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spBayes for Large Univariate and Multivariate Point-Referenced Spatio-Temporal Data Models

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  • Finley, Andrew O.
  • Banerjee, Sudipto
  • Gelfand, Alan E.

Abstract

In this paper we detail the reformulation and rewrite of core functions in the spBayes R package. These efforts have focused on improving computational efficiency, flexibility, and usability for point-referenced data models. Attention is given to algorithm and computing developments that result in improved sampler convergence rate and efficiency by reducing parameter space; decreased sampler run-time by avoiding expensive matrix computations, and; increased scalability to large datasets by implementing a class of predictive process models that attempt to overcome computational hurdles by representing spatial processes in terms of lower-dimensional realizations. Beyond these general computational improvements for existing model functions, we detail new functions for modeling data indexed in both space and time. These new functions implement a class of dynamic spatio-temporal models for settings where space is viewed as continuous and time is taken as discrete.

Suggested Citation

  • Finley, Andrew O. & Banerjee, Sudipto & Gelfand, Alan E., 2015. "spBayes for Large Univariate and Multivariate Point-Referenced Spatio-Temporal Data Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i13).
    • Handle: RePEc:jss:jstsof:v:063:i13
    DOI: http://hdl.handle.net/10.18637/jss.v063.i13
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    References listed on IDEAS

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    1. Sudipto Banerjee & Alan E. Gelfand & Andrew O. Finley & Huiyan Sang, 2008. "Gaussian predictive process models for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 825-848, September.
    2. Andrew Finley & Sudipto Banerjee & Alan Gelfand, 2012. "Bayesian dynamic modeling for large space-time datasets using Gaussian predictive processes," Journal of Geographical Systems, Springer, vol. 14(1), pages 29-47, January.
    3. Smith, Brian J. & Yan, Jun & Cowles, Mary Kathryn, 2008. "Unified Geostatistical Modeling for Data Fusion and Spatial Heteroskedasticity with R Package ramps," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 25(i10).
    4. Finley, Andrew O. & Banerjee, Sudipto & Carlin, Bradley P., 2007. "spBayes: An R Package for Univariate and Multivariate Hierarchical Point-referenced Spatial Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 19(i04).
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