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Changelog

Source: NEWS.md

rSPDE (development version)

  • Fixed the inlabru mapper for rspde.spacetime() models whose spatial mesh is a metric_graph. bru_get_mapper() used bm_fmesher() for the graph, which has no fm_dof() method, so bru() failed with “invalid subscript type ‘list’”.
  • The optional cgeneric Makefile now only uses Homebrew gcc-14 on macOS and the compilers R was configured with elsewhere, so compiled installs (RSPDE_COMPILE=1) work on Linux.
  • posterior_crossvalidation() is now an S3 generic, with methods for rspde_lme fits and for lists of fitted models. MetricGraph provides the graph_lme method, so the two packages no longer mask each other’s function, and a list can mix rspde_lme and graph_lme fits.

rSPDE 2.6.0

CRAN release: 2026-08-31

  • Added posterior_crossvalidation() for objects fitted with rspde_lme(). The function mirrors the interface of MetricGraph::posterior_crossvalidation.
  • Added hybrid.spde(), a new hybrid Whittle-Matern SPDE model with a non-zero deterministic mean.
  • Added rspde.hybrid.matern(), a INLA cgeneric model for the hybrid Whittle-Matern SPDE with alpha = 2.
  • Added a kappa_mu option that lets the operator applied to the mean use a different range parameter from the one in the covariance. Default (kappa_mu = NULL in hybrid.spde(), separate_kappa_mu = FALSE in rspde.hybrid.matern()) keeps them linked. When enabled, kappa_mu is estimated jointly in rspde_lme and INLA, or can be held fixed via model_options$fix_kappa_mu.
  • The INLA cgeneric models now use the rSPDE models built into INLA when they are available, falling back to the local rSPDE shared library otherwise. shared_lib also accepts a path to a shared library file.
  • Added rspde_safe_inla() and local_rspde_safe_inla(), which check that a usable INLA installation is available, for use in examples and tests.
  • rspde.metric_graph() now passes shared_lib on to rspde.matern(), and its default is now "detect", matching the other INLA models.
  • Updated the inlabru interface to the inlabru 2.14 API. rSPDE now requires fmesher (>= 0.7.0) and suggests inlabru (>= 2.14.0).
  • predict.rspde_lme() can reuse precomputed parameter-dependent quantities, which speeds up repeated predictions such as in cross-validation.
  • Fixed predict.rspde_lme() for models with replicates: the same location in different replicates no longer triggers a duplicated-locations warning.
  • Fixed update() for non-stationary models, where new theta values were ignored, so predictions from non-stationary rspde_lme() fits used stale parameters.
  • spde.matern.operators() no longer converts a model to a stationary one when B.tau or B.kappa vary in space.
  • Added a vignette comparing rSPDE with the exact Matern covariance in terms of timing and memory.

rSPDE 2.5.2

CRAN release: 2026-01-26

  • Added intrinsic Matern mapper support and related documentation.
  • Added covariance_mesh, cov_function_mesh, and make_A documentation.
  • Improved intrinsic and fractional operator implementations and stability.
  • Updated INLA/inlabru interfaces and examples.
  • Expanded unit tests and vignette updates (spacetime/anisotropic/intrinsic).

rSPDE 2.5.1

CRAN release: 2025-03-21

  • Added model_options argument to rspde_lme() function, which allows users to set starting values for different parameters and also to fix parameters during estimation.
  • Added previous_fit argument to rspde_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 on cross_validation.

rSPDE 2.4.0

CRAN release: 2024-12-02

  • 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 in cross_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 in INLA and inlabru.
  • Implemented anisotropic operators in cgeneric to be used in INLA and inlabru.
  • Implemented stationary operators in cgeneric to be used in INLA and inlabru.
  • Added vignette on space-time models.
  • Added vignette on stationary models.
  • Added vignette on anisotropic models.

rSPDE 2.3.3

CRAN release: 2023-11-05

  • 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 and cov_function_mesh methods as functions in the list returned by objects obtained from matern.operators() and spde.matern.operators().
  • Updated the internal structure to match the updates from the MetricGraph package.
  • Updated the cross_validation function to match the updates in inlabru.
  • Added glance and augment methods for rspde_lme objects.

rSPDE 2.3.2

CRAN release: 2023-07-02

  • 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

CRAN release: 2023-05-25

  • 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

CRAN release: 2023-04-12

  • 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 our inlabru implementation of the rational SPDE approach.

rSPDE 2.1.0

CRAN release: 2023-01-19

  • 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

CRAN release: 2022-09-16

  • 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

CRAN release: 2022-01-14

  • 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

CRAN release: 2021-12-13

  • 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

CRAN release: 2021-10-14

  • Change to inline citations in the Vignette to avoid problems on CRAN

rSPDE 0.6.2

CRAN release: 2021-02-23

rSPDE 0.6.1

  • Add rgdal as suggested package

rSPDE 0.5.0

  • Remove dependency on INLA for Vignette on CRAN
  • Update citation