GpGp is an R package for fast approximate Gaussian process computation. The package includes implementations of the Vecchia's (1988) original approximation, as well as several updates to it, including the reordered and grouped versions of the approximation outlined in Guinness (2018).

The package can be installed from CRAN with the usual R command

install.packages("GpGp")

or directly from Github for the latest version

devtools::install_github("joeguinness/GpGp")

The main function for fitting models is called 'fit_model', and the main function for doing predictions is called 'predictions'.

See this youtube video for a tutorial: https://www.youtube.com/watch?v=phyB4n0CDWg&t=4s