myeongjong/GPsim: An R package for simulating Gaussian Processes

The R package GPsim is a simulation framework for generating realizations of Gaussian Processes (GPs), which allows users to make use of a wide range of simulation designs including arbitrary domains and user-defined covariance models. It also allows users to use not only classical covariance functions but also nonstationary covariance functions with a minimal effort of programming. Moreover, the correlation-based Vecchia approximation method is implemented as a baseline model only for known-parameters GPs cases.

install.packages("remotes")
remotes::install_github("myeongjong/GPsim")