R and Julia code for the multi-resolution approximation for large spatial data, as published in Katzfuss (2017, JASA): https://amstat.tandfonline.com/doi/suppl/10.1080/01621459.2015.1123632 Please note that the Julia code was developed in Julia version 0.3.7.
This R package (still in development) can also run the MRA, by setting conditioning='mra': https://github.com/katzfuss-group/GPvecchia
A Python implementation can be found here: https://github.com/katzfuss-group/pyMRA
A Matlab implementation is available here: https://github.com/finnlindgren/heatoncomparison/tree/master/Code/MRA
C++ code can be found here: https://github.com/hhuang90/MRA