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GpGp is an R package for fast approximate Gaussian process computation. The package includes implementations of the Vecchia’s (1988) original approximation, as well as several updates to it, including the reordered and grouped versions of the approximation outlined in Guinness (2018).
The package can be installed from CRAN with the usual R command
install.packages("GpGp")or directly from Github for the latest version
devtools::install_github("joeguinness/GpGp")The main function for fitting models is called ‘fit_model’, and the main function for doing predictions is called ‘predictions’.
See this youtube video for a tutorial: https://www.youtube.com/watch?v=phyB4n0CDWg&t=4s
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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