Fast Gaussian Process Computation Using Vecchia's Approximation
Overview
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.
Allow X_pred to be unspecified in 'predictions' when X_obs is intercept-only
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 71includes a package overview page
- Examples that run
- 100%20 run in a plain check
- Exported functions with examples
- 87%
- Documented parameters
- 100%
- Return-value docs
- 91%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing GpGp adds 4 packages (3 with compiled code, 17 MB of source tarballs). Heaviest: BH 14 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
Datasets
People & History
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- RR 4.6.0 released · 2026-04-24
- 1.0.0Latest
- RR 4.5.0 released · 2025-04-11
- 0.5.12024-10-16 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.5.02024-02-19 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.4.02021-06-09 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.3.22021-01-27 · diff ↗
- 0.3.12020-10-17 · diff ↗
- 0.3.02020-10-03 · diff ↗
- 0.2.22020-07-12 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.2.12019-07-09 · diff ↗
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- 0.2.02019-06-29 · diff ↗ ·
removed 10 exports
Linv_mult_grouped, proflik_mean, proflik_mean_grouped, proflik_mean_variance, proflik_mean_variance_grouped, proflik_variance, proflik_variance_grouped, vecchia_Linv_grouped, vecchia_loglik, vecchia_loglik_groupedadded 9 exports
L_t_mult, Linv_t_mult, find_ordered_nn_brute, vecchia_grouped_meanzero_loglik, vecchia_grouped_profbeta_loglik, vecchia_grouped_profbeta_loglik_grad_info, vecchia_meanzero_loglik, vecchia_profbeta_loglik, vecchia_profbeta_loglik_grad_info - RR 3.6.0 released · 2019-04-26
- unarchivedReturned to CRAN2019-01-30
- 0.1.12019-01-30 · diff ↗
- archivedRemoved from CRAN2019-01-28check issues were not corrected despite reminder Singular matrix seen in the vignette on several platforms (intermittently or permanently)
- RR 3.5.0 released · 2018-04-23
- 0.1.02018-02-19
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-02-19
- Total releases
- 12 / 8 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 1.3 MB / 2 files
- Download size
- 1.3 MB
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