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rSPDE (development version)

  • 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 and stochvolln 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.

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