rSPDE

CRANrSPDEMaRDI QIDQ68951

Rational Approximations of Fractional Stochastic Partial Differential Equations

David Bolin, Alexandre B. Simas

Last update: 5 November 2023

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

Copyright license: GNU General Public License, File License

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