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, Marcin Jurek, Daniel Zilber, Wenlong Gong, Joe Guinness, Jingjie Zhang
MaintainerMatthias Katzfuss <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GPvecchia")

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GPvecchia documentation built on Oct. 2, 2019, 5:02 p.m.