Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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Authors: Martin Schlather, Alexander Malinowski, Peter J. Menck, Marco Oesting, Kirstin Strokorb
Title: Analysis, Simulation and Prediction of Multivariate Random Fields with Package RandomFields
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 motivated vector valued models. An example on weather data is considered, illustrating the use of RandomFields for parameter estimation and prediction.

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Paper: Analysis, Simulation and Prediction of Multivariate Random Fields with Package RandomFields     Download PDF (Downloads: 8397)
Supplements:
RandomFields_3.0.60.tar.gz: R source package Download (Downloads: 290; 1MB)
v63i08.R: R example code from the paper Download (Downloads: 369; 6KB)
DOI: 10.18637/jss.v063.i08

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.