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  "Title": "Linear Latent Non-Gaussian Models with Flexible Distributions",
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  "Authors@R": "c(\nperson(\"David\", \"Bolin\", email = \"davidbolin@gmail.com\", role = c(\"aut\", \"cph\")),\nperson(\"Xiaotian\", \"Jin\", email = \"xiaotian.jin@kaust.edu.sa\", role =c(\"aut\", \"cre\")),\nperson(\"Alexandre\", \"Simas\", email = \"alexandre.impa@gmail.com\", role = \"aut\"),\nperson(\"Jonas\", \"Wallin\", email = \"jonas.wallin81@gmail.com\", role = \"aut\"),\nperson(\"Andrea V.\", \"Rocha\", email = \"dearocha@yahoo.com\", role = \"ctb\", comment = \"contributed to many vignettes and examples\"),\nperson(\"Timothy A.\", \"Davis\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse components\"),\nperson(\"Patrick R.\", \"Amestoy\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse AMD and CAMD components\"),\nperson(\"Iain S.\", \"Duff\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse AMD and CAMD components\"),\nperson(\"John K.\", \"Reid\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse AMD-derived code\"),\nperson(\"Yanqing\", \"Chen\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse CAMD components\"),\nperson(\"Sivasankaran\", \"Rajamanickam\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse CCOLAMD components\"),\nperson(\"Stefan\", \"Larimore\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse CCOLAMD and COLAMD components\"),\nperson(\"William W.\", \"Hager\", role = c(\"ctb\", \"cph\"), comment = \"SuiteSparse CHOLMOD Modify components\"),\nperson(\"University of Florida\", role = \"cph\", comment = \"SuiteSparse CHOLMOD and CCOLAMD components\"),\nperson(\"Regents of the University of Minnesota\", role = \"cph\", comment = \"METIS/GKlib components bundled with SuiteSparse\"),\nperson(\"Free Software Foundation, Inc.\", role = \"cph\", comment = \"GKlib regex/getopt code bundled with SuiteSparse\"),\nperson(\"Makoto\", \"Matsumoto\", role = c(\"ctb\", \"cph\"), comment = \"Mersenne Twister code bundled with SuiteSparse\"),\nperson(\"Takuji\", \"Nishimura\", role = c(\"ctb\", \"cph\"), comment = \"Mersenne Twister code bundled with SuiteSparse\"),\nperson(\"Alexander\", \"Chemeris\", role = c(\"ctb\", \"cph\"), comment = \"MS integer headers bundled with SuiteSparse\"))",
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  "Description": "Fits and analyzes linear latent non-Gaussian models for\ntemporal, spatial, and space-time data. The package provides\nmodel components for autoregressive and Ornstein-Uhlenbeck\nprocesses, random walks, Matern fields based on stochastic\npartial differential equations, separable and non-separable\nspace-time models, graph-based Matern models, bivariate type-G\nfields, and user-defined sparse operators. Latent fields and\nobservation models can use Gaussian and non-Gaussian noise\ndistributions, including normal inverse Gaussian, generalized\nasymmetric Laplace, and skew-t distributions. Functions are\nincluded for simulation, likelihood-based estimation,\nprediction, cross-validation, convergence diagnostics,\nstochastic gradient optimization, batch-means confidence\nintervals, and posterior-like sampling. The modeling framework\nis described in Bolin, Jin, Simas and Wallin (2026) \"A Unified\nand Computationally Efficient Non-Gaussian Statistical Modeling\nFramework\" <doi:10.48550/arXiv.2602.23987>.",
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  "Copyright": "The R package and code, and the main programs, were written\nby and are Copyright by David Bolin, Xiaotian Jin, Alexandre\nSimas, and Jonas Wallin, and are redistributable under the GNU\nPublic License, version 3 or later. The package also includes\nbundled SuiteSparse components. For details see\ninst/COPYRIGHTS.",
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        "data.frame"
      ],
      "fields": [
        "East",
        "North",
        "depth",
        "temp",
        "oxyg",
        "measurement"
