rSPDE

Rational Approximations of Fractional Stochastic Partial Differential Equations

CRAN Package

Functions that compute rational approximations of fractional elliptic stochastic partial differential equations. The package also contains functions for common statistical usage of these approximations. The main references for rSPDE are Bolin, Simas and Xiong (2023) doi:10.1080/10618600.2023.2231051 for the covariance-based method and Bolin and Kirchner (2020) doi:10.1080/10618600.2019.1665537 for the operator-based rational approximation. These can be generated by the citation function in R.


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