ngme2: Inference and prediction for mixed effects models with...

In ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions

Inference and prediction for mixed effects models with flexible non-Gaussian and Gaussian distributions.

Description

Fits and analyzes linear latent non-Gaussian models for temporal, spatial, and space-time data. The package provides model components for autoregressive and Ornstein-Uhlenbeck processes, random walks, Matern fields based on stochastic partial differential equations, separable and non-separable space-time models, graph-based Matern models, bivariate type-G fields, and user-defined sparse operators. Latent fields and observation models can use Gaussian and non-Gaussian noise distributions, including normal inverse Gaussian, generalized asymmetric Laplace, and skew-t distributions. Functions are included for simulation, likelihood-based estimation, prediction, cross-validation, convergence diagnostics, stochastic gradient optimization, batch-means confidence intervals, and posterior-like sampling. The modeling framework is described in Bolin, Jin, Simas and Wallin (2026) "A Unified and Computationally Efficient Non-Gaussian Statistical Modeling Framework" \Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2602.23987")}.

Author(s)

Maintainer: Xiaotian Jin [e-mail]

Authors:

• David Bolin [e-mail] [copyright holder]

• Alexandre Simas [e-mail]

• Jonas Wallin [e-mail]

Other contributors:

• Andrea V. Rocha [e-mail] (contributed to many vignettes and examples) [contributor]

• Timothy A. Davis (SuiteSparse components) [contributor, copyright holder]

• Patrick R. Amestoy (SuiteSparse AMD and CAMD components) [contributor, copyright holder]

• Iain S. Duff (SuiteSparse AMD and CAMD components) [contributor, copyright holder]

• John K. Reid (SuiteSparse AMD-derived code) [contributor, copyright holder]

• Yanqing Chen (SuiteSparse CAMD components) [contributor, copyright holder]

• Sivasankaran Rajamanickam (SuiteSparse CCOLAMD components) [contributor, copyright holder]

• Stefan Larimore (SuiteSparse CCOLAMD and COLAMD components) [contributor, copyright holder]

• William W. Hager (SuiteSparse CHOLMOD Modify components) [contributor, copyright holder]

• University of Florida (SuiteSparse CHOLMOD and CCOLAMD components) [copyright holder]

• Regents of the University of Minnesota (METIS/GKlib components bundled with SuiteSparse) [copyright holder]

• Free Software Foundation, Inc. (GKlib regex/getopt code bundled with SuiteSparse) [copyright holder]

• Makoto Matsumoto (Mersenne Twister code bundled with SuiteSparse) [contributor, copyright holder]

• Takuji Nishimura (Mersenne Twister code bundled with SuiteSparse) [contributor, copyright holder]

• Alexander Chemeris (MS integer headers bundled with SuiteSparse) [contributor, copyright holder]

See Also

Useful links:

• https://davidbolin.github.io/ngme2/

• https://github.com/davidbolin/ngme2

• Report bugs at https://github.com/davidbolin/ngme2/issues

ngme2 documentation built on May 20, 2026, 9:10 a.m.