      ],
      "rows": 228,
      "table": true,
      "tojson": true
    },
    {
      "name": "cienaga.border",
      "title": "The x y location of the border of the swamp of Cienaga Grande in Santa Marta, Colombia",
      "object": "cienaga.border",
      "class": [
        "data.frame"
      ],
      "fields": [
        "East",
        "North"
      ],
      "rows": 472,
      "table": true,
      "tojson": true
    },
    {
      "name": "pm25_quarterly_2022",
      "title": "Quarterly PM2.5 monitor averages over CONUS in 2022",
      "object": "pm25_quarterly_2022",
      "class": [
        "data.frame"
      ],
      "fields": [
        "site_id",
        "state",
        "county",
        "lat",
        "lon",
        "quarter",
        "pm25_q",
        "n_days",
        "replicate"
      ],
      "rows": 2640,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "adagrad",
      "title": "AdaGrad SGD optimization",
      "topics": [
        "adagrad"
      ]
    },
    {
      "page": "adam",
      "title": "Adam SGD optimization",
      "topics": [
        "adam"
      ]
    },
    {
      "page": "adamW",
      "title": "AdamW SGD optimization",
      "topics": [
        "adamW"
      ]
    },
    {
      "page": "adaptive_gd",
      "title": "Adaptive gradient descent",
      "topics": [
        "adaptive_gd"
      ]
    },
    {
      "page": "ar",
      "title": "ngme AR(p) model specification",
      "topics": [
        "ar"
      ]
    },
    {
      "page": "ar1",
      "title": "ngme AR(1) model specification",
      "topics": [
        "ar1"
      ]
    },
    {
      "page": "argo_float",
      "title": "Argo float dataset",
      "topics": [
        "argo_float"
      ]
    },
    {
      "page": "arma",
      "title": "ngme ARMA(p, q) model specification",
      "topics": [
        "arma"
      ]
    },
    {
      "page": "arma11",
      "title": "Convenience wrapper for ARMA(1,1)",
      "topics": [
        "arma11"
      ]
    },
    {
      "page": "batch_decay",
      "title": "Batch/checkpoint decay helper",
      "topics": [
        "batch_decay"
      ]
    },
    {
      "page": "batch_means_ci",
      "title": "Pooled Batch-Means Confidence Intervals from Multiple Chains",
      "topics": [
        "batch_means_ci"
      ]
    },
    {
      "page": "batch_means_estimator",
      "title": "Batch-Means Covariance Estimator for SGD Trajectories",
      "topics": [
        "batch_means_estimator"
      ]
    },
    {
      "page": "bfgs",
      "title": "BFGS optimization",
      "topics": [
        "bfgs"
      ]
    },
    {
      "page": "bv",
      "title": "Ngme bivariate model specification",
      "topics": [
        "bv"
      ]
    },
    {
      "page": "bv_matern",
      "title": "Ngme bivariate model with Matern sub_models",
      "topics": [
        "bv_matern"
      ]
    },
    {
      "page": "calibrate_inv_exp_lambda_driven_nig",
      "title": "Calibrate Inverse-Exponential Prior for NIG Driven Noise",
      "topics": [
        "calibrate_inv_exp_lambda",
        "calibrate_inv_exp_lambda_driven_nig"
      ]
    },
    {
      "page": "cienaga",
      "title": "The swamp of Cienaga Grande in Santa Marta, Colombia",
      "topics": [
        "cienaga"
      ]
    },
    {
      "page": "cienaga.border",
      "title": "The x y location of the border of the swamp of Cienaga Grande in Santa Marta, Colombia",
      "topics": [
        "cienaga.border"
      ]
    },
    {
      "page": "compare_noise_kld",
      "title": "Compare noise objects using Kullback-Leibler divergence",
      "topics": [
        "compare_noise_kld"
      ]
    },
    {
      "page": "compute_index_corr_from_map",
      "title": "Helper function to compute the index_corr vector",
      "topics": [
        "compute_index_corr_from_map"
      ]
    },
    {
      "page": "compute_log_like",
      "title": "Compute Gaussian log-likelihood",
      "topics": [
        "compute_log_like"
      ]
    },
    {
      "page": "compute_ngme_ci",
