#'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, the startdate dimension. If comp_dim is given, #'the correlations are computed only if data along the 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 #' #'@param exp A named numeric array of experimental data, with at least two #' dimensions 'time_dim' and 'memb_dim'. #'@param obs A named numeric array of observational data, same dimensions as #' parameter 'exp' except along 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 memb_dim A character string indicating the name of member (nobs/nexp) #' dimension. The default value is 'member'. #'@param comp_dim A character string indicating the name of dimension along which #' the data 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 pval A logical value indicating whether to compute or not the p-value #' of the test Ho: Corr = 0. The default value is TRUE. #'@param conf A logical value indicating whether to retrieve the confidence #' intervals or not. The default value is TRUE. #'@param conf.lev A numeric indicating the confidence level for the #' regression computation. The default value is 0.95. #'@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, all other dimensions of exp except time_dim).\cr #'nexp is the number of experiment (i.e., memb_dim in exp), and nobs is the #'number of observation (i.e., memb_dim in obs).\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}. #'} #' #'@keywords datagen #'@author History:\cr #'0.1 - 2011-04 (V. Guemas, \email{vguemas@bsc.es}) - Original code\cr #'1.0 - 2013-09 (N. Manubens, \email{nicolau.manubens@bsc.es}) - Formatting to R CRAN\cr #'1.1 - 2014-10 (M. Menegoz, \email{martin.menegoz@bsc.es}) - Adding conf.lev argument\cr #'1.2 - 2015-03 (L.P. Caron, \email{louis-philippe.caron@@bsc.es}) - Adding method argument\cr #'1.3 - 2017-02 (A. Hunter, \email{alasdair.hunter@bsc.es}) - Adapted to veriApply() #'3.0 - 2020-01 (A. Ho, \email{an.ho@bsc.es}) - Adapt multiApply feature #'@examples #'# 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 #'dim_to_smooth <- 4 #'# Smooth along lead-times #'smooth_ano_exp <- Smoothing(ano_exp, runmean_months, dim_to_smooth) #'smooth_ano_obs <- Smoothing(ano_obs, runmean_months, dim_to_smooth) #'leadtimes_per_startdate <- 60 #'corr <- Corr(smooth_ano_exp, #' smooth_ano_obs, #' comp_dim = 'ftime', #Discard start dates which contain any NA ftime #' limits = c(ceiling((runmean_months + 1) / 2), #' leadtimes_per_startdate - floor(runmean_months / 2))) #' #'@rdname Corr #'@import multiApply #'@importFrom stats cor pt qnorm #'@export Corr <- function(exp, obs, time_dim = 'sdate', memb_dim = 'member', comp_dim = NULL, limits = NULL, method = 'pearson', pval = TRUE, conf = TRUE, conf.lev = 0.95, 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 memb_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.") } ## 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.") } ## 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'.") } ## 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.") } ## conf.lev if (!is.numeric(conf.lev) | conf.lev < 0 | conf.lev > 1 | length(conf.lev) > 1) { stop("Parameter 'conf.lev' 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))) 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 expect '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 <- .aperm2(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)) { if (is.null(limits)) { limits <- c(1, dim(obs)[comp_dim]) } pos <- which(names(dim(obs)) == comp_dim) outrows <- is.na(Mean1Dim(obs, pos, narm = FALSE, limits)) outrows <- InsertDim(outrows, pos, dim(obs)[comp_dim]) obs[which(outrows)] <- NA } res <- Apply(list(exp, obs), target_dims = list(c(time_dim, memb_dim), c(time_dim, memb_dim)), fun = .Corr, time_dim = time_dim, method = method, pval = pval, conf = conf, conf.lev = conf.lev, ncores = ncores) return(res) } .Corr <- function(exp, obs, time_dim = 'sdate', method = 'pearson', conf = TRUE, pval = TRUE, conf.lev = 0.95) { # exp: [sdate, member_exp] # obs: [sdate, member_obs] n_exp <- as.numeric(dim(exp)[2]) n_obs <- as.numeric(dim(obs)[2]) CORR <- array(dim = c(n_exp = n_exp, n_obs = n_obs)) eno_expand <- array(dim = c(n_exp = n_exp, n_obs = n_obs)) p.val <- array(dim = c(n_exp = n_exp, n_obs = n_obs)) # ens_mean for (i in 1:n_obs) { CORR[, i] <- sapply(1:n_exp, 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 { CORR[, i] <- NA } }) } # if (pval) { # for (i in 1:n_obs) { # p.val[, i] <- try(sapply(1:n_exp, # 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) { if (method == "kendall" | method == "spearman") { tmp <- apply(obs, 2, rank) names(dim(tmp))[1] <- time_dim eno <- Eno(tmp, time_dim) } else if (method == "pearson") { eno <- Eno(obs, time_dim) } for (i in 1:n_exp) { eno_expand[i, ] <- eno } } #############old################# #This doesn't return error but it's diff from cor.test() when method is spearman and kendall if (pval) { t <-sqrt(CORR * CORR * (eno_expand - 2) / (1 - (CORR ^ 2))) p.val <- pt(t, eno_expand - 2, lower.tail = FALSE) } ################################### if (conf) { conf.lower <- (1 - conf.lev) / 2 conf.upper <- 1 - conf.lower conflow <- tanh(atanh(CORR) + qnorm(conf.lower) / sqrt(eno_expand - 3)) confhigh <- tanh(atanh(CORR) + qnorm(conf.upper) / sqrt(eno_expand - 3)) } if (pval & conf) { res <- list(corr = CORR, p.val = p.val, conf.lower = conflow, conf.upper = confhigh) } else if (pval & !conf) { res <- list(corr = CORR, p.val = p.val) } else if (!pval & conf) { res <- list(corr = CORR, conf.lower = conflow, conf.upper = confhigh) } else { res <- list(corr = CORR) } return(res) }