GpGp

Fast Gaussian Process Computation Using Vecchia's Approximation

Functions for fitting and doing predictions with Gaussian process models using Vecchia's (1988) approximation. Package also includes functions for reordering input locations, finding ordered nearest neighbors (with help from 'FNN' package), grouping operations, and conditional simulations. Covariance functions for spatial and spatial-temporal data on Euclidean domains and spheres are provided. The original approximation is due to Vecchia (1988) <http://www.jstor.org/stable/2345768>, and the reordering and grouping methods are from Guinness (2018) <doi:10.1080/00401706.2018.1437476>. Model fitting employs a Fisher scoring algorithm described in Guinness (2019) <arXiv:1905.08374>.

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Description file content

Package
GpGp
Type
Package
Title
Fast Gaussian Process Computation Using Vecchia's Approximation
Version
0.2.1
Date
2019-07-08
Maintainer
Joseph Guinness
Description
Functions for fitting and doing predictions with Gaussian process models using Vecchia's (1988) approximation. Package also includes functions for reordering input locations, finding ordered nearest neighbors (with help from 'FNN' package), grouping operations, and conditional simulations. Covariance functions for spatial and spatial-temporal data on Euclidean domains and spheres are provided. The original approximation is due to Vecchia (1988) , and the reordering and grouping methods are from Guinness (2018) . Model fitting employs a Fisher scoring algorithm described in Guinness (2019) .
Depends
R (>= 2.10)
License
MIT + file LICENSE
Imports
Rcpp (>= 0.12.13), FNN
Suggests
fields, knitr, rmarkdown, testthat, maps, maptools
LinkingTo
Rcpp, RcppArmadillo
RoxygenNote
6.1.0
LazyData
true
NeedsCompilation
yes
Packaged
2019-07-09 14:10:44 UTC; guinness
Author
Joseph Guinness [aut, cre], Matthias Katzfuss [aut]
Repository
CRAN
Date/Publication
2019-07-09 14:40:03 UTC

install.packages('GpGp')

0.2.1

9 days ago

Joseph Guinness

MIT + file LICENSE

Depends on

R (>= 2.10)

Imports

Rcpp (>= 0.12.13), FNN

Suggests

fields, knitr, rmarkdown, testthat, maps, maptools

Discussions