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.

AuthorChristopher Paciorek [aut, cre], Benjamin Lipshitz [aut], Prabhat [ctb], Cari Kaufman [ctb], Tina Zhuo [ctb], Rollin Thomas [ctb]
Date of publication2015-07-08 13:49:56
MaintainerChristopher Paciorek <paciorek@stat.berkeley.edu>
LicenseGPL (>= 2)
Version0.1-6
http://www.jstatsoft.org/v63/i10/

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

Functions

alloc Man page
bigGP Man page
.bigGP Man page
bigGP.exit Man page
.bigGP.fill Man page
bigGP.init Man page
bigGP-meta Man page
bigGP-package Man page
bigGP.quit Man page
calcD Man page
calcH, krigeProblem-method Man page
calcIJ Man page
calcLogDens, krigeProblem-method Man page
calcPostCov, krigeProblem-method Man page
collectDiagonal Man page
collectRectangularMatrix Man page
collectTriangularMatrix Man page
collectVector Man page
distributedKrigeProblem Man page
distributedKrigeProblem-class Man page
distributeVector Man page
getDistributedRectangularMatrixLength Man page
getDistributedTriangularMatrixLength Man page
getDistributedVectorLength Man page
initializeSlaveProblems, krigeProblem-method Man page
krigeProblem Man page
krigeProblem-class Man page
localAssign Man page
localBacksolve Man page
localCalc Man page
localCalcChol Man page
localCollectDiagonal Man page
localCollectDiagonalTest Man page
localCollectRectangularMatrix Man page
localCollectRectangularMatrixTest Man page
localCollectTriangularMatrix Man page
localCollectTriangularMatrixTest Man page
localCollectVector Man page
localCollectVectorTest Man page
localConstructRnormMatrix Man page
localCrossProdMatSelf Man page
localCrossProdMatSelfDiag Man page
localCrossProdMatVec Man page
localDistributeVector Man page
localDistributeVectorTest Man page
localForwardsolve Man page
localGetRectangularMatrixIndices Man page
localGetTriangularMatrixIndices Man page
localGetVectorIndices Man page
localKrigeProblemConstructCov Man page
localKrigeProblemConstructMean Man page
localMultChol Man page
localPull Man page
localPullTest Man page
localRm Man page
optimizeLogDens, krigeProblem-method Man page
predict, krigeProblem-method Man page
pull Man page
push Man page
remoteBacksolve Man page
remoteCalc Man page
remoteCalcChol Man page
remoteConstructCov, krigeProblem-method Man page
remoteConstructMean, krigeProblem-method Man page
remoteConstructRnormMatrix Man page
remoteConstructRnormVector Man page
remoteCrossProdMatSelf Man page
remoteCrossProdMatSelfDiag Man page
remoteCrossProdMatVec Man page
remoteForwardsolve Man page
remoteGetIndices Man page
remoteLs Man page
remoteMultChol Man page
remoteRm Man page
setParams, krigeProblem-method Man page
show, krigeProblem-method Man page
simulateRealizations, krigeProblem-method Man page
SN2011fe Man page
SN2011fe_covfunc Man page
SN2011fe_crosscovfunc Man page
SN2011fe_initialParams Man page
SN2011fe_meanfunc Man page
SN2011fe_mle Man page
SN2011fe_mle_subset Man page
SN2011fe_newdata Man page
SN2011fe_newdata_subset Man page
SN2011fe_predcovfunc Man page
SN2011fe_predmeanfunc Man page
SN2011fe_subset Man page

Files

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

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