Spatial prediction of species’ distributions from occurrence-only records: combining point pattern analysis, ENFA and regression-kriging

A computational framework to map species’ distributions (realized density) using occurrence-only data and environmental predictors is presented and illustrated using a textbook example and two case studies: distribution of root vole (Microtes oeconomus) in the Netherlands, and distribution of white-tailed eagle nests (Haliaeetus albicilla) in Croatia. The framework combines strengths of point pattern analysis (kernel smoothing), Ecological Niche Factor Analysis (ENFA) and geostatistics (logistic regression-kriging), as implemented in the spatstat, adehabitat and gstat packages of the R environment for statistical computing. A procedure to generate pseudo-absences is proposed. It uses Habitat Suitability Index (HSI, derived through ENFA) and distance from observations as weight maps to allocate pseudo-absence points. This design ensures that the simulated pseudo-absences fall further away from the occurrence points in both feature and geographical spaces. The simulated pseudo-absences can then be combined with occurrence locations and used to build regression-kriging prediction models. The output of prediction are either probabilitiesy of species’ occurrence or density measures. Addition of the pseudo-absence locations has proven effective — the adjusted R-square increased from 0.71 to 0.80 for root vole (562 records), and from 0.69 to 0.83 for white-tailed eagle (135 records) respectively; pseudo-absences improve spreading of the points in feature space and ensure consistent mapping over the whole area of interest. Results of cross validation (leave-one-out method) for these two species showed that the model explains 98% of the total variability in the density values for the root vole, and 94% of the total variability for the white-tailed eagle. The framework could be further extended to Generalized multivariate Linear Geostatistical Models and spatial prediction of multiple species. A copy of the R script and step-by-step instructions to run such analysis are available via contact author’s website

A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.

Multivariate kernel regression is an important tool for investigating the relationship between a response and a set of explanatory variables. It is generally accepted that the performance of a kernel regression estimator largely depends on the choice of bandwidth rather than the kernel function. This nonparametric technique has been employed in a number of empirical studies including the state-price density estimation pioneered by Aït-Sahalia and Lo (1998). However, the widespread usefulness of multivariate kernel regression has been limited by the difficulty in computing a data-driven bandwidth. In this paper, we present a Bayesian approach to bandwidth selection for multivariate kernel regression. A Markov chain Monte Carlo algorithm is presented to sample the bandwidth vector and other parameters in a multivariate kernel regression model. A Monte Carlo study shows that the proposed bandwidth selector is more accurate than the rule-of-thumb bandwidth selector known as the normal reference rule according to Scott (1992) and Bowman and Azzalini (1997). The proposed bandwidth selection algorithm is applied to a multivariate kernel regression model that is often used to estimate the state-price density of Arrow-Debreu securities. When applying the proposed method to the S&P 500 index options and the DAX index options, we find that for short-maturity options, the proposed Bayesian bandwidth selector produces an obviously different state-price density from the one produced by using a subjective bandwidth selector discussed in Aït-Sahalia and Lo (1998).Black-Scholes formula, Likelihood, Markov chain Monte Carlo, Posterior density.