Bias adjustment of satellite precipitation estimation using ground-based measurement: A case study evaluation over the southwestern United States

Reliable precipitation measurement is a crucial component in hydrologic studies. Although satellite-based observation is able to provide spatial and temporal distribution of precipitation, the measurements tend to show systematic bias. This paper introduces a grid-based precipitation merging procedure in which satellite estimates from the Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Cloud Classification System (PERSIANN-CCS) are adjusted based on the Climate Prediction Center (CPC) daily rain gauge analysis. To remove the bias, the hourly CCS estimates were spatially and temporally accumulated to the daily 1°×1° scale, the resolution of CPC rain gauge analysis. The daily CCS bias was then downscaled to the hourly temporal scale to correct hourly CCS estimates. The bias corrected CCS estimates are called the adjusted CCS (CCSA) product. With the adjustment from the gauge measurement, CCSA data have been generated to provide more reliable high temporal/spatial-resolution precipitation estimates. In the case study, the CCSA precipitation estimates from the proposed approach are compared against ground-based measurements in high-density gauge networks located in the southwestern United States. © 2009 American Meteorological Society

Multivariate-From-Univariate MCMC Sampler: The R Package MfUSampler

The R package MfUSampler provides Markov chain Monte Carlo machinery for generating samples from multivariate probability distributions using univariate sampling algorithms such as the slice sampler and the adaptive rejection sampler. The multivariate wrapper performs a full cycle of univariate sampling steps, one coordinate at a time. In each step, the latest sample values obtained for other coordinates are used to form the conditional distributions. The concept is an extension of Gibbs sampling where each step involves, not an independent sample from the conditional distribution, but a Markov transition for which the conditional distribution is invariant. The software relies on proportionality of conditional distributions to the joint distribution to implement a thin wrapper for producing conditionals. Examples illustrate basic usage as well as methods for improving performance. By encapsulating the multivariate-from-univariate logic, package MfUSampler provides a reliable package for rapid prototyping of custom Bayesian models while allowing for incremental performance optimizations such as taking advantage of conditional independence, and high-performance implementation of function evaluations. Utility functions for MCMC diagnostics as well as sample-based construction of predictive posterior distributions are provided in MfUSampler

Fast Estimation of Multinomial Logit Models: R Package mnlogit

We present the R package mnlogit for estimating multinomial logistic regression models, particularly those involving a large number of categories and variables. Compared to existing software, mnlogit offers speedups of 10 - 50 times for modestly sized problems and more than 100 times for larger problems. Running in parallel mode on a multicore machine gives up to 4 times additional speedup on 8 processor cores. mnlogit achieves its computational efficiency by drastically speeding up computation of the log-likelihood function's Hessian matrix through exploiting structure in matrices that arise in intermediate calculations. This efficient exploitation of intermediate data structures allows mnlogit to utilize system memory much more efficiently, such that for most applications mnlogit requires less memory than comparable software by a factor that is proportional to the number of model categories

Bayesian, and Non-Bayesian, Cause-Specific Competing-Risk Analysis for Parametric and Nonparametric Survival Functions: The R Package CFC

The R package CFC performs cause-specific, competing-risk survival analysis by computing cumulative incidence functions from unadjusted, cause-specific survival functions. A high-level API in CFC enables end-to-end survival and competing-risk analysis, using a single-line function call, based on the parametric survival regression models in the survival package. A low-level API allows users to achieve more flexibility by supplying their custom survival functions, perhaps in a Bayesian setting. Utility methods for summarizing and plotting the output allow population-average cumulative incidence functions to be calculated, visualized and compared to unadjusted survival curves. Numerical and computational optimization strategies are employed for efficient and reliable computation of the coupled integrals involved. To address potential integrable singularities caused by infinite cause-specific hazards, particularly near time-from-index of zero, integrals are transformed to remove their dependency on hazard functions, making them solely functions of causespecific, unadjusted survival functions. This implicit variable transformation also provides for easier extensibility of CFC to handle custom survival models since it only requires the users to implement a maximum of one function per cause. The transformed integrals are numerically calculated using a generalization of Simpson's rule to handle the implicit change of variable from time to survival, while a generalized trapezoidal rule is used as reference for error calculation. An OpenMP-parallelized, efficient C++ implementation - using packages Rcpp and RcppArmadillo - makes the application of CFC in Bayesian settings practical, where a potentially large number of samples represent the posterior distribution of cause-specific survival functions