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Analysis, simulation and prediction of multivariate random fields with package RandomFields

Schlather, Martin, Malinowski, Alexander, Menck, Peter J., Oesting, Marco and Strokorb, Kirstin 2015. Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software 63 (8) 10.18637/jss.v063.i08

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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.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Multivariate geostatistics; Bivariate Matérn model; Linear model of coregionalization; Matrix-valued covariance function; Multivariate random field; R; Vector-valued field
Publisher: American Statistical Association
ISSN: 1548-7660
Date of First Compliant Deposit: 6 January 2017
Date of Acceptance: 1 October 2014
Last Modified: 13 Mar 2019 12:33

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