project function

Project from an sdmTMB model using simulation

The function enables projecting forward in time from an sdmTMB model using a simulation approach for computational efficiency. This can be helpful for calculating predictive intervals for long projections where including those time elements in extra_time during model estimation can be slow.

Inspiration for this approach comes from the VAST function project_model().

project(
  object,
  newdata,
  nsim = 1,
  uncertainty = c("both", "random", "none"),
  silent = FALSE,
  sims_var = "eta_i",
  sim_re = c(0, 1, 0, 0, 1, 0),
  return_tmb_report = FALSE,
  ...
)

Arguments

• object: A fitted model from sdmTMB().
• newdata: A new data frame to predict on. Should contain both historical and any new time elements to predict on.
• nsim: Number of simulations.
• uncertainty: How to sample uncertainty for the fitted parameters: "both" for the joint fixed and random effect precision matrix, "random" for the random effect precision matrix (holding the fixed effects at their MLE), or "none" for neither.
• silent: Silent?
• sims_var: Element to extract from the TMB report. Also see return_tmb_report.
• sim_re: A vector of 0s and 1s representing which random effects to simulate in the projection. Generally, leave this untouched. Order is: spatial fields, spatiotemporal fields, spatially varying coefficient fields, random intercepts, time-varying coefficients, smoothers. The default is to simulate spatiotemporal fields and time-varying coefficients, if present.
• return_tmb_report: Return the TMB report from simulate()? This lets you parse out whatever elements you want from the simulation including grabbing multiple elements from one set of simulations. See examples.
• ...: Passed to predict.sdmTMB().

Returns

Default: a list with elements est and epsilon_st (if spatiotemporal effects are present). Each list element includes a matrix with rows corresponding to rows in newdata and nsim columns. For delta models, the components are est1, est2, epsilon_st, and epsilon_st2 for the 1st and 2nd linear predictors. In all cases, these returned values are in link

space.

If return_tmb_report = TRUE, a list of TMB reports from simulate(). Run names() on the output to see the options.

Examples

library(ggplot2)

mesh <- make_mesh(dogfish, c("X", "Y"), cutoff = 25)
historical_years <- 2004:2022
to_project <- 10
future_years <- seq(max(historical_years) + 1, max(historical_years) + to_project)
all_years <- c(historical_years, future_years)
proj_grid <- replicate_df(wcvi_grid, "year", all_years)

# we could fit our model like this, but for long projections, this becomes slow:
if (FALSE) {
  fit <- sdmTMB(
    catch_weight ~ 1,
    time = "year",
    offset = log(dogfish$area_swept),
    extra_time = all_years, #< note that all years here
    spatial = "on",
    spatiotemporal = "ar1",
    data = dogfish,
    mesh = mesh,
    family = tweedie(link = "log")
  )
}

# instead, we could fit our model like this and then take simulation draws
# from the projection time period:
fit2 <- sdmTMB(
  catch_weight ~ 1,
  time = "year",
  offset = log(dogfish$area_swept),
  extra_time = historical_years, #< does *not* include projection years
  spatial = "on",
  spatiotemporal = "ar1",
  data = dogfish,
  mesh = mesh,
  family = tweedie(link = "log")
)

# we will only use 20 `nsim` so this example runs quickly
# you will likely want many more (> 200) in practice so the result
# is relatively stable

set.seed(1)
out <- project(fit2, newdata = proj_grid, nsim = 20)
names(out)
est_mean <- apply(out$est, 1, mean) # summarize however you'd like
est_se <- apply(out$est, 1, sd)

# visualize:
proj_grid$est_mean <- est_mean
ggplot(subset(proj_grid, year > 2021), aes(X, Y, fill = est_mean)) +
  geom_raster() +
  facet_wrap(~year) +
  coord_fixed() +
  scale_fill_viridis_c() +
  ggtitle("Projection simulation (mean)")

# visualize the spatiotemporal random fields:
proj_grid$eps_mean <- apply(out$epsilon_st, 1, mean)
proj_grid$eps_se <- apply(out$epsilon_st, 1, sd)
ggplot(subset(proj_grid, year > 2021), aes(X, Y, fill = eps_mean)) +
  geom_raster() +
  facet_wrap(~year) +
  scale_fill_gradient2() +
  coord_fixed() +
  ggtitle("Projection simulation\n(spatiotemporal fields)")

ggplot(subset(proj_grid, year > 2021), aes(X, Y, fill = eps_se)) +
  geom_raster() +
  facet_wrap(~year) +
  scale_fill_viridis_c() +
  coord_fixed() +
  ggtitle("Projection simulation\n(spatiotemporal fields standard error)")

References

project_model() in the VAST package.

Author(s)

J.T. Thorson wrote the original version in the VAST package. S.C. Anderson wrote this version inspired by the VAST version with help from A.J. Allyn.