Scalable Gaussian-Process Approximations

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Documentation for package ‘GPvecchia’ version 0.1.7

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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