Rational Approximations of Fractional Stochastic Partial Differential Equations




CRAN_Status_Badge CRAN_Downloads

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.

Installation instructions

The latest CRAN release of the package can be installed directly from CRAN with install.packages("rSPDE"). 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 Rtools and 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 rtools and gcc need to be changed if Rtools is not installed directly on C:.

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.

For non master and 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