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GPvecchia

Fast Gaussian-process inference using general Vecchiaapproximations

For examples of how to use the package, please see the vignettesfolder. Please note that GPvecchia is under active development and notstable at this time.

Reporting problems

If you have an issue with GPvecchia, including unsatisfactoryruntime, please open a Github ticket.

References

Katzfuss, M., &Guinness, J. (2017). A general framework for Vecchia approximations ofGaussian processes.arXiv:1708.06302.

Katzfuss, M., Guinness,J., Gong, W., & Zilber, D. (2018). Vecchia approximations ofGaussian-process predictions.arXiv:1805.03309.

Zilber, D., &Katzfuss, M. (2019). Vecchia-Laplace approximations of generalizedGaussian processes for big non-Gaussian spatial data.arXiv:1906.07828.

Installation

This package can be installed directly from CRAN by running

install.packages("GPvecchia")

OMP library is required for the package to run fast. Mac OS users,where OMP has not been supported for a while could consultthispage

Alternatively, the package can be installed using the github source.This can be done either by usingdevtools

devtools::install_github("katzfuss-group/GPvecchia")

or by downloading the repository and then building the packagemanually:

R CMD build GPvecchiaR CMD INSTALL GPvecchia_0.1.4.tar.gz

Note thatRtools isrequired for compiling C/C++ with OpenMP on Windows systems. Wheninstalling Rtools, the system PATH needs to be set so that the C++compiler included in Rtools can be found by R. Once Rtools is installed,system('g++ -v') can be used to check if the compiler isaccessible from R.