      "title": "Refit an Existing ngme Object with SGD and Compute Batch-Means CI",
      "topics": [
        "compute_ngme_CI",
        "compute_ngme_ci"
      ]
    },
    {
      "page": "compute_ngme_sgld_samples",
      "title": "Refit an Existing ngme Object with SGLD and Extract Samples",
      "topics": [
        "compute_ngme_sgld_samples"
      ]
    },
    {
      "page": "compute_score_given_pred",
      "title": "Compute the scores given the prediction",
      "topics": [
        "compute_score_given_pred"
      ]
    },
    {
      "page": "control_ngme",
      "title": "Generate control specifications for the ngme model",
      "topics": [
        "control_ngme"
      ]
    },
    {
      "page": "control_opt",
      "title": "Generate control specifications for 'ngme()' function.",
      "topics": [
        "control_opt"
      ]
    },
    {
      "page": "control_opt_batch_ci",
      "title": "Generate CI-focused control settings for batch-means inference",
      "topics": [
        "control_opt_batch_ci"
      ]
    },
    {
      "page": "create_paired_cv_splits",
      "title": "Create paired indices for bivariate cross-validation Ensures that paired observations (e.g., u_wind and v_wind at same location) are kept together in the same fold",
      "topics": [
        "create_paired_cv_splits"
      ]
    },
    {
      "page": "cross_validation",
      "title": "Compute the cross-validation for the ngme model Perform cross-validation for ngme model first into sub_groups (a list of target, and train data)",
      "topics": [
        "cross_validation"
      ]
    },
    {
      "page": "f",
      "title": "Specifying a latent process model (wrapper function for each model)",
      "topics": [
        "f"
      ]
    },
    {
      "page": "gal",
      "title": "The Generalized Asymmetric Laplace (GAL) Distribution",
      "topics": [
        "dgal",
        "gal",
        "pgal",
        "qgal",
        "rgal"
      ]
    },
    {
      "page": "generic",
      "title": "Generic precision matrix operator",
      "topics": [
        "generic"
      ]
    },
    {
      "page": "generic_ns",
      "title": "Non-stationary precision matrix operator with custom matrix combinations",
      "topics": [
        "generic_ns"
      ]
    },
    {
      "page": "get_data_from_formula",
      "title": "Extracts design matrix from a formula and data.",
      "topics": [
        "get_data_from_formula"
      ]
    },
    {
      "page": "get_parameter_distance",
      "title": "Calculate parameter distance from true values",
      "topics": [
        "get_parameter_distance"
      ]
    },
    {
      "page": "get_trace_trajectories",
      "title": "Get trace trajectories from ngme fitting",
      "topics": [
        "get_trace_trajectories"
      ]
    },
    {
      "page": "get_trajectories",
      "title": "get the trajectories of parameters of the model",
      "topics": [
        "get_trajectories"
      ]
    },
    {
      "page": "gig",
      "title": "The Generalised Inverse-Gaussian (GIG) Distribution",
      "topics": [
        "dgig",
        "gig",
        "pgig",
        "qgig",
        "rgig"
      ]
    },
    {
      "page": "group_cv",
      "title": "Leave-group-out cross-validation",
      "topics": [
        "group_cv"
      ]
    },
    {
      "page": "ig",
      "title": "The Inverse-Gaussian (IG) Distribution",
      "topics": [
        "dig",
        "ig",
        "pig",
        "qig",
        "rig"
      ]
    },
    {
      "page": "igam",
      "title": "The Inverse-Gamma (IGam) Distribution",
      "topics": [
        "digam",
        "igam",
        "pigam",
        "qigam",
        "rigam"
      ]
    },
    {
      "page": "iid",
      "title": "ngme iid model specification",
      "topics": [
        "iid"
      ]
    },
    {
      "page": "make_time_series_cv_index",
      "title": "Create Time Series Cross-Validation Indices",
      "topics": [
        "make_time_series_cv_index"
      ]
    },
    {
