INLA-RF

Scripts

Simulation study 1 (spatio-temporal scenario)

1. runme_spatiotemporal_simulation.R: Script implementing the data simulation.
2. runme_spatiotemporal_INLARF11.R: Script implementing the INLA-RF1.1 algorithm to analyze the simulated data, correcting only the mean.
3. runme_spatiotemporal_INLARF12.R: Script implementing the INLA-RF1.2 algorithm to analyze the simulated data, correcting the mean and transfering the uncertainty between the steps of the algorithm.
4. runme_spatiotemporal_INLARF11_and_INLARF12_CV.R: Script implementing the INLA-RF algorithms (1.1 and 1.2) to perform the cross-validation analysis of the simulated data, correcting the mean without and with uncertainty propagation.

Simulation study 2 (purely temporal scenario)

1. runme_temporal_INLARF2.R: Script implementing the data simulation and the INLA-RF2 algorithm to analyze the simulated data, correcting only some pre-specified nodes of the spatio-temporal structure of the model.

Extra

1. diagonal_product.cpp: Script defining a function to compute only the diagonal elements of a product of two square sparse matrices in CSC format (for KLD computation).