rSPDE is an R package used for computing rational approximations of fractional SPDEs These rational approximations can be used for computatially efficient statistical inference.
Basic statistical operations such as likelihood evaluations and kriging predictions using the fractional approximations are also implemented.
For illustration purposes, the package contains a simple FEM implementation for models on R. See the Vignette for an introduction to the package.
D. Bolin and K. Kichner, The rational SPDE approach for Gaussian random fields with general smoothness. Journal of Computational and Graphical Statistics.
The latest CRAN release of the package can be installed directly from CRAN with
The latest stable version (which is sometimes slightly more recent than the CRAN version), can be installed by using the command
remotes::install_github("davidbolin/rspde", ref = "stable")
in R. The development version can be installed using the command
remotes::install_github("davidbolin/rspde", ref = "devel")
If you want to install the package using the
remotes::install_github-method on Windows, you first need to install
Rtools and add the paths to
gcc to the Windows
PATH environment variable. This can be done for the current R session only using the commands
rtools = "C:\\Rtools\\bin" gcc = "C:\\Rtools\\gcc-4.6.3\\bin" Sys.setenv(PATH = paste(c(gcc, rtools, Sys.getenv("PATH")), collapse = ";"))
where the variables
gcc need to be changed if
Rtools is not installed directly on
Repository branch workflows
The package version format for released versions is
major.minor.bugfix. All regular development should be performed on the
devel branch or in a feature branch, managed with
git flow feature. On the
devel branch, the vestion number is
major.minor.bugfix.9000, where the first three components reflect the latest released version with changes present in the
default branch. Bugfixes should be applied via the
git flow bugfix and
git flow hotfix methods, as indicated below. For
git flow configuration, use
master as the stable master branch,
devel as the develop branch, and
v as the version tag prefix. See the
git flow tutorial for more information.
devel branches that collaborators need access to (e.g. release branches, feature branches, etc, use the
git flow publish mechanism).
- Prepare a new stable release with CRAN submission:
git flow release start major.(minor+1).0 usethis::use_version("minor") # In R (updates the version number in DESCRIPTION and NEWS) ## At this point, see the CRAN submission section below. git flow release finish 'VERSION' usethis::use_dev_version() # In R (updates the dev version number in DESCRIPTION and NEWS)
- Do a hotfix (branch from stable branch; use bugfix for release branch bugfixes):
git flow hotfix start hotfix_branch_name ## Do the bugfix, update the verison number major.minor.(bugfix+1), and commit ## Optionally, do CRAN submission git flow hotfix finish hotfix_branch_name ## Resolve merge conflicts, if any
- CRAN submission
## Perform CRAN checks (usually on the release branch version) ## If unsuccessful then do bugfixes with increasing bugfix version, until ok ## Submit to CRAN ## If not accepted then do more bugfixes and repeat