Package: FastGP 1.2
FastGP: Efficiently Using Gaussian Processes with Rcpp and RcppEigen
Contains Rcpp and RcppEigen implementations of matrix operations useful for Gaussian process models, such as the inversion of a symmetric Toeplitz matrix, sampling from multivariate normal distributions, evaluation of the log-density of a multivariate normal vector, and Bayesian inference for latent variable Gaussian process models with elliptical slice sampling (Murray, Adams, and MacKay 2010).
Authors:
FastGP_1.2.tar.gz
FastGP_1.2.zip(r-4.5)FastGP_1.2.zip(r-4.4)FastGP_1.2.zip(r-4.3)
FastGP_1.2.tgz(r-4.4-x86_64)FastGP_1.2.tgz(r-4.4-arm64)FastGP_1.2.tgz(r-4.3-x86_64)FastGP_1.2.tgz(r-4.3-arm64)
FastGP_1.2.tar.gz(r-4.5-noble)FastGP_1.2.tar.gz(r-4.4-noble)
FastGP_1.2.tgz(r-4.4-emscripten)FastGP_1.2.tgz(r-4.3-emscripten)
FastGP.pdf |FastGP.html✨
FastGP/json (API)
| # Install 'FastGP' in R: |
| install.packages('FastGP', repos = c('https://ggopalan.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 years agofrom:680becfd96. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 27 2024 |
| R-4.5-win-x86_64 | OK | Oct 27 2024 |
| R-4.5-linux-x86_64 | OK | Oct 27 2024 |
| R-4.4-win-x86_64 | OK | Oct 27 2024 |
| R-4.4-mac-x86_64 | OK | Oct 27 2024 |
| R-4.4-mac-aarch64 | OK | Oct 27 2024 |
| R-4.3-win-x86_64 | OK | Oct 27 2024 |
| R-4.3-mac-x86_64 | OK | Oct 27 2024 |
| R-4.3-mac-aarch64 | OK | Oct 27 2024 |
Exports:durbinessrcpp_distancercpp_log_dmvnormrcpp_rmvnormrcpp_rmvnorm_stablercppeigen_get_cholrcppeigen_get_chol_diagrcppeigen_get_chol_stablercppeigen_get_detrcppeigen_get_diagrcppeigen_invert_matrixtinvtrench
Dependencies:MASSmvtnormrbenchmarkRcppRcppEigen
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Sampling from a Bayesian model with a multivariate normal prior distribution | ess |
| Matrix Operations Using Rcpp and RcppEigen | durbin rcppeigen_get_chol rcppeigen_get_chol_diag rcppeigen_get_chol_stable rcppeigen_get_det rcppeigen_get_diag rcppeigen_invert_matrix rcpp_distance tinv trench |
| Multivariate Normal Sampling and Log-Density Evaluation | rcpp_log_dmvnorm rcpp_rmvnorm rcpp_rmvnorm_stable |
