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GPvecchia

Scalable Gaussian-Process Approximations

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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VersionRepositoryFileSize
0.1.8 2026-04-09 windows/windows R-4.5 GPvecchia_0.1.8.zip 874.9 KiB

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