Date: 2025-05-15

# Getting started

#### 2025-05-15

In this vignette, we demonstrate the basic use of `sfclust` for spatial clustering. Specifically, we focus on a synthetic dataset of disease cases to identify regions with similar disease risk over time.

## Packages

We begin by loading the required packages. In particular, we load the `stars` package as our `sfclust` package works with spacio-temporal `stars` objects.

    library(sfclust)
    library(stars)
    library(ggplot2)
    library(dplyr)

## Data

The simulated dataset used in this vignette, `stbinom`, is included in our package. It is a `stars` object with two variables, `cases` and `population`, and two dimensions, `geometry` and `time`. The dataset represents the number of cases in 100 regions, observed daily over 91 days, starting in January 2024.

    data("stbinom")

We can easily visualize the spatio-temporal risk using `ggplot` and `stars::geom_stars`. It shows some neightboring regions with similar risk patterns over time.

    ggplot() +
        geom_stars(aes(fill = cases/population), data = stbinom) +
        facet_wrap(~ time) +
        scale_fill_distiller(palette = "RdBu") +
        labs(title = "Daily risk", fill = "Risk") +
        theme_bw(base_size = 7) +
        theme(legend.position = "bottom")

This figure displays the daily risk, providing initial insights. For example, the northwestern regions show a higher risk at the beginning (2024-01-01), followed by a decline by March 24. In contrast, a group of regions on the eastern side exhibits high risk at both the beginning (2024-01-01) and the end (2024-03-25) but lower values in the middle of the study period (2024-02-12).

It is also useful to examine trends for each region. This can be done by converting the `stars` object into a data frame using the `stars::as_tibble` function. The visualization reveals that some regions exhibit very similar trends over time. Our goal is to cluster these regions while considering spatial contiguity.

    stbinom |>
      st_set_dimensions("geometry", values = 1:nrow(stbinom)) |>
      as_tibble() |>
      ggplot() +
        geom_line(aes(time, cases/population, group = geometry), linewidth = 0.3) +
        theme_bw() +
        labs(title = "Risk per region", y = "Risk", x = "Time")

## Clustering

### Model

Our model-based approach to spatial clustering requires defining a within-cluster model, where regions within the same cluster share common parameters and latent functions. In this example, given the clustering or partition \(M\), we assume that the observed number of cases (\(y_{it}\)) for region \(i\) at time \(t\) is a realization of a Binomial random variable \(Y_{it}\) with size \(N_{it}\) and success probability \(p_{it}\): \[ Y_{it} \mid p_{it}, N_{it}, M \stackrel{ind}{\sim} \text{Binomial}(p_{it},N_{it}). \]

Based on our exploratory analysis, the success probability \(p_{it}\) is modeled as: \[ \text{logit}(p_{it}) = \alpha_{c_i} + \boldsymbol{x}_{t}^T\boldsymbol{\beta}_{c_i} + f_{it}, \] where \(\alpha_{c_i}\) is the intercept for cluster \(c_i\), and \(\boldsymbol{x}_{t}\) represents a set of polynomial functions of time that capture global trends with a cluster-specific effect \(\boldsymbol{\beta}_{c_i}\). Additionally, we include an independent random effect, \(f_{it} \stackrel{iid}{\sim} \text{Normal}(0, \sigma_{c_i})\), to account for extra space-time variability.

Since we perform Bayesian inference, we impose prior distributions on the model parameters. The intercept \(\alpha_{c_i}\) and regression coefficients \(\boldsymbol{\beta}_{c_i}\) follow a Normal distribution, while the prior for the hyperparameter \(\sigma_{c_i}\) is defined as: \[ \log(1/\sigma_{c_i}) \sim \text{LogGamma}(1, 10^{-5}). \] Notably, all regions within the same cluster share the same parameters: \(\alpha_{c_i}\), regression coefficients \(\boldsymbol{\beta}_{c_i}\), and random-effect standard deviation \(\sigma_{c_i}\).

