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:Giri Gopalan, Luke Bornn

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)

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

14 exports 1.45 score 5 dependencies 5 dependents 25 scripts 310 downloads

Last updated 9 years agofrom:680becfd96. Checks:OK: 9. Indexed: yes.

Exports:durbinessrcpp_distancercpp_log_dmvnormrcpp_rmvnormrcpp_rmvnorm_stablercppeigen_get_cholrcppeigen_get_chol_diagrcppeigen_get_chol_stablercppeigen_get_detrcppeigen_get_diagrcppeigen_invert_matrixtinvtrench

Dependencies:MASSmvtnormrbenchmarkRcppRcppEigen