bigGP: Distributed Gaussian Process Calculations

Distributes Gaussian process calculations across nodes in a distributed memory setting, using Rmpi. The bigGP class provides high-level methods for maximum likelihood with normal data, prediction, calculation of uncertainty (i.e., posterior covariance calculations), and simulation of realizations. In addition, bigGP provides an API for basic matrix calculations with distributed covariance matrices, including Cholesky decomposition, back/forwardsolve, crossproduct, and matrix multiplication.

Author
Christopher Paciorek [aut, cre], Benjamin Lipshitz [aut], Prabhat [ctb], Cari Kaufman [ctb], Tina Zhuo [ctb], Rollin Thomas [ctb]
Date of publication
2015-07-08 13:49:56
Maintainer
Christopher Paciorek <paciorek@stat.berkeley.edu>
License
GPL (>= 2)
Version
0.1-6
URLs

View on CRAN

Man pages

alloc
Create Object with its Own Memory
bigGP
Package for Calculations with Big Gaussian Processes
bigGP.exit
Exit bigGP Environment
bigGP.init
Initialize bigGP package
bigGP-meta
Information about the number and identities of the processes
calcD
Calculate Partition Factor
calcIJ
Calculate Slave Process Identifiers
collectDiagonal
Return the Diagonal of a Distributed Square Matrix to the...
collectRectangularMatrix
Return a Distributed Rectangular Matrix to the Master Process
collectTriangularMatrix
Return a Distributed Symmetric or Triangular Matrix to the...
collectVector
Return a Distributed Vector to the Master Process
distributedKrigeProblem-class
ReferenceClass for Distributed Components of the krigeProblem...
distributeVector
Distribute a Vector to the Slave Processes
getDistributedVectorLength
Find Length of Subset of Vector or Matrix Stored on Slave...
krigeProblem-class
Class '"krigeProblem"'
localAssign
Assign a New Name to an Object on Slave Process
localCalc
Local Calculation Functions
localCollectVector
Local Distribution and Collection Functions
localGetVectorIndices
Get Indices of Vector or Matrix Elements Stored on Slave...
localKrigeProblemConstructMean
Calculate Mean Vector or Covariance Matrix on Slave Process
localRm
Remove Objects on Slave Process
pull
Copy Object from Slave Processes to Master
push
Copy Object from Master to Slave Processes
remoteCalc
Return a Distributed Vector to the Master Process
remoteCalcChol
Calculate Distributed Cholesky Decomposition
remoteConstructRnormVector
Create Distributed Vector or Matrix of Random Normals
remoteCrossProdMatSelf
Distributed Crossproduct of a Rectangular Matrix with Itself
remoteCrossProdMatVec
Distributed Crossproduct of a Rectangular Matrix and a Vector
remoteForwardsolve
Solve a Distributed Triangular System
remoteGetIndices
Determine Indices of Vector or Matrix Elements Stored on all...
remoteLs
Remote List Objects
remoteMultChol
Distributed Multiplication of Lower Triangular Matrix and a...
remoteRm
Remote Remove Objects
SN2011fe
SN2011fe Supernova Dataset

