Fast Gaussian Process Computation Using Vecchia's Approximation


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Documentation for package ‘GpGp’ version 0.1.1

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GpGp-package GpGp: Fast Gaussian Process Computing.
cond_sim Conditional Simulation using Vecchia's approximation
fast_Gp_sim Approximate GP simulation
fast_Gp_sim_Linv Approximate GP simulation with specified Linverse
find_ordered_nn Find ordered nearest neighbors.
find_ordered_nn_brute Naive brute force nearest neighbor finder
fit_model Estimate mean and covariance parameters
GpGp GpGp: Fast Gaussian Process Computing.
group_obs Automatic grouping (partitioning) of locations
jason3 Windspeed measurements from Jason-3 Satellite
Linv_mult Multiply approximate inverse Cholesky by a vector
Linv_mult_grouped Multiply approximate inverse Cholesky by a vector
L_mult Multiply approximate Cholesky by a vector
matern_isotropic Isotropic Matern covariance function
matern_space_time Space-time Matern-covariance function
matern_sphere Isotropic Matern covariance function on sphere
matern_sphere_time Isotropic Matern covariance function on sphere-time
order_coordinate Sorted coordinate ordering
order_dist_to_point Distance to specified point ordering
order_maxmin Maximum minimum distance ordering
order_middleout Middle-out ordering
predictions Compute Gaussian process predictions using Vecchia's approximations
proflik_mean Profile likelihood (profiling out mean only)
proflik_mean_grouped Grouped Version of Profile Likelihood (profiling out mean only)
proflik_mean_variance Profile likelihood (profiling out mean and variance)
proflik_mean_variance_grouped Grouped Version of Profile Likelihood (profiling out mean and variance)
proflik_variance Profile likelihood (profiling out variance in mean-zero model)
proflik_variance_grouped Grouped Version of Profile Likelihood (profiling out variance only)
vecchia_Linv Inverse Cholesky factor implied by Vecchia's approximation
vecchia_Linv_grouped Inverse Cholesky factor implied by Vecchia's approximation
vecchia_loglik Vecchia's approximation to the Gaussian loglikelihood
vecchia_loglik_grouped Grouped Vecchia's approximation to the Gaussian loglikelihood