Fits and analyzes linear latent non-Gaussian models for
temporal, spatial, and space-time data. The package provides model
components for autoregressive and Ornstein-Uhlenbeck processes, random
walks, Matern fields based on stochastic partial differential equations,
separable and non-separable space-time models, graph-based Matern models,
bivariate type-G fields, and user-defined sparse operators. Latent fields
and observation models can use Gaussian and non-Gaussian noise
distributions, including normal inverse Gaussian, generalized asymmetric
Laplace, and skew-t distributions. Functions are included for simulation,
likelihood-based estimation, prediction, cross-validation, convergence
diagnostics, stochastic gradient optimization, batch-means confidence
intervals, and posterior-like sampling. The modeling framework is described
in Bolin, Jin, Simas and Wallin (2026) "A Unified and Computationally
Efficient Non-Gaussian Statistical Modeling Framework"
<doi:10.48550/arXiv.2602.23987>.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Matrix, Rcpp, methods, rlang, ggplot2, graphics, fmesher, stats, gridExtra, withr |
| LinkingTo: |
Rcpp, RcppEigen |
| Suggests: |
knitr, rmarkdown, INLA, RcppEigen, sf, inlabru, dplyr, plyr, MASS, grid, testthat (≥ 3.0.0), xml2, splancs, lattice, viridis, rSPDE, tidyr, fields, lme4, plotly, usethis, devtools, MetricGraph (≥ 1.1.2), zoo, mvtnorm, kableExtra, reshape2 |
| Published: |
2026-09-27 |
| DOI: |
10.32614/CRAN.package.ngme2 |
| Author: |
David Bolin [aut, cph],
Xiaotian Jin [aut, cre],
Alexandre Simas [aut],
Jonas Wallin [aut],
Andrea V. Rocha [ctb] (contributed to many vignettes and examples),
Timothy A. Davis [ctb, cph] (SuiteSparse components),
Patrick R. Amestoy [ctb, cph] (SuiteSparse AMD and CAMD components),
Iain S. Duff [ctb, cph] (SuiteSparse AMD and CAMD components),
John K. Reid [ctb, cph] (SuiteSparse AMD-derived code),
Yanqing Chen [ctb, cph] (SuiteSparse CAMD components),
Sivasankaran Rajamanickam [ctb, cph] (SuiteSparse CCOLAMD components),
Stefan Larimore [ctb, cph] (SuiteSparse CCOLAMD and COLAMD components),
William W. Hager [ctb, cph] (SuiteSparse CHOLMOD Modify components),
University of Florida [cph] (SuiteSparse CHOLMOD and CCOLAMD
components),
Regents of the University of Minnesota [cph] (METIS/GKlib components
bundled with SuiteSparse),
Free Software Foundation, Inc. [cph] (GKlib regex/getopt code bundled
with SuiteSparse),
Makoto Matsumoto [ctb, cph] (Mersenne Twister code bundled with
SuiteSparse),
Takuji Nishimura [ctb, cph] (Mersenne Twister code bundled with
SuiteSparse),
Alexander Chemeris [ctb, cph] (MS integer headers bundled with
SuiteSparse) |
| Maintainer: |
Xiaotian Jin <xiaotian.jin at kaust.edu.sa> |
| BugReports: |
https://github.com/davidbolin/ngme2/issues |
| License: |
GPL (≥ 3) |
| Copyright: |
The R package and code, and the main programs, were written
by and are Copyright by David Bolin, Xiaotian Jin, Alexandre
Simas, and Jonas Wallin, and are redistributable under the GNU
Public License, version 3 or later. The package also includes
bundled SuiteSparse components. For details see
inst/COPYRIGHTS. |
| URL: |
https://davidbolin.github.io/ngme2/,
https://github.com/davidbolin/ngme2 |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Additional_repositories: |
https://inla.r-inla-download.org/R/testing |
| Materials: |
README, NEWS |
| CRAN checks: |
ngme2 results [issues need fixing before 2026-10-11] |