GPvecchia

Scalable Gaussian-Process Approximations

CRAN Package

Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) doi:10.48550/arXiv.1708.06302. Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) doi:10.48550/arXiv.1706.02205 and MaxMin ordering proposed in Guinness (2018) doi:10.48550/arXiv.1609.05372.


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