spate-package |
Spatio-temporal modeling of large data with the spectral SPDE approach |
cols |
Function that returns the color scale for 'image()'. |
ffbs |
Forward Filtering Backward Sampling algorithm. |
ffbs.spectral |
Forward Filtering Backward Sampling algorithm in the spectral space of the SPDE. |
get.propagator |
Propagator matrix G. |
get.propagator.vec |
Propagator matrix G in vector form. |
get.real.dft.mat |
Matrix applying the two-dimensional real Fourier transform. |
index.complex.to.real.dft |
Auxilary function for the real Fourier transform. |
innov.spec |
Spectrum of the innovation term epsilon. |
lin.pred |
Linear predictor. |
loglike |
Log-likelihood of the hyperparameters. |
map.obs.to.grid |
Maps non-gridded data to a grid. |
matern.spec |
Spectrum of the Matern covariance function. |
mcmc.summary |
Summary function for MCMC output. |
Palpha |
Prior for direction of anisotropy in diffusion parameter alpha. |
Pgamma |
Prior for amount of anisotropy in diffusion parameter gamma. |
Plambda |
Prior for transformation parameter of the Tobit model. |
plot.spateMCMC |
Plot fitted spateMCMC objects. |
plot.spateSim |
Plotting function for 'spateSim' objects. |
Pmux |
Prior for y-component of drift. |
Pmuy |
Prior for y-component of drift. |
post.dist.hist |
Histogram of posterior distributions. |
Prho0 |
Prior for range parameter rho0 of innovation epsilon. |
Prho1 |
Prior for range parameter rho1 of diffusion. |
print.spateMCMC |
Print function for spateMCMC objects. |
print.spateSim |
Print function for 'spateSim' objects. |
propagate.spectral |
Function that propagates a state (spectral coefficients). |
Psigma2 |
Prior for for variance parameter sigma2 of innovation epsilon. hyperparameter. |
Ptau2 |
Prior for nugget effect parameter tau2. |
Pzeta |
Prior for damping parameter zeta. |
real.fft |
Fast calculation of the two-dimensional real Fourier transform. |
real.fft.TS |
Fast calculation of the two-dimensional real Fourier transform of a space-time field. For each time point, the spatial field is transformed. |
sample.four.coef |
Sample from the full conditional of the Fourier coefficients. |
spate |
Spatio-temporal modeling of large data with the spectral SPDE approach |
spate.init |
Constructor for 'spateFT' object which are used for the two-dimensional Fourier transform. |
spate.mcmc |
MCMC algorithm for fitting the model. |
spate.plot |
Plot a spatio-temporal field. |
spate.predict |
Obtain samples from predictive distribution in space and time. |
spate.sim |
Simulate from the SPDE. |
spateMCMC |
'spateMCMC' object output obtained from 'spate.mcmc'. |
spateMLE |
Maximum likelihood estimate for SPDE model with Gaussian observations. |
summary.spateSim |
Summary function for 'spateSim' objects. |
tobit.lambda.log.full.cond |
Full conditional for transformation parameter lambda. |
trace.plot |
Trace plots for MCMC output analysis. |
TSmat.to.vect |
Converts a matrix stacked vector. |
vect.to.TSmat |
Converts a stacked vector into matrix. |
vnorm |
Eucledian norm of a vector |
wave.numbers |
Wave numbers. |