### Sampling with `sfclust`

In order to perform Bayesian spatial functional clustering with the model above we use the main function `sfclust`. The main arguments of this function are:

- `stdata`: The spatio-temporal data which should be a `stars` object.
- `stnames`: Names of the spatial and time dimensions respectively (default: `c("geometry", "time")`).
- `niter`: Number of iteration for the Markov chain Monte Carlo algorithm.

Notice that given that `sfclust` uses MCMC and INLA to perform Bayesian inference, it accepts any argument of the `INLA::inla` function. Some main arguments are:

- `formula`: expression to define the model with fixed and random effects. `sfclust` pre-process the data and create identifiers for regions `ids`, times `idt` and space-time `id`. You can incluse these identifiers in your formula.
- `family`: distribution of the response variable.
- `Ntrials`: Number of trials in case of a Binomial response.
- `E`: Expected number of cases for a Poisson response.

The following code perform the Bayesian function clustering for the model explained above with 2000 iterations.

    set.seed(7)
    result <- sfclust(stbinom, formula = cases ~ poly(time, 2) + f(id),
      family = "binomial", Ntrials = population, niter = 2000)
    names(result)

    #> [1] "samples" "clust"

The returning object is of class `sfclust`, which is a list of two elements:

- `samples`: list containing the `membership` samples, the logarithm of the marginal likelihood `log_mlike` and the clustering movements `move_counts` done in total.
- `clust`: list containing the selecting `membership` from `samples`. This include the `id` of selected sample, the selected `membership` and the `models` associated to each cluster.

## Basic methods

### Print

By default, the `sfclust` object prints the within-cluster model, the clustering hyperparameters, the movements counts, and the current log marginal likelihood.

    result

    #> Within-cluster formula:
    #> cases ~ poly(time, 2) + f(id)
    #>
    #> Clustering hyperparameters:
    #>      q  birth  death change  hyper
    #>  0.500  0.425  0.425  0.100  0.050
    #>
    #> Clustering movement counts:
    #>  births  deaths changes  hypers
    #>      60      60      17      90
    #>
    #> Log marginal likelihood (sample 2000 out of 2000): -61286.28

The output indicates that the within-cluster model is specified using the formula `cases ~ poly(time, 2) + f(id)`, which is compatible with INLA. This formula includes polynomial fixed effects and an independent random effect per observation.

The displayed hyperparameters are used in the clustering algorithm. The parameter `q = 0.5` defines the prior for the number of clusters, while the other parameters control the probabilities of different clustering movements:

- The probability of splitting a cluster is 0.425.
- The probability of merging two clusters is 0.425.
- The probability of simultaneously splitting and merging two clusters is 0.1.
- The probability of modifying the minimum spanning tree is 0.05.

Users can modify these hyperparameters as needed. The output also displays clustering movements. The output summary indicates the following:

- Clusters were splited 60 times.
- Clusters were merged 60 times.
- Clusters were simultaneously split and merged 17 times.
- The minimum spanning tree was updated 90 times.

Finally, the log marginal likelihood for the last iteration (2000) is reported as -61,286.28.

### Plot

The `plot` method generates three main graphs:

1. A map of the regions colored by clusters.
2. The mean function per cluster.
3. The marginal likelihood for each iteration.

In our example, the left panel displays the regions grouped into the 10 clusters found in the 2000th (final) iteration. The middle panel shows the mean linear predictor curves for each cluster. Some clusters exhibit linear trends, while others follow quadratic trends. Although some clusters have similar mean trends, they are classified separately due to differences in other parameters, such as the variance of the random effects.

Finally, the right panel presents the marginal likelihood for each iteration. The values stabilize around iteration 1500, indicating that any clustering beyond this point can be considered a reasonable realization of the clustering distribution.

    plot(result)

### Summary

Once convergence is observed in the clustering algorithm, we can summarize the results. By default, the summary is based on the last sample. The output of the `summary` method confirms that it corresponds to the 2000th sample out of a total of 2000. It also displays the model formula, similar to the `print` method.

