Added intrinsic Matern mapper support and related
documentation.
Added covariance_mesh, cov_function_mesh,
and make_A documentation.
Improved intrinsic and fractional operator implementations and
stability.
Updated INLA/inlabru interfaces and examples.
Expanded unit tests and vignette updates
(spacetime/anisotropic/intrinsic).
rSPDE 2.5.1
Added model_options argument to
rspde_lme() function, which allows users to set starting
values for different parameters and also to fix parameters during
estimation.
Added previous_fit argument to
rspde_lme(), which allows users to provide a previously
fitted model as input to obtain starting values for a new fit.
rSPDE 2.5.0
Improved the cross_validation function to allow for
multiple likelihoods.
General adjusts on rspde.intrinsic for stability.
inlabru implementation for rspde.intrinsic.
Improved warning messages when calling inla-related functions.
Added wCRPS and swCRPS scores on
cross_validation.
rSPDE 2.4.0
Created the group_predict function, to obtain
predictions on a testing set based on observations on a training
set.
Added support for stochvol, stochvol.nig,
stochvolln and binomial likelihoods in
cross_validation function.
Changing the default nu.upper.bound to 2 in dimension
1, and keeping the default nu.upper.bound to 4 in dimension
2 in rspde.matern() function.
Created matern.rational() operators for creating
stationary matern operators.
Created spacetime.operators() for creating space-time
models.
Created matern2d.operators() for anisotropic
operators.
Implemented space-time operators in cgeneric to be used in
INLA and inlabru.
Implemented anisotropic operators in cgeneric to be used in
INLA and inlabru.
Implemented stationary operators in cgeneric to be used in
INLA and inlabru.
Added vignette on space-time models.
Added vignette on stationary models.
Added vignette on anisotropic models.
rSPDE 2.3.3
Bugfix on rspde_lme when fitting with fixed smoothness.
Added a 2d fem interface.
Moved from using INLA’s mesh functions to fmesher’s mesh
functions.
Removing rgdal from suggests.
The data argument in predict.rspde_lme has
been changed to newdata.
Adding covariance_mesh and
cov_function_mesh methods as functions in the list returned
by objects obtained from matern.operators() and
spde.matern.operators().
Updated the internal structure to match the updates from the
MetricGraph package.
Updated the cross_validation function to match the
updates in inlabru.
Added glance and augment methods for
rspde_lme objects.
rSPDE 2.3.2
Small improvement on speed for rspde_lme.
Bugfix on Q for small values of nu in dimension 1.
Adding parameterization option for rspde.result.
Bugfix on which_repl in rspde_lme.
Addressing issues related to the new version of the Matrix
package.
rSPDE 2.3.1
Adding references in DESCRIPTION.
Changing link to eigen library.
rSPDE 2.3.0
Fixed a bug on rSPDE.construct.matern.loglike when the
parameterization is “matern”.
Created the rspde_lme() interface, with corresponding standard
methods(predict, summary, etc).
Updated the vignettes to use the rspde_lme() interface instead of
the likelihood function factory.
Replaced chol by Cholesky when using it to compute determinants or
to solve systems.
rSPDE 2.2.0
Adding a new parameterization (variance and a range-like
parameter)
Posterior sampling on the predict method.
Added the cross_validation function which has several
scoring rules implemented (MSE, CRPS, SCRPS, DSS) based on our
inlabru implementation of the rational SPDE approach.
rSPDE 2.1.0
Expanded the parameterization options on matern.operators and
spde.matern.operators, along with their associated functions.
Implementation of the precision method for inla_rspde objects.
Implementation of the covariance-based spde.matern.operators
function and its associated functions.
Adjusts on the compatibility with the forthcoming MetricGraph
package.
rSPDE 2.0.0
Added cgeneric versions of the nonstationary models
Added support for metric graphs (depends on the MetricGraph
package)
Added cgeneric versions of the stationary models
Replaced rgeneric models by their cgeneric counterparts
Added a new parameterization (range and std. dev)
Created a new method gg_df to help posterior plotting in
ggplot2
rSPDE 1.2.0
Added an inlabru interface
Added “rational.order” and “rational.type” functions
Added the BRASIL rational approximation
Improved covariance-based operator objects
Improved log-likelihood computation
Created 2d folded Matern under different boundary conditions
Implemented different boundary conditions for 1d folded Matern
rSPDE 1.1.1
Adjusts on donttest examples for CRAN
rSPDE 1.1.0
Minor typos on vignettes and man pages were corrected
Some examples were changed to improve their numerical stability
rSPDE 1.0.0
Implementation of the covariance-based rational approximation for
stationary Matérn models
R-INLA implementation of the rational SPDE approach
Added an introduction to rSPDE vignette
The previous vignette was updated an became an operator-based
rational approximation vignette
Added a vignette for the R-INLA implementation of the SPDE
approach
Added a vignette to present the rational approximation using the
rSPDE package
Backward compatibility was maintained
rSPDE 0.6.3
Change to inline citations in the Vignette to avoid problems on
CRAN