Files in this package

bigGP
bigGP/TODO
bigGP/inst
bigGP/inst/CITATION
bigGP/configure.ac
bigGP/src
bigGP/src/collect.h
bigGP/src/comm.h
bigGP/src/lib.h
bigGP/src/trmv.c
bigGP/src/fulltrs.c
bigGP/src/fulltrs.h
bigGP/src/gemmrp.h
bigGP/src/gemmrect.h
bigGP/src/tssyrk.h
bigGP/src/gemv.c
bigGP/src/fulltrsl.h
bigGP/src/trmmr.h
bigGP/src/tstrsm.c
bigGP/src/tssyrk.c
bigGP/src/tstrsm.h
bigGP/src/trsmr.h
bigGP/src/gemvl.h
bigGP/src/gemmr.c
bigGP/src/zeropad.c
bigGP/src/trmv.h
bigGP/src/trsmr.c
bigGP/src/gemmrp.c
bigGP/src/syrk.h
bigGP/src/lib.c
bigGP/src/fullsyrkr.c
bigGP/src/transform.c
bigGP/src/trs.c
bigGP/src/fulltrsmr.h
bigGP/src/gemmrt.c
bigGP/src/syrk.c
bigGP/src/gemmrt.h
bigGP/src/gemvr.c
bigGP/src/gemm.c
bigGP/src/zeropad.h
bigGP/src/chol.h
bigGP/src/fullgemvr.h
bigGP/src/local.c
bigGP/src/wrappers.c
bigGP/src/fulltrsl.c
bigGP/src/fulltrmmr.c
bigGP/src/trsm.c
bigGP/src/fulltrmmr.h
bigGP/src/syrkr.c
bigGP/src/collect.c
bigGP/src/trsl.h
bigGP/src/Makevars.in
bigGP/src/syrkr.h
bigGP/src/gemvr.h
bigGP/src/fullsyrkr_diag.h
bigGP/src/gemmr.h
bigGP/src/local.h
bigGP/src/comm.c
bigGP/src/cholesky.h
bigGP/src/gemv.h
bigGP/src/trmmr.c
bigGP/src/chol.c
bigGP/src/fullgemmrect.h
bigGP/src/fulltrsmr.c
bigGP/src/transform.h
bigGP/src/fullsyrkr.h
bigGP/src/fullgemmrect.c
bigGP/src/trsm.h
bigGP/src/gemm.h
bigGP/src/fullgemvr.c
bigGP/src/gemmrect.c
bigGP/src/gemvl.c
bigGP/src/trs.h
bigGP/src/trsl.c
bigGP/src/fulltrmv.c
bigGP/src/fulltrmv.h
bigGP/src/cholesky.c
bigGP/src/fullsyrkr_diag.c
bigGP/NAMESPACE
bigGP/demo
bigGP/demo/00Index
bigGP/demo/article-example.R
bigGP/INSTALL
bigGP/NEWS
bigGP/data
bigGP/data/SN2011fe.rda
bigGP/data/datalist
bigGP/R
bigGP/R/collectDistribute.R
bigGP/R/krigeProblem.R
bigGP/R/distributedComputation.R
bigGP/R/bigGP.R
bigGP/R/auxil.R
bigGP/README.md
bigGP/MD5
bigGP/README
bigGP/DESCRIPTION
bigGP/configure
bigGP/man
bigGP/man/calcIJ.Rd
bigGP/man/localRm.Rd
bigGP/man/remoteCalc.Rd
bigGP/man/remoteCrossProdMatVec.Rd
bigGP/man/localCalc.Rd
bigGP/man/getDistributedVectorLength.Rd
bigGP/man/remoteConstructRnormVector.Rd
bigGP/man/bigGP.init.Rd
bigGP/man/remoteGetIndices.Rd
bigGP/man/SN2011fe.Rd
bigGP/man/bigGP.exit.Rd
bigGP/man/collectTriangularMatrix.Rd
bigGP/man/remoteMultChol.Rd
bigGP/man/remoteRm.Rd
bigGP/man/distributedKrigeProblem-class.Rd
bigGP/man/alloc.Rd
bigGP/man/bigGP-meta.Rd
bigGP/man/localAssign.Rd
bigGP/man/collectDiagonal.Rd
bigGP/man/remoteCalcChol.Rd
bigGP/man/calcD.Rd
bigGP/man/remoteForwardsolve.Rd
bigGP/man/collectRectangularMatrix.Rd
bigGP/man/bigGP.Rd
bigGP/man/remoteCrossProdMatSelf.Rd
bigGP/man/distributeVector.Rd
bigGP/man/pull.Rd
bigGP/man/localCollectVector.Rd
bigGP/man/localGetVectorIndices.Rd
bigGP/man/collectVector.Rd
bigGP/man/krigeProblem-class.Rd
bigGP/man/remoteLs.Rd
bigGP/man/push.Rd
bigGP/man/localKrigeProblemConstructMean.Rd
bigGP/cleanup
bigGP/tools
bigGP/tools/ax_lapack.m4
bigGP/tools/ax_blas.m4
bigGP/tools/configure.alt
bigGP/tools/configure.alt.ac