spate

Package: spate
Title: Spatio-Temporal Modeling of Large Data Using a Spectral SPDE
Approach
Version: 1.4
Date: 2015-01-25
Author: Fabio Sigrist, Hans R. Kuensch, Werner A. Stahel
Maintainer: Fabio Sigrist <sigrist@stat.math.ethz.ch>
Depends: R (>= 2.10), mvtnorm, truncnorm
SystemRequirements: fftw3 (>= 3.1.2)
Description: This package provides functionality for spatio-temporal modeling of large data sets. A Gaussian process in space and time is defined through a stochastic partial differential equation (SPDE). The SPDE is solved in the spectral space, and after discretizing in time and space, a linear Gaussian state space model is obtained. When doing inference, the main computational difficulty consists in evaluating the likelihood and in sampling from the full conditional of the spectral coefficients, or equivalently, the latent space-time process. In comparison to the traditional approach of using a spatio-temporal covariance function, the spectral SPDE approach is computationally advantageous. This package aims at providing tools for two different modeling approaches. First, the SPDE based spatio-temporal model can be used as a component in a customized hierarchical Bayesian model (HBM). The functions of the package then provide parameterizations of the process part of the model as well as computationally efficient algorithms needed for doing inference with the HBM. Alternatively, the adaptive MCMC algorithm implemented in the package can be used as an algorithm for doing inference without any additional modeling. The MCMC algorithm supports data that follow a Gaussian or a censored distribution with point mass at zero. Covariates can be included in the model through a regression term.
License: GPL-2
Packaged: 2015-01-25 17:54:20 UTC; zeileis
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-01-25 21:30:56

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'spate' ...
** package 'spate' successfully unpacked and MD5 sums checked
checking for gcc... gcc
checking whether the C compiler works... yes
checking for C compiler default output file name... a.out
checking for suffix of executables... 
checking whether we are cross compiling... no
checking for suffix of object files... o
checking whether we are using the GNU C compiler... yes
checking whether gcc accepts -g... yes
checking for gcc option to accept ISO C89... none needed
checking how to run the C preprocessor... gcc -E
checking for gcc... (cached) gcc
checking whether we are using the GNU C compiler... (cached) yes
checking whether gcc accepts -g... (cached) yes
checking for gcc option to accept ISO C89... (cached) none needed
checking for pkg-config... /usr/bin/pkg-config
checking pkg-config is at least version 0.9.0... yes
checking for FFTW... yes
configure: creating ./config.status
config.status: creating src/Makevars
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c ffbs.spectral.c -o ffbs.spectral.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o spate.so ffbs.spectral.o -lfftw3 -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/spate/libs
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'spate'
    finding HTML links ... done
    Palpha                                  html  
    Pgamma                                  html  
    Plambda                                 html  
    Pmux                                    html  
    Pmuy                                    html  
    Prho0                                   html  
    Prho1                                   html  
    Psigma2                                 html  
    Ptau2                                   html  
    Pzeta                                   html  
    TSmat.to.vect                           html  
    cols                                    html  
    ffbs                                    html  
    ffbs.spectral                           html  
    get.propagator                          html  
    get.propagator.vec                      html  
    get.real.dft.mat                        html  
    hist.post.dist                          html  
    index.complex.to.real.dft               html  
    innov.spec                              html  
    lin.pred                                html  
    loglike                                 html  
    matern.spec                             html  
    mcmc.summary                            html  
    plot.spateMCMC                          html  
    plot.spateSim                           html  
    print.spateMCMC                         html  
    print.spateSim                          html  
    propagate.spectral                      html  
    real.fft                                html  
    real.fft.TS                             html  
    sample.four.coef                        html  
    spate-package                           html  
    spate.init                              html  
    spate.mcmc                              html  
    spate.plot                              html  
    spate.predict                           html  
    spate.sim                               html  
    spateMCMC                               html  
    spateMLE                                html  
    summary.spateSim                        html  
    tobit.lambda.log.full.cond              html  
    trace.plot                              html  
    vect.to.TSmat                           html  
    vnorm                                   html  
    wave.numbers                            html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (spate)
Making 'packages.html' ... done