Bayesian Analysis of Non-Stationary Gaussian Process Models
Overview
Enables off-the-shelf functionality for fully Bayesian, nonstationary Gaussian process modeling. The approach to nonstationary modeling involves a closed-form, convolution-based covariance function with spatially-varying parameters; these parameter processes can be specified either deterministically (using covariates or basis functions) or stochastically (using approximate Gaussian processes). Stationary Gaussian processes are a special case of our methodology, and we furthermore implement approximate Gaussian process inference to account for very large spatial data sets (Finley, et al (2017) doi:10.48550/arXiv.1702.00434). Bayesian inference is carried out using Markov chain Monte Carlo methods via the "nimble" package, and posterior prediction for the Gaussian process at unobserved locations is provided as a post-processing step. Also provided are nearest-neighbor Gaussian process components for use directly in user-written model code, where the spatial process is retained as a latent field: neighbor-structure construction, a latent-field density and matching simulation function, a purpose-built Metropolis-Hastings sampler that updates the field one node at a time, and posterior prediction at unobserved locations.
Install
Health
- OK13 OK2026-09-13
- ERROR11 OK, 2 ERROR2026-09-12
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
Show 2 earlier changesHide 2 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 49
- Examples that run
- 95%19 run in a plain check · 1 never run
- Exported functions with examples
- 41%
- Documented parameters
- 100%
- Return-value docs
- 73%
- Help pages citing references
- 10%
Downloads
Dependencies
Code & Tests
People & History
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- 0.3.1Latest
- 0.3.02026-08-19 · diff ↗ ·
added 12 exports
NNGP.pred, RWNNGP_setup, computeAD, computeC, computeNeighbors, computeQF, displayNeighbors, dmnorm_NN_GP, expcov, get_single_reverse_neighbors, rmnorm_NN_GP, sampler_RW_NN_GP - RR 4.6.0 released · 2026-04-24
- 0.2.02025-12-11 · diff ↗ ·
added 8 exports
Cy_sm, R_sparse_cholesky, R_sparse_solveMat, crossCy_sm, dmnorm_gp2Scale, nimble_sparse_cholesky, nimble_sparse_solveMat, rmnorm_gp2Scale - RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.1.22022-01-09 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.1.12019-10-12 · diff ↗
- 0.1.02019-08-29
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-08-29
- Total releases
- 6 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.4.0
- Download size
- 70 KB
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