R: Bayesian Analysis of Non-Stationary Gaussian Process Models

# Bayesian Analysis of Non-Stationary Gaussian Process Models

## Documentation for package ‘BayesNSGP’ version 0.3.0

- DESCRIPTION file.

## Help Pages

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