FRK: An R Package for Spatial and Spatio-Temporal Prediction with Large Datasets

Preprint
Abstract
FRK is an R software package for spatial/spatio-temporal modelling and prediction with large datasets. It facilitates optimal spatial prediction (kriging) on the most commonly used manifolds (in Euclidean space and on the surface of the sphere), for both spatial and spatio-temporal fields. It differs from existing packages for spatial modelling and prediction by avoiding stationary and isotropic covariance and variogram models, instead constructing a spatial random effects (SRE) model on a fine-resolution discretised spatial domain. The discrete element is known as a basic areal unit (BAU), whose introduction in the software leads to several practical advantages. The software can be used to (i) integrate multiple observations with different supports with relative ease; (ii) obtain exact predictions at millions of prediction locations (without conditional simulation); and (iii) distinguish between measurement error and fine-scale variation at the resolution of the BAU, thereby allowing for improved uncertainty quantification when compared to related packages. The temporal component is included by adding another dimension. A key component of the SRE model is the specification of spatial or spatio-temporal basis functions; in the package, they can be generated automatically or by the user. The package also offers automatic BAU construction, an expectation maximisation (EM) algorithm for parameter estimation, and functionality for prediction over any user-specified polygons or BAUs. Use of the package is illustrated on several spatial and spatio-temporal datasets, and it is compared to commonly used software for spatial prediction and modelling, namely the package LatticeKrig and the stochastic partial differential equation tools in INLA.