GpGp is an R package for fast approximate Gaussian process computation. The package includes implementations of the Vecchiaâs (1988) original approximation, as well as several updates to it, including the reordered and grouped versions of the approximation outlined in Guinness (2018).
InstallingThe 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")
Basic Use
The main function for fitting models is called âfit_modelâ, and the main function for doing predictions is called âpredictionsâ.
See this youtube video for a tutorial: https://www.youtube.com/watch?v=phyB4n0CDWg&t=4s
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