BayesNSGP

Enables off-the-shelf functionality for fully Bayesian, nonstationary Gaussian process modeling. The approach to nonstationary modeling involves a closed-form, convolution-based covariance function with spatially-varying parameters; these parameter processes can be specified either deterministically (using covariates or basis functions) or stochastically (using approximate Gaussian processes). Stationary Gaussian processes are a special case of our methodology, and we furthermore implement approximate Gaussian process inference to account for very large spatial data sets (Finley, et al (2017) ). Bayesian inference is carried out using Markov chain Monte Carlo methods via the 'nimble' package, and posterior prediction for the Gaussian process at unobserved locations is provided as a post-processing step.