fast_Gp_sim

Calculates an approximation to the inverse Cholesky
factor of the covariance matrix using Vecchia's approximation,
then the simulation is produced by solving a linear system
with a vector of uncorrelated standard normals

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) <arXiv:1905.08374>.

Joseph Guinness

GpGp

Fast Gaussian Process Computation Using Vecchia's Approximation

Matthias Katzfuss

Youssef Fahmy

fast_Gp_sim function

<dl><dt>covparms</dt>
<dd>A vector of covariance parameters appropriate
for the specified covariance function</dd>
<dt>covfun_name</dt>
<dd>See <code>GpGp</code> for information about covariance
functions.</dd>
<dt>locs</dt>
<dd>matrix of locations. Row <code>i</code> of <code>locs</code> specifies the location
of element <code>i</code> of <code>y</code>, and so the length of <code>y</code> should equal
the number of rows of <code>locs</code>.</dd>
<dt>m</dt>
<dd>Number of nearest neighbors to use in approximation</dd></dl>

Arguments

Approximate GP simulation — fast_Gp_sim

<dl>

<dt>covparms</dt>
<dd>A vector of covariance parameters appropriate
for the specified covariance function</dd>


<dt>covfun_name</dt>
<dd>See <code>GpGp</code> for information about covariance
functions.</dd>


<dt>locs</dt>
<dd>matrix of locations. Row <code>i</code> of <code>locs</code> specifies the location
of element <code>i</code> of <code>y</code>, and so the length of <code>y</code> should equal
the number of rows of <code>locs</code>.</dd>


<dt>m</dt>
<dd>Number of nearest neighbors to use in approximation</dd>

</dl>

fast_Gp_sim: Approximate GP simulation

Description

Usage

Value

Arguments

Examples