Spatio-Temporal Modeling of Large Data Using a Spectral SPDE Approach


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Documentation for package ‘spate’ version 1.7.5

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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.