Multivariate Vecchia PrestoGP model class

This class is used to create multivariate models with a likelihood function conditioned on a subset of the observations (i.e., Vecchia models). See PrestoGPModel for a description of the slots.

See also

PrestoGPModel

Examples

pgp.mmodel <- new("MultivariateVecchiaModel", n_neighbors = 25)