R-package for interpretable nonparametric modeling of longitudinaldata using additive Gaussian processes. Contains functionality forinferring covariate effects and assessing covariate relevances. Variousmodels can be specified using a convenient formula syntax.
[!NOTE] Using this package is computationally viable if your data sethas maybe less than 300 observations. But the much more scalablelgpr2 package has beenreleased! It is much faster but unfortunately doesn’t have all thespecial modeling features included in this package.
See overview, tutorials, vignettes and documentation athttps://jtimonen.github.io/lgpr-usage/index.html.
install.packages("lgpr")Installing from CRAN is probably the easiest option since they mighthave binaries for your system (so no need to build the package fromsource yourself).
install.packages('devtools')# if you don't have devtools alreadydevtools::install_github('jtimonen/lgpr',build_vignettes =TRUE)devtools::install_github('jtimonen/lgpr',ref ="develop")Github installations are source installations (they require a C++compiler).
If you are usingR version 4.1 or earlier, you can getan error
cc1plus.exe: out of memory allocating 65536 bytesmake: *** [C:/PROGRA~1/R/R-40~1.2/etc/i386/Makeconf:227: stanExports_lgp_latent.o] Error 1because both 64-bit and 32-bit versions of the package are gettinginstalled. To disable this and resolve error, ugrade to latest R orinstall the version that hasBiarch: false by
devtools::install_github('jtimonen/lgpr',ref ="no-biarch")For code to reproduce the experiments of our manuscript seehttps://github.com/jtimonen/lgpr-usage. Preprocessed longitudinalproteomics data is also provided there. See also the built-inread_proteomics_data() function.