bigGP: Distributed Gaussian process calculations

bigGP distributes Gaussian process calculations across nodes in a distributed memory setting, using Rmpi. The 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.

Version: 0.1-3
Depends: R (≥ 3.0.0), Rmpi (≥ 0.6-2), methods
Suggests: rlecuyer, rsprng, fields
OS_type: unix
Published: 2014-05-24
Author: Christopher Paciorek [aut, cre], Benjamin Lipshitz [aut], Prabhat [ctb], Cari Kaufman [ctb], Tina Zhuo [ctb], Rollin Thomas [ctb]
Maintainer: Christopher Paciorek <paciorek at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: OpenMPI or MPICH2
CRAN checks: bigGP results


Reference manual: bigGP.pdf
Package source: bigGP_0.1-3.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
OS X Snow Leopard binaries: r-release: bigGP_0.1-3.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: not available
Old sources: bigGP archive