Package: GPvecchia 0.1.8

GPvecchia: Scalable Gaussian-Process Approximations

Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) <doi:10.48550/arXiv.1708.06302>. Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) <doi:10.48550/arXiv.1706.02205> and MaxMin ordering proposed in Guinness (2018) <doi:10.48550/arXiv.1609.05372>.

Authors:Matthias Katzfuss [aut], Marcin Jurek [aut, cre], Daniel Zilber [aut], Wenlong Gong [aut], Joe Guinness [ctb], Jingjie Zhang [ctb], Florian Schaefer [ctb]

GPvecchia_0.1.8.tar.gz
GPvecchia_0.1.8.zip(r-4.7-x86_64)GPvecchia_0.1.8.zip(r-4.7-arm64)GPvecchia_0.1.8.zip(r-4.6-x86_64)GPvecchia_0.1.8.zip(r-4.6-arm64)GPvecchia_0.1.8.zip(r-4.5-x86_64)
GPvecchia_0.1.8.tgz(r-4.6-x86_64)GPvecchia_0.1.8.tgz(r-4.6-arm64)GPvecchia_0.1.8.tgz(r-4.5-x86_64)GPvecchia_0.1.8.tgz(r-4.5-arm64)
GPvecchia_0.1.8.tar.gz(r-4.7-arm64)GPvecchia_0.1.8.tar.gz(r-4.7-x86_64)GPvecchia_0.1.8.tar.gz(r-4.6-arm64)GPvecchia_0.1.8.tar.gz(r-4.6-x86_64)
GPvecchia_0.1.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
GPvecchia/json (API)

# Install 'GPvecchia' in R:

install.packages('GPvecchia', repos = c('https://marcinjurek.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblas cpp openmp

4.91 score 4 packages 135 scripts 535 downloads 25 exports 14 dependencies

Last updated from:438f274c21. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	193
linux-devel-x86_64	OK	163
source / vignettes	OK	280
linux-release-arm64	OK	174
linux-release-x86_64	OK	147
macos-release-arm64	OK	210
macos-release-x86_64	OK	378
macos-oldrel-arm64	OK	240
macos-oldrel-x86_64	OK	408
windows-devel-arm64	OK	401
windows-devel-x86_64	OK	165
windows-release-arm64	OK	441
windows-release-x86_64	OK	170
windows-oldrel-x86_64	OK	189
wasm-release	OK	165

Exports:calculate_posterior_VL createL createU getMatCov getMatCovFromFactorCpp ic0 ichol MaternFun order_coordinate order_dist_to_point order_maxmin_exact order_maxmin_exact_obs_pred order_middleout order_outsidein SelInv V2covmat vecchia_estimate vecchia_laplace_likelihood vecchia_laplace_likelihood_from_posterior vecchia_laplace_prediction vecchia_likelihood vecchia_lincomb vecchia_pred vecchia_prediction vecchia_specify

Dependencies:BH dotCall64 fields FNN GpGp lattice maps Matrix RColorBrewer Rcpp RcppArmadillo spam sparseinv viridisLite

GPvecchia tutorial

Rendered fromGPvecchia_vignette.Rmdusingknitr::rmarkdown

Last update: 2020-04-14
Started: 2019-10-02

Help page	Topics
Vecchia Laplace extension of GPVecchia for non-Gaussian data	calculate_posterior_VL
create the sparse triangular L matrix for specific parameters	createL
create the sparse triangular U matrix for specific parameters	createU
extract the required elements from the covariance matrix	getMatCov
Calculate the covariance values required by HV for matrix factors passed as sparse matrices	getMatCovFromFactorCpp
GPvecchia: fast, scalable Gaussian process approximations	GPvecchia-package GPvecchia
Incomplete Cholesky decomposition of a sparse matrix passed in the compressed sparse row format	ic0
Wrapper for incomplete Cholesky decomposition	ichol
Calculate Matern covariance function	MaternFun
Sorted coordinate ordering	order_coordinate
Distance to specified point ordering	order_dist_to_point
Maximum minimum distance ordering	order_maxmin_exact
Maximum minimum distance ordering for prediction	order_maxmin_exact_obs_pred
Middle-out ordering	order_middleout
Outside-in ordering	order_outsidein
selected inverse of a sparse matrix	SelInv
compute covariance matrix from V.ord Do not run this function for large n or n.p!!!	V2covmat
estimate mean and covariance parameters of a Matern covariance function using Vecchia	vecchia_estimate
Wrapper for VL version of vecchia_likelihood	vecchia_laplace_likelihood
Wrapper for VL version of vecchia_likelihood	vecchia_laplace_likelihood_from_posterior
Wrapper for VL version of vecchia_prediction	vecchia_laplace_prediction
evaluation of the likelihood	vecchia_likelihood
linear combination of predictions compute the distribution of a linear combination Hy	vecchia_lincomb
make spatial predictions using Vecchia based on estimated parameters	vecchia_pred
Vecchia prediction	vecchia_prediction
specify a general vecchia approximation	vecchia_specify

Package: GPvecchia 0.1.8

GPvecchia: Scalable Gaussian-Process Approximations

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Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)