2015
DOI: 10.18637/jss.v063.i08
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Analysis, Simulation and Prediction of Multivariate Random Fields with PackageRandomFields

Abstract: Modeling of and inference on multivariate data that have been measured in space, such as temperature and pressure, are challenging tasks in environmental sciences, physics and materials science. We give an overview over and some background on modeling with crosscovariance models. The R package RandomFields supports the simulation, the parameter estimation and the prediction in particular for the linear model of coregionalization, the multivariate Matérn models, the delay model, and a spectrum of physically mot… Show more

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Cited by 191 publications
(153 citation statements)
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“…An alternative way of choosing a spatial covariance function is given through the covmodel function, which calls CovarianceFct from the package RandomFields (Schlather, Malinowski, Menck, Oesting, and Strokorb 2015), e.g., a Matérn covariance function with roughness parameter 1, can be obtained with covmodel("matern", pars = 1) in place of ExponentialCovFct(). Note that for covariance functions defined using the function covmodel, any additional parameters (in this case the roughness parameter) are not estimated, rather they are fixed (in this case at 1).…”
Section: Simulating Datamentioning
confidence: 99%
“…An alternative way of choosing a spatial covariance function is given through the covmodel function, which calls CovarianceFct from the package RandomFields (Schlather, Malinowski, Menck, Oesting, and Strokorb 2015), e.g., a Matérn covariance function with roughness parameter 1, can be obtained with covmodel("matern", pars = 1) in place of ExponentialCovFct(). Note that for covariance functions defined using the function covmodel, any additional parameters (in this case the roughness parameter) are not estimated, rather they are fixed (in this case at 1).…”
Section: Simulating Datamentioning
confidence: 99%
“…Following the model's hierachical description in Section 2, we simulated forward as follows: In Step 1, we simulated a Gaussian random field ε on the domain D with spatial covariance Σ, using the the R package RandomFields ( [43]). In Step 2, we simulated independent Bernoulli random variables.…”
Section: Parameter Settingsmentioning
confidence: 99%
“…Schlather, Malinowski, Menck, Oesting, and Strokorb (2015) describe recent developments in RandomFields that concern the modeling of multivariate random fields. Padoan and Bevilacqua (2015) analyze random fields by composite likelihood methods, an approach motivated by large data sets.…”
Section: Geostatisticsmentioning
confidence: 99%