HMLS_sp is a package that generates the desired covariance and precision matrix for any customised relationship among highly multivariate large-scale spatial data in real-time. 

Input:

• user-defined graphical structure among different variate fields

Output:

• the desired joint covariance and precision matrices embody

  • • positive definite

    • asymmetric cross-covariance

    • the sparsest possible precision matrix

    • two versions: GPU and non-GPU version

Status:

• Currently under construction

• GitHub