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rSPDE (version 2.4.0)

Rational Approximations of Fractional Stochastic Partial Differential Equations

Description

Functions that compute rational approximations of fractional elliptic stochastic partial differential equations. The package also contains functions for common statistical usage of these approximations. The main references for rSPDE are Bolin, Simas and Xiong (2023) for the covariance-based method and Bolin and Kirchner (2020) for the operator-based rational approximation. These can be generated by the citation function in R.

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Version

Install

install.packages('rSPDE')

Monthly Downloads

394

Version

2.4.0

License

GPL (>= 3) | file LICENSE

Maintainer

David Bolin

Last Published

December 2nd, 2024

Functions in rSPDE (2.4.0)

augment.rspde_lme

Augment data with information from a rspde_lme object
bru_get_mapper.inla_rspde

rSPDE inlabru mapper
graph_data_rspde

Data extraction from metric graphs for 'rSPDE' models
glance.rspde_lme

Glance at an rspde_lme object
create_train_test_indices

Create train and test splits to be used in the cross_validation function
cross_validation

Perform cross-validation on a list of fitted models.
matern.operators

Rational approximations of stationary Gaussian Matern random fields
matern.covariance

The Matern covariance function
bru_get_mapper.inla_rspde_anisotropic2d

rSPDE anisotropic inlabru mapper
bru_get_mapper.inla_rspde_matern1d

rSPDE stationary inlabru mapper
intrinsic.matern.operators

Covariance-based approximations of intrinsic fields
group_predict

Perform prediction on a testing set based on a training set
precision.inla_rspde

Get the precision matrix of inla_rspde objects
predict.rspde_lme

Prediction of a mixed effects regression model on a metric graph.
predict.rSPDEobj

Prediction of a fractional SPDE using a rational SPDE approximation
precision

Get the precision matrix of CBrSPDEobj objects
precision.CBrSPDEobj2d

Get the precision matrix of CBrSPDEobj2d objects
precision.rSPDEobj1d

Get the precision matrix of rSPDEobj1d objects
gg_df

Data frame for result objects from R-INLA fitted models to be used in ggplot2
matern2d.operators

Rational approximations of stationary anisotropic Gaussian Matern random fields
gg_df.rspde_result

Data frame for rspde_result objects to be used in ggplot2
rSPDE.fem2d

Finite element calculations for problems in 2D
rSPDE.fem1d

Finite element calculations for problems on R
rational.order

Get the order of rational approximation.
rSPDE.construct.matern.loglike

Constructor of Matern loglikelihood functions.
fractional.operators

Rational approximations of fractional operators
operator.operations

Operations with the Pr and Pl operators
rSPDE.A1d

Observation matrix for finite element discretization on R
get.initial.values.rSPDE

Initial values for log-likelihood optimization in rSPDE models with a latent stationary Gaussian Matern model
rSPDE.loglike

Object-based log-likelihood function for latent Gaussian fractional SPDE model
rational.type<-

Changing the type of the rational approximation
rspde.matern.precision.opt

Optimized precision matrix of the covariance-based rational approximation
rspde.matern1d

Matern rSPDE model object for INLA
rspde.matern.precision.integer

Precision matrix of stationary Gaussian Matern random fields with integer covariance exponent
rspde.matern.precision.integer.opt

Optimized precision matrix of stationary Gaussian Matern random fields with integer covariance exponent
spacetime.operators

Space-time random fields
simulate.spacetimeobj

Simulation of space-time models
simulate.rSPDEobj

Simulation of a fractional SPDE using a rational SPDE approximation
rational.type

Get type of rational approximation.
rSPDE.Ast

Observation matrix for space-time models
require.nowarnings

Warnings free loading of add-on packages
simulate.rSPDEobj1d

Simulation of a Matern field using a rational SPDE approximation
summary.rspde_result

Summary for posteriors of field parameters for an inla_rspde model from a rspde_result object
spde.matern.operators

Rational approximations of non-stationary Gaussian SPDE Matern random fields
precision.spacetimeobj

Get the precision matrix of spacetimeobj objects
predict.CBrSPDEobj

Prediction of a fractional SPDE using the covariance-based rational SPDE approximation
rspde.anistropic2d

Rational approximations of stationary anisotropic Gaussian Matern random fields
rspde.make.A

Observation/prediction matrices for rSPDE models.
rspde.matern.intrinsic

Intrinsic Matern rSPDE model object for INLA
predict.CBrSPDEobj2d

Prediction of an anisotropic Whittle-Matern field
rspde.matern.precision

Precision matrix of the covariance-based rational approximation of stationary Gaussian Matern random fields
update.rSPDEobj

Update parameters of rSPDEobj objects
summary.CBrSPDEobj

Summarise CBrSPDE objects
update.rSPDEobj1d

Update parameters of rSPDEobj1d objects
spde.matern.loglike

Parameter-based log-likelihood for a latent Gaussian Matern SPDE model using a rational SPDE approximation
spde.make.A

Observation/prediction matrices for rSPDE models with integer smoothness.
rspde_lme

rSPDE linear mixed effects models
simulate.CBrSPDEobj

Simulation of a fractional SPDE using the covariance-based rational SPDE approximation
transform_parameters_anisotropic

Transform Anisotropic SPDE Model Parameters to Original Scale
update.spacetimeobj

Update parameters of spacetimeobj objects
transform_parameters_spacetime

Transform Spacetime SPDE Model Parameters to Original Scale
matern.rational

Rational approximation of the Matern fields on intervals and metric graphs
summary.spacetimeobj

Summarise spacetime objects
variogram.intrinsic.spde

Variogram of intrinsic SPDE model
matern.rational.cov

Rational approximation of the Matern covariance
predict.inla_rspde_matern1d

Predict method for 'inlabru' stationary Matern 1d models
predict.spacetimeobj

Prediction of a space-time SPDE
rSPDE-package

Rational approximations of fractional SPDEs.
rspde.matern

Matern rSPDE model object for INLA
simulate.CBrSPDEobj2d

Simulation of a fractional SPDE using the covariance-based rational SPDE approximation
rspde.make.index

rSPDE model index vector generation
rSPDE.matern.loglike

Object-based log-likelihood function for latent Gaussian fractional SPDE model using the rational approximations
rspde.mesh.project

Calculate a lattice projection to/from an inla.mesh for rSPDE objects
rspde.metric_graph

Matern rSPDE model object for metric graphs in INLA
rational.order<-

Changing the order of the rational approximation
summary.CBrSPDEobj2d

Summarise CBrSPDEobj2d objects
rspde.spacetime

Space-Time Random Fields via SPDE Approximation
rspde.result

rSPDE result extraction from INLA estimation results
summary.rSPDEobj

Summarise rSPDE objects
simulate.intrinsicCBrSPDEobj

Simulation of a fractional intrinsic SPDE using the covariance-based rational SPDE approximation
summary.rSPDEobj1d

Summarise rSPDE objects without FEM
summary.rspde_lme

Summary Method for rspde_lme Objects.
update.CBrSPDEobj

Update parameters of CBrSPDEobj objects
update.CBrSPDEobj2d

Update parameters of CBrSPDEobj2d objects
bru_get_mapper.inla_rspde_spacetime

rSPDE space time inlabru mapper
folded.matern.covariance.1d

The 1d folded Matern covariance function
folded.matern.covariance.2d

The 2d folded Matern covariance function
construct.spde.matern.loglike

Constructor of Matern loglikelihood functions for non-stationary models.