Fixed Rank Kriging is a tool for spatial/spatiotemporal modelling and prediction with large datasets. The approach, discussed in Cressie and Johannesson (2008) <DOI:10.1111/j.14679868.2007.00633.x>, decomposes the field, and hence the covariance function, using a fixed set of n basis functions, where n is typically much smaller than the number of data points (or polygons) m. The method naturally allows for nonstationary, anisotropic covariance functions and the use of observations with varying support (with known error variance). The projected field is a key building block of the Spatial Random Effects (SRE) model, on which this package is based. The package FRK provides helper functions to model, fit, and predict using an SRE with relative ease.
Package details 


Author  Andrew ZammitMangion [aut, cre] 
Maintainer  Andrew ZammitMangion <andrewzm@gmail.com> 
License  GPL (>= 2) 
Version  0.2.2.1 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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