rSPDE

CRANrSPDEMaRDI QIDQ68951FDOQ68951

Rational Approximations of Fractional Stochastic Partial Differential Equations

Alexandre B. Simas, David Bolin

Last update: 5 November 2023

Copyright license: GNU General Public License, File License

Software version identifier: 2.2.0, 2.3.1, 0.4.6, 0.4.8, 0.6.2, 0.6.3, 1.0.0, 1.1.1, 1.2.0, 2.1.0, 2.3.2, 2.3.3

Description

Functions that compute rational approximations of fractional elliptic stochastic partial differential equations. The package also contains functions for common statistical usage of these approximations. The main references for rSPDE are Bolin, Simas and Xiong (2023) <doi:10.1080/10618600.2023.2231051> for the covariance-based method and Bolin and Kirchner (2020) <doi:10.1080/10618600.2019.1665537> for the operator-based rational approximation. These can be generated by the citation function in R.

Cites work

• The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
• Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference

Cited In (1)

• BSSoverSpace

This page was built for software: rSPDE