GpGp1.0.0 package

Fast Gaussian Process Computation Using Vecchia's Approximation

predictions

Compute Gaussian process predictions using Vecchia's approximations

sph_grad_xyz

compute gradient of spherical harmonics functions

summary.GpGp_fit

Print summary of GpGp fit

test_likelihood_object

test likelihood object for NA or Inf values

L_mult

Multiply approximate Cholesky by a vector

matern45_isotropic

Isotropic Matern covariance function, smoothness = 4.5

cond_sim

Conditional Simulation using Vecchia's approximation

condition_number

compute condition number of matrix

expit

expit function and integral of expit function

exponential_anisotropic2D

Geometrically anisotropic exponential covariance function (two dimensi...

exponential_anisotropic3D_alt

Geometrically anisotropic exponential covariance function (three dimen...

exponential_anisotropic3D

Geometrically anisotropic exponential covariance function (three dimen...

exponential_isotropic

Isotropic exponential covariance function

exponential_nonstat_var

Isotropic exponential covariance function, nonstationary variances

exponential_scaledim

Exponential covariance function, different range parameter for each di...

exponential_spacetime

Spatial-Temporal exponential covariance function

exponential_sphere_warp

Deformed exponential covariance function on sphere

fast_Gp_sim

Approximate GP simulation

exponential_sphere

Isotropic exponential covariance function on sphere

exponential_spheretime_warp

Deformed exponential covariance function on sphere

exponential_spheretime

Exponential covariance function on sphere x time

fast_Gp_sim_Linv

Approximate GP simulation with specified Linverse

find_ordered_nn_brute

Naive brute force nearest neighbor finder

find_ordered_nn

Find ordered nearest neighbors.

fisher_scoring

Fisher scoring algorithm

fit_model

Estimate mean and covariance parameters

get_linkfun

get link function, whether locations are lonlat and space time

get_penalty

get penalty function

get_start_parms

get default starting values of covariance parameters

GpGp

GpGp: Fast Gaussian Process Computing.

group_obs

Automatic grouping (partitioning) of locations

L_t_mult

Multiply transpose of approximate Cholesky by a vector

Linv_mult

Multiply approximate inverse Cholesky by a vector

Linv_t_mult

Multiply transpose of approximate inverse Cholesky by a vector

matern_anisotropic2D

Geometrically anisotropic Matern covariance function (two dimensions)

matern_anisotropic3D_alt

Geometrically anisotropic Matern covariance function (three dimensions...

matern_anisotropic3D

Geometrically anisotropic Matern covariance function (three dimensions...

matern_categorical

Isotropic Matern covariance function with random effects for categorie...

matern_isotropic

Isotropic Matern covariance function

matern_nonstat_var

Isotropic Matern covariance function, nonstationary variances

matern15_isotropic

Isotropic Matern covariance function, smoothness = 1.5

matern_scaledim

Matern covariance function, different range parameter for each dimensi...

matern_spacetime_categorical_local

Space-Time Matern covariance function with local random effects for ca...

matern_spacetime_categorical

Space-Time Matern covariance function with random effects for categori...

matern_spacetime

Spatial-Temporal Matern covariance function

matern_sphere_warp

Deformed Matern covariance function on sphere

matern_sphere

Isotropic Matern covariance function on sphere

matern_spheretime_warp

Deformed Matern covariance function on sphere

matern_spheretime

Matern covariance function on sphere x time

matern15_scaledim

Matern covariance function, smoothess = 1.5, different range parameter...

matern25_isotropic

Isotropic Matern covariance function, smoothness = 2.5

matern25_scaledim

Matern covariance function, smoothess = 2.5, different range parameter...

matern35_isotropic

Isotropic Matern covariance function, smoothness = 3.5

matern35_scaledim

Matern covariance function, smoothess = 3.5, different range parameter...

matern45_scaledim

Matern covariance function, smoothess = 3.5, different range parameter...

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

pen_hi

penalize large values of parameter: penalty, 1st deriative, 2nd deriva...

pen_lo

penalize small values of parameter: penalty, 1st deriative, 2nd deriva...

pen_loglo

penalize small values of log parameter: penalty, 1st deriative, 2nd de...

vecchia_grouped_meanzero_loglik

Grouped Vecchia approximation to the Gaussian loglikelihood, zero mean

vecchia_grouped_profbeta_loglik_grad_info

Grouped Vecchia loglikelihood, gradient, Fisher information

vecchia_grouped_profbeta_loglik

Grouped Vecchia approximation, profiled regression coefficients

vecchia_Linv

Entries of inverse Cholesky approximation

vecchia_meanzero_loglik

Vecchia's approximation to the Gaussian loglikelihood, zero mean

vecchia_profbeta_loglik_grad_info

Vecchia's loglikelihood, gradient, and Fisher information

vecchia_profbeta_loglik

Vecchia's approximation to the Gaussian loglikelihood, with profiled r...

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) <doi:10.48550/arXiv.1905.08374>.

  • Maintainer: Joseph Guinness
  • License: MIT + file LICENSE
  • Last published: 2025-12-18