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

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

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