      "page": "matern",
      "title": "ngme Matern SPDE model specification",
      "topics": [
        "matern"
      ]
    },
    {
      "page": "mean_list",
      "title": "taking mean over a list of nested lists",
      "topics": [
        "mean_list"
      ]
    },
    {
      "page": "merge_noise",
      "title": "Merge 2 noise into 1 noise",
      "topics": [
        "merge_noise"
      ]
    },
    {
      "page": "merge_replicates",
      "title": "Merge model of replicates into model of 1 replicate given train_idx and test_idx, the merged model contains all the information of train_idx from different replicates.",
      "topics": [
        "merge_replicates"
      ]
    },
    {
      "page": "momentum",
      "title": "Momentum SGD optimization",
      "topics": [
        "momentum"
      ]
    },
    {
      "page": "name2fun",
      "title": "Convert transformation name to function",
      "topics": [
        "name2fun"
      ]
    },
    {
      "page": "ngme",
      "title": "Fit an additive linear mixed effect model over replicates",
      "topics": [
        "ngme"
      ]
    },
    {
      "page": "ngme_as_sparse",
      "title": "Convert sparse matrix into sparse dgCMatrix",
      "topics": [
        "ngme_as_sparse"
      ]
    },
    {
      "page": "ngme_batch_ci",
      "title": "Batch-Means Confidence Intervals from an ngme Fit",
      "topics": [
        "ngme_batch_ci"
      ]
    },
    {
      "page": "ngme_cov_matrix",
      "title": "variance of the data or the latent field",
      "topics": [
        "ngme_cov_matrix"
      ]
    },
    {
      "page": "ngme_make_mesh_repls",
      "title": "ngme make mesh for different replicates",
      "topics": [
        "ngme_make_mesh_repls"
      ]
    },
    {
      "page": "ngme_model_types",
      "title": "Show ngme model types",
      "topics": [
        "ngme_model_types"
      ]
    },
    {
      "page": "ngme_noise",
      "title": "ngme noise specification",
      "topics": [
        "ngme_noise",
        "noise_gal",
        "noise_nig",
        "noise_normal",
        "noise_normal_nig",
        "noise_skew_t",
        "noise_t"
      ]
    },
    {
      "page": "ngme_noise_types",
      "title": "Show ngme noise types",
      "topics": [
        "ngme_noise_types"
      ]
    },
    {
      "page": "ngme_optimizers",
      "title": "List supported optimizers",
      "topics": [
        "ngme_optimizers"
      ]
    },
    {
      "page": "ngme_parse_formula",
      "title": "Parse the formula for ngme function",
      "topics": [
        "ngme_parse_formula"
      ]
    },
    {
      "page": "ngme_post_samples",
      "title": "posterior samples of different latent models",
      "topics": [
        "ngme_post_samples"
      ]
    },
    {
      "page": "ngme_prior_types",
      "title": "Show ngme priors",
      "topics": [
        "ngme_prior_types"
      ]
    },
    {
      "page": "ngme_result",
      "title": "Access the result of a ngme fitted model",
      "topics": [
        "ngme_result"
      ]
    },
    {
      "page": "ngme_sgld_ci",
      "title": "Quantile Confidence Intervals from SGLD Samples",
      "topics": [
        "ngme_sgld_ci"
      ]
    },
    {
      "page": "ngme_sgld_samples",
      "title": "Extract Posterior-like Samples from Stored SGLD Trajectories",
      "topics": [
        "ngme_sgld_samples"
      ]
    },
    {
      "page": "ngme_ts_make_A",
      "title": "Make observation matrix for time series",
      "topics": [
        "ngme_ts_make_A"
      ]
    },
    {
      "page": "ngme_update",
      "title": "Update ngme2 to the latest stable version",
      "topics": [
        "ngme_update"
      ]
    },
    {
      "page": "nig",
      "title": "The Normal Inverse-Gaussian (NIG) Distribution",
      "topics": [
        "dnig",
        "nig",
        "pnig",
        "qnig",
        "rnig"
      ]
    },
    {
      "page": "noise_moments",
      "title": "Moments of stationary NIG and GAL noise",
      "topics": [
        "noise_gal_moments",
