Change-of-support references

[jkbest2]

Following up on today's change-of-support discussion, I found this thread on the INLA mailing list. It mentions that you can do a change-of-support (integrating over an area) with INLA by constructing an appropriate projection matrix, typically termed the A matrix in INLA-land. It looks like the inla.spde.make.A and inla.spde.make.block.A are the functions to look at here. I haven't run through an example, but I think the resulting A matrix could then be passed to TMB as a sparse matrix, allowing a change of support via a sparse matrix multiplication. Of course, the change of support has to happen on the linear scale for this to work.

Looks pretty slick, I'd be interested to hear if anyone gets it working!