https://github.com/cran/GpGp
Tip revision: ffd143a62bc118e25028c92ac5a2b4e9f070f37d authored by Joseph Guinness on 17 October 2020, 03:40:02 UTC
version 0.3.1
version 0.3.1
Tip revision: ffd143a
NEWS.md
# GpGp 0.3.1
Added matern_anisotropic3D_alt covariance
Fixed some problems with #includes in src files
# GpGp 0.3.0
Now uses OpenMP for parallel computations of the likelihood.
Updated behavior of Fisher scoring algorithm when information
matrix is ill-conditioned (simple regularization of info matrix).
# GpGp 0.2.2
Fixed bug in "fit_model" when missing values are present.
Updated behavior of Fisher scoring algorithm when information matrix ill-conditioned
Allow user to fix a subset of parameters in "fit_model"
Allow user to specify maximum number of iterations in "fit_model"
New faster computational algorithm for predictions
Several new covariance functions, including
matern15_isotropic
matern25_isotropic
matern35_isotropic
matern45_isotropic
matern15_scaledim
matern25_scaledim
matern35_scaledim
matern45_scaledim
# GpGp 0.2.1
Bug fix for overloaded use of 'pow' function in 'basis.h'
# GpGp 0.2.0
This update includes an implementation of the Fisher Scoring
algorithm described in this paper <https://arxiv.org/abs/1905.08374>,
computed in a single pass through the data.
Much of the C++ code has been rewritten and reorganized,
making use of the Armadillo C++ linear algebra library,
with the help of RcppArmadillo.
There are also several new covariance functions. The complete list of
covariance functions is now:
matern_isotropic
exponential_isotropic
matern_spacetime
exponential_spacetime
matern_scaledim
exponential_scaledim
matern_anisotropic2D
exponential_anisotropic2D
exponential_anisotropic3D
matern_nonstat_var
exponential_nonstat_var
matern_sphere
exponential_sphere
matern_spheretime
exponential_spheretime
matern_sphere_warp
exponential_sphere_warp
matern_spheretime_warp
exponential_spheretime_warp
# GpGp 0.1.1
This is a minor release fixing numerical stability problems
that arise during optimization of the likelihood.
* Added a check in each of the proflik_mean* functions
to avoid inverting the information matrix when it
is numerically singular.
* Changed the default number of Nelder-Mead iterations
in fit_model to 100