vecchia_specify: specify a general vecchia approximation

In GPvecchia: Scalable Gaussian-Process Approximations

specify a general vecchia approximation

Description

specify the vecchia approximation for later use in likelihood evaluation or prediction. This function does not depend on parameter values, and only has to be run once before repeated likelihood evaluations.

Usage

vecchia_specify(
  locs,
  m = -1,
  ordering,
  cond.yz,
  locs.pred,
  ordering.pred,
  pred.cond,
  conditioning,
  mra.options = NULL,
  ic0 = FALSE,
  verbose = FALSE
)

Arguments

locs	nxd matrix of observed locs
m	Number of nearby points to condition on
ordering	options are 'coord' or 'maxmin'
cond.yz	options are 'y', 'z', 'SGV', 'SGVT', 'RVP', 'LK', and 'zy'
locs.pred	nxd matrix of locations at which to make predictions
ordering.pred	options are 'obspred' or 'general'
pred.cond	prediction conditioning, options are 'general' or 'independent'
conditioning	conditioning on 'NN' (nearest neighbor) or 'firstm' (fixed set for low rank) or 'mra'
mra.options	Settings for number of levels and neighbors per level
ic0	Specifies if ic0 decomposition should be used as opposed to regular Cholesky
verbose	Provide more detail when using MRA calculations. Default is false.

Value

An object that specifies the vecchia approximation for later use in likelihood evaluation or prediction.

Examples

locs=matrix(1:5,ncol=1); vecchia_specify(locs,m=2)

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