ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions

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:	0.9.7
Depends:	R (≥ 3.5.0)
Imports:	Matrix, Rcpp, methods, rlang, ggplot2, graphics, fmesher, stats, gridExtra, withr
LinkingTo:	Rcpp, RcppEigen
Suggests:	R.rsp, knitr, rmarkdown, testthat (≥ 3.0.0), MASS, dplyr, fields, inlabru, MetricGraph, rSPDE, sf, zoo, mvtnorm
Published:	2026-04-28
DOI:	10.32614/CRAN.package.ngme2 (may not be active yet)
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. ngme2 copyright details
URL:	https://davidbolin.github.io/ngme2/, https://github.com/davidbolin/ngme2
NeedsCompilation:	yes
Materials:	README, NEWS
CRAN checks:	ngme2 results

Documentation:

Reference manual:	ngme2.html , ngme2.pdf
Vignettes:	ngme2 Documentation (source, R code)

Downloads:

Package source:	ngme2_0.9.7.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: ngme2_0.9.7.zip
macOS binaries:	r-release (arm64): ngme2_0.9.7.tgz, r-oldrel (arm64): ngme2_0.9.7.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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