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bigGP

swMATH ID: 23850
Software Authors: Paciorek C, Lipshitz B, Prabhat, Kaufman C, Zhuo T, Thomas R
Description: R package bigGP: Distributed Gaussian Process Calculations. Distributes Gaussian process calculations across nodes in a distributed memory setting, using Rmpi. The bigGP 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.
Homepage: https://cran.r-project.org/web/packages/bigGP/index.html
Source Code:  https://github.com/cran/bigGP
Dependencies: R
Related Software: R; laGP; ggplot2; spBayes; fields; pbdR; tgp; GPfit; mlegp; optimx; NLopt; STARS-H; Chameleon; StarPU; HiCMA; R-INLA; RandomFields; geoR; ExaGeoStat; ExaGeoStatR
Cited in: 0 Publications

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