rspde.spacetime {rSPDE} | R Documentation |
Space-Time Random Fields via SPDE Approximation
Description
rspde.spacetime
computes a Finite Element Method (FEM) approximation of a
Gaussian random field defined as the solution to the stochastic partial
differential equation (SPDE):
d u + \gamma(\kappa^2 + \kappa^{d/2}\rho\cdot\nabla - \Delta)^\alpha u = \sigma dW_C
where C
is a Whittle-Matérn covariance operator with smoothness parameter
\beta
and range parameter \kappa
. This function is designed to handle
space-time random fields using either 1D spatial models or higher-dimensional
FEM-based approaches.
Usage
rspde.spacetime(
mesh_space = NULL,
mesh_time = NULL,
space_loc = NULL,
time_loc = NULL,
drift = TRUE,
alpha,
beta,
prior.kappa = NULL,
prior.sigma = NULL,
prior.rho = NULL,
prior.gamma = NULL,
prior.precision = NULL,
graph_dirichlet = TRUE,
bounded_rho = TRUE,
shared_lib = "detect",
debug = FALSE,
...
)
Arguments
mesh_space |
Spatial mesh for the FEM approximation, or a |
mesh_time |
Temporal mesh for the FEM approximation. |
space_loc |
A vector of spatial locations for mesh nodes in 1D spatial models.
This should be provided when |
time_loc |
A vector of temporal locations for mesh nodes. This should be
provided when |
drift |
Logical value indicating whether the drift term should be included.
If |
alpha |
Integer smoothness parameter |
beta |
Integer smoothness parameter |
prior.kappa |
A list specifying the prior for the range parameter |
prior.sigma |
A list specifying the prior for the variance parameter |
prior.rho |
A list specifying the prior for the drift coefficient |
prior.gamma |
A list specifying the prior for the weight |
prior.precision |
A precision matrix for |
graph_dirichlet |
For models on metric graphs, use Dirichlet vertex conditions at vertices of degree 1? |
bounded_rho |
Logical. Should |
shared_lib |
String specifying which shared library to use for the Cgeneric implementation. Options are "detect", "INLA", or "rSPDE". You may also specify the direct path to a .so (or .dll) file. |
debug |
Logical value indicating whether to enable INLA debug mode. |
... |
Additional arguments passed internally for configuration purposes. |
Value
An object of class inla_rspde_spacetime
representing the FEM approximation of
the space-time Gaussian random field.