spBayes

Install the released version from CRAN:

install.packages('spBayes')

Fits univariate and multivariate models with Markov chain Monte Carlo (MCMC). Details in Finley, Banerjee, and Gelfand (2013) 10.18637/jss.v063.i13. Core functions include:

  • spLM – univariate Gaussian regression with spatial random effects
  • spMvLM – multivariate Gaussian regression with spatial random effects
  • spMisalignLM – multivariate Gaussian regression with spatial random effects for misaligned data
  • spGLM – univariate Logistic and Poisson regression with spatial random effects
  • spMvGLM – multivariate Logistic and Poisson regression with spatial random effects
  • spMisalignGLM – multivariate Logistic and Poisson regression with spatial random effects for misaligned data
  • spDynLM – univariate Gaussian regression with dynamic space-time random effects

For the core functions, a predictive process model can be specified for large data sets. Also adaptive MCMC is available for those parameters that cannot be updated using Gibbs. Course material and illustrations can be found here.