        "noise_moments",
        "noise_moments.ngme_noise",
        "noise_nig_moments"
      ]
    },
    {
      "page": "openmp_test",
      "title": "Test OpenMP availability and report the number of threads.",
      "topics": [
        "openmp_test"
      ]
    },
    {
      "page": "ou",
      "title": "Ornstein-Uhlenbeck Process Model",
      "topics": [
        "ou"
      ]
    },
    {
      "page": "plot.ngme_noise",
      "title": "Plot the density of one or more stationary noise objects",
      "topics": [
        "plot.ngme_noise"
      ]
    },
    {
      "page": "plot.parameter_distance",
      "title": "Plot method for parameter_distance",
      "topics": [
        "plot.parameter_distance"
      ]
    },
    {
      "page": "pm25_quarterly_2022",
      "title": "Quarterly PM2.5 monitor averages over CONUS in 2022",
      "topics": [
        "pm25_quarterly_2022"
      ]
    },
    {
      "page": "poly_decay",
      "title": "Polynomial schedule helper",
      "topics": [
        "poly_decay"
      ]
    },
    {
      "page": "posterior_plot",
      "title": "Plot Posterior Distributions from SGLD Samples",
      "topics": [
        "plot.ngme_sgld_ci",
        "posterior_plot"
      ]
    },
    {
      "page": "precision_matrix_multivariate",
      "title": "Compute the precision matrix for multivariate model",
      "topics": [
        "precision_matrix_multivariate"
      ]
    },
    {
      "page": "precision_matrix_multivariate_spde",
      "title": "Compute the precision matrix for multivariate spde Matern model",
      "topics": [
        "precision_matrix_multivariate_spde"
      ]
    },
    {
      "page": "precond_sgd",
      "title": "Preconditioner SGD optimization",
      "topics": [
        "precond_sgd"
      ]
    },
    {
      "page": "predict.ngme",
      "title": "Predict function of ngme2 predict using ngme after estimation",
      "topics": [
        "predict.ngme"
      ]
    },
    {
      "page": "print.ngme",
      "title": "Print an ngme model",
      "topics": [
        "print.ngme"
      ]
    },
    {
      "page": "print.ngme_model",
      "title": "Print ngme model",
      "topics": [
        "print.ngme_model"
      ]
    },
    {
      "page": "print.ngme_noise",
      "title": "Print ngme noise",
      "topics": [
        "print.ngme_noise"
      ]
    },
    {
      "page": "print.ngme_operator",
      "title": "Print ngme operator",
      "topics": [
        "print.ngme_operator"
      ]
    },
    {
      "page": "print.ngme_replicate",
      "title": "Print ngme object",
      "topics": [
        "print.ngme_replicate"
      ]
    },
    {
      "page": "print.ngme_trajectories",
      "title": "Print method for ngme_trajectories",
      "topics": [
        "print.ngme_trajectories"
      ]
    },
    {
      "page": "print.noise_kld_comparison",
      "title": "Print method for noise_kld_comparison",
      "topics": [
        "print.noise_kld_comparison"
      ]
    },
    {
      "page": "print.parameter_distance",
      "title": "Print method for parameter_distance",
      "topics": [
        "print.parameter_distance"
      ]
    },
    {
      "page": "prior_half_cauchy",
      "title": "Prior Half-Cauchy",
      "topics": [
        "prior_half_cauchy"
      ]
    },
    {
      "page": "prior_inv_exponential",
      "title": "Prior Inverse-Exponential",
      "topics": [
        "prior_inv_exp",
        "prior_inv_exponential"
      ]
    },
    {
      "page": "prior_none",
      "title": "Prior None",
      "topics": [
        "prior_none"
      ]
    },
    {
      "page": "prior_normal",
      "title": "Prior Normal",
      "topics": [
        "prior_normal"
      ]
    },
    {
      "page": "prior_pc_nu",
      "title": "PC Prior for the NIG Flexibility Parameter",
      "topics": [
        "prior_pc_nu"
      ]
    },
    {
      "page": "prior_pc_sd",
      "title": "Prior PC-SD",
      "topics": [
        "prior_pc_sd"
      ]
    },
    {
      "page": "priors",
