simulate.intrinsicCBrSPDEobj

The function samples a Gaussian random field based using the
covariance-based rational SPDE approximation.

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) <doi:10.1080/10618600.2023.2231051> for the covariance-based method and Bolin and Kirchner (2020) <doi:10.1080/10618600.2019.1665537> for the operator-based rational approximation. These can be generated by the citation function in R.

David Bolin

rSPDE

Rational Approximations of Fractional Stochastic Partial
Differential Equations

Alexandre Simas

Finn Lindgren

simulate.intrinsicCBrSPDEobj function

<dl><dt>object</dt>
<dd>The covariance-based rational SPDE approximation,
computed using <code>intrinsic.matern.operators()</code></dd>
<dt>nsim</dt>
<dd>The number of simulations.</dd>
<dt>seed</dt>
<dd>An object specifying if and how the random number generator should be initialized (‘seeded’).</dd>
<dt>kappa</dt>
<dd>new value of kappa to use</dd>
<dt>tau</dt>
<dd>new value of tau to use</dd>
<dt>alpha</dt>
<dd>new value of alpha to use</dd>
<dt>beta</dt>
<dd>new value of beta to use</dd>
<dt>integral.constraint</dt>
<dd>Should the contraint on the integral be done?</dd>
<dt>use_kl</dt>
<dd>Simulate based on a KL expansion?</dd>
<dt>...</dt>
<dd>Currently not used.</dd></dl>

Arguments

Simulation of a fractional intrinsic SPDE using the
covariance-based rational SPDE approximation — simulate.intrinsicCBrSPDEobj

<dl>

<dt>object</dt>
<dd>The covariance-based rational SPDE approximation,
computed using <code>intrinsic.matern.operators()</code></dd>


<dt>nsim</dt>
<dd>The number of simulations.</dd>


<dt>seed</dt>
<dd>An object specifying if and how the random number generator should be initialized (‘seeded’).</dd>


<dt>kappa</dt>
<dd>new value of kappa to use</dd>


<dt>tau</dt>
<dd>new value of tau to use</dd>


<dt>alpha</dt>
<dd>new value of alpha to use</dd>


<dt>beta</dt>
<dd>new value of beta to use</dd>


<dt>integral.constraint</dt>
<dd>Should the contraint on the integral be done?</dd>


<dt>use_kl</dt>
<dd>Simulate based on a KL expansion?</dd>


<dt>...</dt>
<dd>Currently not used.</dd>

</dl>

simulate.intrinsicCBrSPDEobj: Simulation of a fractional intrinsic SPDE using the covariance-based rational SPDE approximation

Description

Usage

Value

Arguments