FRK
swMATH19172CRANFRKMaRDI QIDQ31002FDOQ31002
Fixed Rank Kriging
Andrew Zammit-Mangion, Matthew Sainsbury-Dale
Last update: 26 February 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.1.5, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 0.1.7, 0.1.8, 0.2.1, 0.2.2.1, 0.2.2, 1.0.0, 2.0.0, 2.0.1, 2.0.2, 2.0.3, 2.0.4, 2.0.5, 2.0.6, 2.1.0, 2.1.2, 2.1.3, 2.2.0, 2.2.1, 2.2.2
Official website: https://cran.r-project.org/web/packages/FRK/index.html
Source code repository: https://github.com/cran/FRK
A tool for spatial/spatio-temporal modelling and prediction with large datasets. The approach models the field, and hence the covariance function, using a set of basis functions. This fixed-rank basis-function representation facilitates the modelling of big data, and the method naturally allows for non-stationary, anisotropic covariance functions. Discretisation of the spatial domain into so-called basic areal units (BAUs) facilitates the use of observations with varying support (i.e., both point-referenced and areal supports, potentially simultaneously), and prediction over arbitrary user-specified regions. 'FRK' also supports inference over various manifolds, including the 2D plane and 3D sphere, and it provides helper functions to model, fit, predict, and plot with relative ease. Version 2.0.0 and above also supports the modelling of non-Gaussian data (e.g., Poisson, binomial, negative-binomial, gamma, and inverse-Gaussian) by employing a generalised linear mixed model (GLMM) framework. Zammit-Mangion and Cressie <doi:10.18637/jss.v098.i04> describe 'FRK' in a Gaussian setting, and detail its use of basis functions and BAUs, while Sainsbury-Dale et al. <arXiv:2110.02507> describe 'FRK' in a non-Gaussian setting; two vignettes are available that summarise these papers and provide additional examples.
Cited In (only showing first 100 items - show all)
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
- Capturing multivariate spatial dependence: model, estimate and then predict
- Discussing the ``big \(n\) problem
- Multivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamics
- A comparison between Markov approximations and other methods for large spatial data sets
- Spherical process models for global spatial statistics
- spamtree
- Spatio-temporal modeling of global ozone data using convolution
- Krigings over space and time based on latent low-dimensional structures
- Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
- A comparison of spatial predictors when datasets could be very large
- Isotropic variogram matrix functions on spheres
- Bayesian binomial mixture models for estimating abundance in ecological monitoring studies
- smnet
- Approximate Bayesian inference for large spatial datasets using predictive process models
- Uncertainty quantification of a computer model for binary black hole formation
- A case study competition among methods for analyzing large spatial data
- Spatio-temporal modeling of particulate matter concentration through the SPDE approach
- Comparing and selecting spatial predictors using local criteria
- Principles for statistical inference on big spatio-temporal data from climate models
- Spatial sampling design based on convex design ideas and using external drift variables for a rainfall monitoring network in Pakistan
- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- A non-homogeneous skew-Gaussian Bayesian spatial model
- Asymptotic properties of multivariate tapering for estimation and prediction
- Global space-time models for climate ensembles
- Fast dimension-reduced climate model calibration and the effect of data aggregation
- Title not available (Why is that?)
- A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC
- Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
- Climate projections using Bayesian model averaging and space-time dependence
- Conditionally linear models for non-homogeneous spatial random fields
- A simplified representation of the covariance structure of axially symmetric processes on the sphere
- Hierarchical spatial models for predicting tree species assemblages across large domains
- Nonstationary Modeling With Sparsity for Spatial Data via the Basis Graphical Lasso
- Hierarchical Low Rank Approximation of Likelihoods for Large Spatial Datasets
- A fused Lasso approach to nonstationary spatial covariance estimation
- Iterative numerical methods for sampling from high dimensional Gaussian distributions
- Parameter estimation in high dimensional Gaussian distributions
- Estimating abundance from counts in large data sets of irregularly spaced plots using spatial basis functions
- A Computationally Efficient Projection-Based Approach for Spatial Generalized Linear Mixed Models
- Uncertainty quantification using the nearest neighbor Gaussian process
- Isotropic covariance matrix functions on all spheres
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields
- Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data
- Spatial regression with non-parametric modeling of Fourier coefficients
- Small area estimation under spatial nonstationarity
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- Spatio-temporal exceedance locations and confidence regions
- On Deconfounding Spatial Confounding in Linear Models
- Stochastic approximation of score functions for Gaussian processes
- IDE
- On Moore-Penrose inverses of quasi-Kronecker structured matrices
- Gaussian process emulators for computer experiments with inequality constraints
- Nonstationary covariance models for global data
- Variable family size based spatial moving correlations model
- Gaussian processes for computer experiments
- Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
- Parallel inference for massive distributed spatial data using low-rank models
- qqboxplot
- sparsegl
- SSNbayes
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
- Book review of: J.-P. Chilés and P. Delfiner, Geostatistics. Modeling spatial uncertainty. 2nd ed.
- Interpolation of daily rainfall data using censored Bayesian spatially varying model
- Spherical Data Handling and Analysis with R package rcosmo
- A Unified Framework for Fitting Bayesian Semiparametric Models to Arbitrarily Censored Survival Data, Including Spatially Referenced Data
- geoR
- Gstat
- Algorithm 761
- ArcGIS Desktop
- Algorithm 611
- gss
- R-Geo
- geoRglm
- GMRFLib
- INLA
- laGP
- R-INLA
- fields
- gstat
- RandomFields
- geofd
- spam
- spectralGP
- Healpix
- ABC-SubSim
- spBayes
- astsa
- EnviroStat
- ProbForecastGOP
- QUIC
- SDSM
- SDaA
- spcov
- Stem
- Krylstat
- MBA
- FNN
- CARBayes
This page was built for software: FRK
