README.md

In bhetGP: Bayesian Heteroskedastic Gaussian Processes

This repo consists of an in progress interface for the implementation of a Bayesian HetGP

Run R CMD INSTALL bhGP from outside this folder. If already installed and package is updated: remove package, restart R, and then run this install command.

R files include:

• functions.R : all functions for log likelihood and Sigma contruction

• mcmc.R : Does mcmc and ess sampling for theta, nugget vector, etc.

• gibbs.R : Gibbs sampler for MCMC for seperable, iso-tropic, and combination

• fit.R : Fits bhGP to the data (X,Y)

• predict.R: Predicts at new locations Xp

• mcmc_vecchia.R : Does mcmc and ess sampling for theta, nugget vector, w/ vecchia

• gibbs_vecchia.R : Gibbs sampler for MCMC for seperable, iso-tropic, and combination w/ vecchia

• gibbs_vdims_N.R: Gibbs for full N version w/ variance changing in some dimenstions

• predict_vecchia.R: Predicts at new locations Xp w/ vecchia

• trim.R: trims mcmc object

• plots.R: Trace plots and prediction plots

• vecchia.R: Helper vecchia functions

• general.R: Helper functions

• checks.R : checks initilizations

• inits.R: initialization stratergy

src files include:

• vecchia.cpp: Vecchia related fucntions

• cov.cpp: Builds cov matrices

• invdet.c: inv and det fns

• general.c: used for invdet

• RcppExports.cpp: created for package

bhetGP documentation built on Aug. 8, 2025, 6:34 p.m.