ngme2 Documentation

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ngme2 Documentation

The full documentation for ngme2, including worked examples and rendered output, is available on the package website:

Getting Started

Overview of ngme2: Introduction to the package and its main features
Installation and configuration (OpenMP): How to install ngme2 and enable parallel computation

Latent Models

AR(1) model: Autoregressive order-1 models with non-Gaussian noise
Random walk model: RW1 and RW2 models
Ornstein-Uhlenbeck process: Continuous-time OU models
SPDE Matérn model: Spatial models based on the SPDE approach
Separable space-time (tensor product) model: Space-time models via tensor products
Non-separable space-time model (advection-diffusion): Anisotropic and advective space-time models
Matérn SPDE model on metric graph: Spatial models on networks and metric graphs
Bivariate type-G models: Joint models for two response variables
Using the generic model: How to define custom latent models

Noise, Estimation, and Prediction

Combined Gaussian and NIG noise models: Mixed noise specifications
Model estimation and prediction: How estimation and prediction work in ngme2
Models with replicates: Handling replicated observations
Cross-validation: Time series and spatial cross-validation tools
Prior templates: Stationary and non-stationary prior specifications
SGLD posterior-like sampling: Uncertainty quantification via stochastic gradient Langevin dynamics

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.