Additionally, the summary provides the number of members in each cluster. For example, in this case, Cluster 1 has 27 members, Cluster 2 has 12 members, and so on. Finally, it reports the associated log-marginal likelihood.

    summary(result)

    #> Summary for clustering sample 2000 out of 2000
    #>
    #> Within-cluster formula:
    #> cases ~ poly(time, 2) + f(id)
    #>
    #> Counts per cluster:
    #>  1  2  3  4  5  6  7  8  9 10
    #> 27 12  9  9 11 20  6  1  2  3
    #>
    #> Log marginal likelihood:  -61286.28

We can also summarize any other sample, such as the 500th iteration. The output clearly indicates that the log-marginal likelihood is much smaller in this case. Keep in mind that all other `sfclust` methods use the last sample by default, but you can specify a different sample if needed.

    summary(result, sample = 500)

    #> Summary for clustering sample 500 out of 2000
    #>
    #> Within-cluster formula:
    #> cases ~ poly(time, 2) + f(id)
    #>
    #> Counts per cluster:
    #>  1  2  3  4  5  6  7  8  9 10 11 12 13 14 15
    #> 26 12  9  8 11  4 16  1  5  1  2  1  2  1  1
    #>
    #> Log marginal likelihood:  -61439.52

Cluster labels are assigned arbitrarily, but they can be relabeled based on the number of members using the option `sort = TRUE`. The following output shows that, in the last sample, the first seven clusters have more than four members, while the last three clusters have fewer than four members.

    summary(result, sort = TRUE)

    #> Summary for clustering sample 2000 out of 2000
    #>
    #> Within-cluster formula:
    #> cases ~ poly(time, 2) + f(id)
    #>
    #> Counts per cluster:
    #>  1  2  3  4  5  6  7  8  9 10
    #> 27 20 12 11  9  9  6  3  2  1
    #>
    #> Log marginal likelihood:  -61286.28

### Fitted values

We can obtain the estimated values for our model using the `fitted` function, which returns a `stars` object in the same format as the original data. It provides the mean, standard deviation, quantiles, and other summary statistics.

    pred <- fitted(result)

We can easily visualize these fitted values. Note that there are still differences between regions within the same cluster due to the presence of random effects at the individual level.

    ggplot() +
        geom_stars(aes(fill = mean), data = pred) +
        facet_wrap(~ time) +
        scale_fill_distiller(palette = "RdBu") +
        labs(title = "Daily risk", fill = "Risk") +
        theme_bw(base_size = 7) +
        theme(legend.position = "bottom")

To gain further insights, we can compute the mean fitted values per cluster using `aggregate = TRUE`. This returns a `stars` object with cluster-level geometries.

    pred <- fitted(result, sort = TRUE, aggregate = TRUE)

Using these estimates, we can visualize the cluster-level mean risk evolution over time.

    ggplot() +
        geom_stars(aes(fill = mean), data = pred) +
        facet_wrap(~ time) +
        scale_fill_distiller(palette = "RdBu") +
        labs(title = "Daily risk", fill = "Risk") +
        theme_bw(base_size = 7) +
        theme(legend.position = "bottom")

Finally, we can use our results to visualize the original data grouped by clusters.

    stbinom$cluster <- fitted(result, sort = TRUE)$cluster
    stbinom |>
      st_set_dimensions("geometry", values = 1:nrow(stbinom)) |>
      as_tibble() |>
      ggplot() +
        geom_line(aes(time, cases/population, group = geometry), linewidth = 0.3) +
        facet_wrap(~ cluster, ncol = 2) +
        theme_bw() +
        labs(title = "Risk per cluster", y = "Risk", x = "Time")

Even though some clusters exhibit similar trends—for example, clusters 2 and 6—the variability between them differs, which justifies their classification as separate clusters.