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bigGP (version 0.1-3)

Distributed Gaussian process calculations

Description

bigGP distributes Gaussian process calculations across nodes in a distributed memory setting, using Rmpi. The class provides high-level methods for maximum likelihood with normal data, prediction, calculation of uncertainty (i.e., posterior covariance calculations), and simulation of realizations. In addition, bigGP provides an API for basic matrix calculations with distributed covariance matrices, including Cholesky decomposition, back/forwardsolve, crossproduct, and matrix multiplication.

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Install

install.packages('bigGP')

Monthly Downloads

142

Version

0.1-3

License

GPL (>= 2)

Last Published

May 24th, 2014

Functions in bigGP (0.1-3)