vecchia_prediction: Vecchia prediction

In GPvecchia: Scalable Gaussian-Process Approximations

Vecchia prediction

Description

Vecchia prediction

Usage

vecchia_prediction(
  z,
  vecchia.approx,
  covparms,
  nuggets,
  var.exact,
  covmodel = "matern",
  return.values = "all"
)

Arguments

z	observed data
vecchia.approx	a vecchia object as generated by vecchia_specify()
covparms	covariance parameters as a vector
nuggets	nugget
var.exact	should prediction variances be computed exactly, or is a (faster) approximation acceptable
covmodel	covariance model, 'matern' by default.
return.values	either 'mean' only, 'meanvar', 'meanmat', or 'all'

Value

posterior mean and variances at observed and unobserved locations; V matrix

Examples

z=rnorm(5); locs=matrix(1:5,ncol=1); vecchia.approx=vecchia_specify(locs,m=3,locs.pred=locs+.5)
vecchia_prediction(z,vecchia.approx,covparms=c(1,2,.5),nuggets=.2)

GPvecchia documentation built on Oct. 25, 2022, 1:06 a.m.