GPvecchia: Scalable Gaussian-Process Approximations

Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) <arXiv:1708.06302>. Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) <arXiv:1706.02205> and MaxMin ordering proposed in Guinness (2018) <arXiv:1609.05372>.

Package details

AuthorMatthias Katzfuss [aut], Marcin Jurek [aut, cre], Daniel Zilber [aut], Wenlong Gong [aut], Joe Guinness [ctb], Jingjie Zhang [ctb], Florian Schaefer [ctb]
MaintainerMarcin Jurek <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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GPvecchia documentation built on April 22, 2020, 5:09 p.m.