Added model_options argument torspde_lme() function, which allows users to set starting values for different parameters and also to fix parameters during estimation.
Added previous_fit argument torspde_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 oncross_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 incross_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 inINLA and inlabru.
Implemented anisotropic operators in cgeneric to be used inINLA and inlabru.
Implemented stationary operators in cgeneric to be used inINLA 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 andcov_function_mesh methods as functions in the list returned by objects obtained from matern.operators() andspde.matern.operators().
Updated the internal structure to match the updates from theMetricGraph package.
Updated the cross_validation function to match the updates in inlabru.
Added glance and augment methods forrspde_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 ourinlabru 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