rSPDE {rSPDE} | R Documentation |
Rational approximations of fractional SPDEs.
Description
rSPDE
is used for approximating fractional elliptic SPDEs
L^\beta (\tau u(s)) = W,
where L
is a differential operator and \beta>0
is a general fractional power.
Details
The approximation is based on a rational approximation of the fractional operator, and allows for computationally efficient inference and simulation.
The main functions for computing rational approximation objects are:
fractional.operators()
works for general rational operators
matern.operators()
works for random fields with stationary Matern covariance functions
spde.matern.operators()
works for random fields with defined as solutions to a possibly non-stationary Matern-type SPDE model.
rspde.matern()
R-INLA implementation of the covariance-based rational approximation for random fields with stationary Matern covariance functions
Basic statistical operations such as likelihood evaluations (see
[rSPDE.loglike], [rSPDE.matern.loglike]
) and kriging
predictions (see [predict.rSPDEobj], [predict.CBrSPDEobj]
)
using the rational approximations are also implemented.
For illustration purposes, the package contains a simple FEM implementation
for models on R. For spatial models,
the FEM implementation in the R-INLA
package is recommended.
For a more detailed introduction to the package, see the rSPDE Vignettes.