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Fast Gaussian Process Computation Using Vecchia's Approximation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GpGp |
Fast Gaussian Process Computation Using Vecchia's Approximation |
Statements
18 February 2024
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Functions for fitting and doing predictions with Gaussian process models using Vecchia's (1988) approximation. Package also includes functions for reordering input locations, finding ordered nearest neighbors (with help from 'FNN' package), grouping operations, and conditional simulations. Covariance functions for spatial and spatial-temporal data on Euclidean domains and spheres are provided. The original approximation is due to Vecchia (1988) <http://www.jstor.org/stable/2345768>, and the reordering and grouping methods are from Guinness (2018) <doi:10.1080/00401706.2018.1437476>. Model fitting employs a Fisher scoring algorithm described in Guinness (2019) <arXiv:1905.08374>.
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