Bayesian Analysis of Non-Stationary Gaussian Process Models

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Documentation for package ‘BayesNSGP’ version 0.3.0

• DESCRIPTION file

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calcQF	Calculate the Gaussian quadratic form for the NNGP approximation
calculateAD_ns	Calculate A and D matrices for the NNGP approximation
calculateU_ns	Calculate the (sparse) matrix U
computeAD	Compute NNGP regression coefficients and conditional variances
computeC	Construct local covariance matrix for NNGP conditional distributions
computeNeighbors	Compute neighbor sets for a Nearest-Neighbor Gaussian Process (NNGP)
computeQF	Compute quadratic form for NNGP log-likelihood
conditionLatentObs	Assign conditioning sets for the SGV approximation
crossCy_sm	Calculate sparse kernel, core kernel, and determine nonzero entries
Cy_sm	Calculate sparse kernel, core kernel, and determine nonzero entries
determineNeighbors	Determine the k-nearest neighbors for each spatial coordinate.
displayNeighbors	Plot neighbor sets for a Nearest-Neighbor Gaussian Process (NNGP)
dmnorm_gp2Scale	Function for the evaluating the Gaussian likelihood with gp2Scale sparse covariance.
dmnorm_nngp	Function for the evaluating the NNGP approximate density.
dmnorm_NN_GP	Compute Nearest-Neighbor Gaussian Process (NNGP) log-density
dmnorm_sgv	Function for the evaluating the SGV approximate density.
expcov	Exponential covariance function for Gaussian processes
get_single_reverse_neighbors	Find reverse neighbors for a single NNGP node
inverseEigen	Calculate covariance elements based on eigendecomposition components
matern_corr	Calculate a stationary Matern correlation matrix
nimble_sparse_chol	nimble_sparse_chol
nimble_sparse_cholesky	nimble_sparse_chol
nimble_sparse_crossprod	nimble_sparse_crossprod
nimble_sparse_solve	nimble_sparse_solve
nimble_sparse_solveMat	nimble_sparse_crossprod
nimble_sparse_tcrossprod	nimble_sparse_tcrossprod
NNGP.pred	Posterior predictive sampling for NNGP
nsCorr	Calculate a nonstationary Matern correlation matrix
nsCrosscorr	Calculate a nonstationary Matern cross-correlation matrix
nsCrossdist	Calculate coordinate-specific cross-distance matrices
nsCrossdist3d	Calculate coordinate-specific cross-distance matrices, only for nearest neighbors and store in an array
nsDist	Calculate coordinate-specific distance matrices
nsDist3d	Calculate coordinate-specific distance matrices, only for nearest neighbors and store in an array
nsgpModel	NIMBLE code for a generic nonstationary GP model
nsgpPredict	Posterior prediction for the NSGP
orderCoordinatesMMD	Order coordinates according to a maximum-minimum distance criterion.
rmnorm_gp2Scale	Function for the evaluating the SGV approximate density.
rmnorm_nngp	Function for the evaluating the NNGP approximate density.
rmnorm_NN_GP	Simulate from a Nearest-Neighbor Gaussian Process (NNGP)
rmnorm_sgv	Function for the evaluating the SGV approximate density.
RWNNGP_setup	Helper to extract NNGP local neighborhood nodes for custom MCMC sampling
R_sparse_chol	R_sparse_chol
R_sparse_cholesky	R_sparse_chol
R_sparse_crossprod	nimble_sparse_crossprod
R_sparse_solve	nimble_sparse_solve
R_sparse_solveMat	nimble_sparse_crossprod
R_sparse_tcrossprod	nimble_sparse_tcrossprod
sampler_RW_NN_GP	NNGP-Specific Random Walk Metropolis-Hastings Sampler
sgvSetup	One-time setup wrapper function for the SGV approximation