      "title": "Prior Container",
      "topics": [
        "priors"
      ]
    },
    {
      "page": "re",
      "title": "ngme random effect model",
      "topics": [
        "re"
      ]
    },
    {
      "page": "rmsprop",
      "title": "Root Mean Square Propagation (RMSProp) SGD optimization",
      "topics": [
        "rmsprop"
      ]
    },
    {
      "page": "rw1",
      "title": "Random Walk Model of Order 1 (RW1)",
      "topics": [
        "rw1"
      ]
    },
    {
      "page": "rw2",
      "title": "Random Walk Model of Order 2 (RW2)",
      "topics": [
        "rw2"
      ]
    },
    {
      "page": "sgd",
      "title": "Vanilla SGD optimization",
      "topics": [
        "sgd"
      ]
    },
    {
      "page": "sgld",
      "title": "Stochastic Gradient Langevin Dynamics (SGLD) optimization",
      "topics": [
        "sgld"
      ]
    },
    {
      "page": "simulate.ngme",
      "title": "Simulate from a ngme object (possibly with replicates)",
      "topics": [
        "simulate.ngme"
      ]
    },
    {
      "page": "simulate.ngme_model",
      "title": "Simulate latent process with noise",
      "topics": [
        "simulate.ngme_model"
      ]
    },
    {
      "page": "simulate.ngme_noise",
      "title": "Simulate ngme noise object",
      "topics": [
        "simulate.ngme_noise"
      ]
    },
    {
      "page": "spacetime",
      "title": "Ngme space-time non-separable model specification",
      "topics": [
        "spacetime"
      ]
    },
    {
      "page": "stepsize_control",
      "title": "Unified stepsize control",
      "topics": [
        "stepsize_control"
      ]
    },
    {
      "page": "stepsize_decay",
      "title": "Stepsize decay schedule",
      "topics": [
        "stepsize_decay"
      ]
    },
    {
      "page": "stepsize_schedule",
      "title": "Stepsize schedule",
      "topics": [
        "stepsize_schedule"
      ]
    },
    {
      "page": "summary.ngme",
      "title": "Summary of ngme fit result",
      "topics": [
        "summary.ngme"
      ]
    },
    {
      "page": "summary.ngme_batch_ci",
      "title": "Summary for Batch-Means CI Results",
      "topics": [
        "summary.ngme_batch_ci"
      ]
    },
    {
      "page": "tp",
      "title": "ngme tensor-product model specification",
      "topics": [
        "tp"
      ]
    },
    {
      "page": "traceplot",
      "title": "Trace plot of ngme fitting",
      "topics": [
        "traceplot"
      ]
    },
    {
      "page": "var1",
      "title": "ngme VAR(1) bivariate model specification (Cayley re-parameterization)",
      "topics": [
        "var1"
      ]
    }
  ],
  "_pkglogo": "https://github.com/davidbolin/ngme2/raw/HEAD/man/figures/logo.png",
  "_readme": "https://github.com/davidbolin/ngme2/raw/HEAD/README.md",
  "_rundeps": [
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    "isoband",
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    "lifecycle",
    "magrittr",
    "Matrix",
    "pillar",
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    "proxy",
    "R6",
    "RColorBrewer",
    "Rcpp",
    "RcppEigen",
    "rlang",
    "s2",
    "S7",
    "scales",
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    "sp",
    "splancs",
    "tibble",
    "tidyselect",
    "units",
    "utf8",
    "vctrs",
    "viridisLite",
    "withr",
    "wk"
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  "_sysdeps": [
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      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
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      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
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    },
    {
      "shlib": "libgomp",
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      "name": "openmp",
      "homepage": "http://gcc.gnu.org/",
      "description": "GCC OpenMP (GOMP) support library"
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  ],
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