vecchia_Linv

This function returns the entries of the inverse Cholesky
factor of the covariance matrix implied by Vecchia's approximation.
For return matrix <code>Linv</code>, <code>Linv[i,]</code> contains 
the non-zero entries of row <code>i</code> of
the inverse Cholesky matrix. The columns of the non-zero entries
are specified in <code>NNarray[i,]</code>.

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>.

Joseph Guinness

GpGp

Fast Gaussian Process Computation Using Vecchia's Approximation

Matthias Katzfuss

Youssef Fahmy

vecchia_Linv 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>NNarray</dt>
<dd>A matrix of indices, usually the output from <code>find_ordered_nn</code>.
Row <code>i</code> contains the indices
of the observations that observation <code>i</code> conditions on. By convention,
the first element of row <code>i</code> is <code>i</code>.</dd>
<dt>start_ind</dt>
<dd>Compute entries of Linv only for rows <code>start_ind</code>
until the last row.</dd></dl>

Arguments

Entries of inverse Cholesky approximation — vecchia_Linv

<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>NNarray</dt>
<dd>A matrix of indices, usually the output from <code>find_ordered_nn</code>.
Row <code>i</code> contains the indices
of the observations that observation <code>i</code> conditions on. By convention,
the first element of row <code>i</code> is <code>i</code>.</dd>


<dt>start_ind</dt>
<dd>Compute entries of Linv only for rows <code>start_ind</code>
until the last row.</dd>

</dl>

vecchia_Linv: Entries of inverse Cholesky approximation

Description

Usage

Value

Arguments

Examples