exp' and 'obs' must be at least two dimensions ", "containing time_dim and dat_dim.")) } if(any(is.null(names(dim(exp))))| any(nchar(names(dim(exp))) == 0) | any(is.null(names(dim(obs))))| any(nchar(names(dim(obs))) == 0)) { stop("Parameter 'exp' and 'obs' must have dimension names.") } if(!all(names(dim(exp)) %in% names(dim(obs))) | !all(names(dim(obs)) %in% names(dim(exp)))) { stop("Parameter 'exp' and 'obs' must have same dimension name") } ## time_dim if (!is.character(time_dim) | length(time_dim) > 1) { stop("Parameter 'time_dim' must be a character string.") } if (!time_dim %in% names(dim(exp)) | !time_dim %in% names(dim(obs))) { stop("Parameter 'time_dim' is not found in 'exp' or 'obs' dimension.") } ## dat_dim if (!is.null(dat_dim)) { if (!is.character(dat_dim) | length(dat_dim) > 1) { stop("Parameter 'dat_dim' must be a character string or NULL.") } if (!dat_dim %in% names(dim(exp)) | !dat_dim %in% names(dim(obs))) { stop("Parameter 'dat_dim' is not found in 'exp' or 'obs' dimension.", " Set it as NULL if there is no dataset dimension.") } } ## comp_dim if (!is.null(comp_dim)) { if (!is.character(comp_dim) | length(comp_dim) > 1) { stop("Parameter 'comp_dim' must be a character string.") } if (!comp_dim %in% names(dim(exp)) | !comp_dim %in% names(dim(obs))) { stop("Parameter 'comp_dim' is not found in 'exp' or 'obs' dimension.") } } ## limits if (!is.null(limits)) { if (is.null(comp_dim)) { stop("Paramter 'comp_dim' cannot be NULL if 'limits' is assigned.") } if (!is.numeric(limits) | any(limits %% 1 != 0) | any(limits < 0) | length(limits) != 2 | any(limits > dim(exp)[comp_dim])) { stop(paste0("Parameter 'limits' must be a vector of two positive ", "integers smaller than the length of paramter 'comp_dim'.")) } } ## method if (!(method %in% c("kendall", "spearman", "pearson"))) { stop("Parameter 'method' must be one of 'kendall', 'spearman' or 'pearson'.") } ## memb_dim if (!is.null(memb_dim)) { if (!is.character(memb_dim) | length(memb_dim) > 1) { stop("Parameter 'memb_dim' must be a character string.") } if (!memb_dim %in% names(dim(exp)) | !memb_dim %in% names(dim(obs))) { stop("Parameter 'memb_dim' is not found in 'exp' or 'obs' dimension.") } } ## memb if (!is.logical(memb) | length(memb) > 1) { stop("Parameter 'memb' must be one logical value.") } ## pval if (!is.logical(pval) | length(pval) > 1) { stop("Parameter 'pval' must be one logical value.") } ## conf if (!is.logical(conf) | length(conf) > 1) { stop("Parameter 'conf' must be one logical value.") } ## sign if (!is.logical(sign) | length(sign) > 1) { stop("Parameter 'sign' must be one logical value.") } ## alpha if (!is.numeric(alpha) | alpha < 0 | alpha > 1 | length(alpha) > 1) { stop("Parameter 'alpha' must be a numeric number between 0 and 1.") } ## ncores if (!is.null(ncores)) { if (!is.numeric(ncores) | ncores %% 1 != 0 | ncores <= 0 | length(ncores) > 1) { stop("Parameter 'ncores' must be a positive integer.") } } ## exp and obs (2) name_exp <- sort(names(dim(exp))) name_obs <- sort(names(dim(obs))) if (!is.null(dat_dim)) { name_exp <- name_exp[-which(name_exp == dat_dim)] name_obs <- name_obs[-which(name_obs == dat_dim)] } if (!is.null(memb_dim)) { name_exp <- name_exp[-which(name_exp == memb_dim)] name_obs <- name_obs[-which(name_obs == memb_dim)] } if(!all(dim(exp)[name_exp] == dim(obs)[name_obs])) { stop(paste0("Parameter 'exp' and 'obs' must have same length of ", "all dimension except 'dat_dim' and 'memb_dim'.")) } if (dim(exp)[time_dim] < 3) { stop("The length of time_dim must be at least 3 to compute correlation.") } ############################### # Sort dimension name_exp <- names(dim(exp)) name_obs <- names(dim(obs)) order_obs <- match(name_exp, name_obs) obs <- Reorder(obs, order_obs) ############################### # Calculate Corr # Remove data along comp_dim dim if there is at least one NA between limits if (!is.null(comp_dim)) { pos <- which(names(dim(obs)) == comp_dim) if (is.null(limits)) { obs_sub <- obs } else { obs_sub <- ClimProjDiags::Subset(obs, pos, list(limits[1]:limits[2])) } outrows <- is.na(MeanDims(obs_sub, pos, na.rm = FALSE)) outrows <- InsertDim(outrows, pos, dim(obs)[comp_dim]) obs[which(outrows)] <- NA rm(obs_sub, outrows) } if (!is.null(memb_dim)) { if (!memb) { #ensemble mean exp <- MeanDims(exp, memb_dim, na.rm = TRUE) obs <- MeanDims(obs, memb_dim, na.rm = TRUE) # name_exp <- names(dim(exp)) # margin_dims_ind <- c(1:length(name_exp))[-which(name_exp == memb_dim)] # exp <- apply(exp, margin_dims_ind, mean, na.rm = TRUE) #NOTE: remove NAs here # obs <- apply(obs, margin_dims_ind, mean, na.rm = TRUE) memb_dim <- NULL } } res <- Apply(list(exp, obs), target_dims = list(c(time_dim, dat_dim, memb_dim), c(time_dim, dat_dim, memb_dim)), fun = .Corr, dat_dim = dat_dim, memb_dim = memb_dim, time_dim = time_dim, method = method, pval = pval, conf = conf, sign = sign, alpha = alpha, ncores = ncores) return(res) } .Corr <- function(exp, obs, dat_dim = NULL, memb_dim = 'member', time_dim = 'sdate', method = 'pearson', conf = TRUE, pval = TRUE, sign = FALSE, alpha = 0.05) { if (is.null(memb_dim)) { if (is.null(dat_dim)) { # exp: [sdate] # obs: [sdate] nexp <- 1 nobs <- 1 CORR <- array(dim = c(nexp = nexp, nobs = nobs)) if (any(!is.na(exp)) && sum(!is.na(obs)) > 2) { CORR <- cor(exp, obs, use = "pairwise.complete.obs", method = method) } } else { # exp: [sdate, dat_exp] # obs: [sdate, dat_obs] nexp <- as.numeric(dim(exp)[dat_dim]) nobs <- as.numeric(dim(obs)[dat_dim]) CORR <- array(dim = c(nexp = nexp, nobs = nobs)) for (j in 1:nobs) { for (y in 1:nexp) { if (any(!is.na(exp[, y])) && sum(!is.na(obs[, j])) > 2) { CORR[y, j] <- cor(exp[, y], obs[, j], use = "pairwise.complete.obs", method = method) } } } #---------------------------------------- # Same as above calculation. #TODO: Compare which is faster. # CORR <- sapply(1:nobs, function(i) { # sapply(1:nexp, function (x) { # if (any(!is.na(exp[, x])) && sum(!is.na(obs[, i])) > 2) { # cor(exp[, x], obs[, i], # use = "pairwise.complete.obs", # method = method) # } else { # NA # } # }) # }) #----------------------------------------- } } else { # memb_dim != NULL exp_memb <- as.numeric(dim(exp)[memb_dim]) # memb_dim obs_memb <- as.numeric(dim(obs)[memb_dim]) if (is.null(dat_dim)) { # exp: [sdate, memb_exp] # obs: [sdate, memb_obs] nexp <- 1 nobs <- 1 CORR <- array(dim = c(nexp = nexp, nobs = nobs, exp_memb = exp_memb, obs_memb = obs_memb)) for (j in 1:obs_memb) { for (y in 1:exp_memb) { if (any(!is.na(exp[,y])) && sum(!is.na(obs[, j])) > 2) { CORR[, , y, j] <- cor(exp[, y], obs[, j], use = "pairwise.complete.obs", method = method) } } } } else { # exp: [sdate, dat_exp, memb_exp] # obs: [sdate, dat_obs, memb_obs] nexp <- as.numeric(dim(exp)[dat_dim]) nobs <- as.numeric(dim(obs)[dat_dim]) CORR <- array(dim = c(nexp = nexp, nobs = nobs, exp_memb = exp_memb, obs_memb = obs_memb)) for (j in 1:obs_memb) { for (y in 1:exp_memb) { CORR[, , y, j] <- sapply(1:nobs, function(i) { sapply(1:nexp, function (x) { if (any(!is.na(exp[, x, y])) && sum(!is.na(obs[, i, j])) > 2) { cor(exp[, x, y], obs[, i, j], use = "pairwise.complete.obs", method = method) } else { NA } }) }) } } } } # if (pval) { # for (i in 1:nobs) { # p.val[, i] <- try(sapply(1:nexp, # function(x) {(cor.test(exp[, x], obs[, i], # use = "pairwise.complete.obs", # method = method)$p.value)/2}), silent = TRUE) # if (class(p.val[, i]) == 'character') { # p.val[, i] <- NA # } # } # } if (pval || conf || sign) { if (method == "kendall" | method == "spearman") { if (!is.null(dat_dim) | !is.null(memb_dim)) { tmp <- apply(obs, c(1:length(dim(obs)))[-1], rank) # for memb_dim = NULL, 2; for memb_dim, c(2, 3) names(dim(tmp))[1] <- time_dim eno <- Eno(tmp, time_dim) } else { tmp <- rank(obs) tmp <- array(tmp) names(dim(tmp)) <- time_dim eno <- Eno(tmp, time_dim) } } else if (method == "pearson") { eno <- Eno(obs, time_dim) } if (is.null(memb_dim)) { eno_expand <- array(dim = c(nexp = nexp, nobs = nobs)) for (i in 1:nexp) { eno_expand[i, ] <- eno } } else { #member eno_expand <- array(dim = c(nexp = nexp, nobs = nobs, exp_memb = exp_memb, obs_memb = obs_memb)) for (i in 1:nexp) { for (j in 1:exp_memb) { eno_expand[i, , j, ] <- eno } } } } #############old################# #This doesn't return error but it's diff from cor.test() when method is spearman and kendall if (pval || sign) { t <- sqrt(CORR * CORR * (eno_expand - 2) / (1 - (CORR ^ 2))) p.val <- pt(t, eno_expand - 2, lower.tail = FALSE) if (sign) signif <- !is.na(p.val) & p.val <= alpha } ################################### if (conf) { conf.lower <- alpha / 2 conf.upper <- 1 - conf.lower suppressWarnings({ conflow <- tanh(atanh(CORR) + qnorm(conf.lower) / sqrt(eno_expand - 3)) confhigh <- tanh(atanh(CORR) + qnorm(conf.upper) / sqrt(eno_expand - 3)) }) } ################################### # Remove nexp and nobs if dat_dim = NULL if (is.null(dat_dim) & !is.null(memb_dim)) { dim(CORR) <- dim(CORR)[3:length(dim(CORR))] if (pval) { dim(p.val) <- dim(p.val)[3:length(dim(p.val))] } if (conf) { dim(conflow) <- dim(conflow)[3:length(dim(conflow))] dim(confhigh) <- dim(confhigh)[3:length(dim(confhigh))] } } ################################### res <- list(corr = CORR) if (pval) { res <- c(res, list(p.val = p.val)) } if (conf) { res <- c(res, list(conf.lower = conflow, conf.upper = confhigh)) } if (sign) { res <- c(res, list(sign = signif)) } return(res) }