Package: FastGP 1.3

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 [aut, cre], Luke Bornn [aut]

FastGP_1.3.tar.gz
FastGP_1.3.zip(r-4.7)FastGP_1.3.zip(r-4.6)FastGP_1.3.zip(r-4.5)
FastGP_1.3.tgz(r-4.6-x86_64)FastGP_1.3.tgz(r-4.6-arm64)FastGP_1.3.tgz(r-4.5-x86_64)FastGP_1.3.tgz(r-4.5-arm64)
FastGP_1.3.tar.gz(r-4.7-arm64)FastGP_1.3.tar.gz(r-4.7-x86_64)FastGP_1.3.tar.gz(r-4.6-arm64)FastGP_1.3.tar.gz(r-4.6-x86_64)
FastGP_1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
FastGP/json (API)

# Install 'FastGP' in R:
install.packages('FastGP', repos = c('https://ggopalan.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

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

cpp

2.57 score 1 stars 3 packages 41 scripts 692 downloads 14 exports 4 dependencies

Last updated from:489c693c5f. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK118
linux-devel-x86_64OK121
source / vignettesOK163
linux-release-arm64OK111
linux-release-x86_64OK120
macos-release-arm64OK100
macos-release-x86_64OK317
macos-oldrel-arm64OK98
macos-oldrel-x86_64OK493
windows-develOK128
windows-releaseOK134
windows-oldrelOK125
wasm-releaseOK103

Exports:durbinessrcpp_distancercpp_log_dmvnormrcpp_rmvnormrcpp_rmvnorm_stablercppeigen_get_cholrcppeigen_get_chol_diagrcppeigen_get_chol_stablercppeigen_get_detrcppeigen_get_diagrcppeigen_invert_matrixtinvtrench

Dependencies:MASSmvtnormRcppRcppEigen

Readme and manuals

Help Manual

Help pageTopics
Sampling from a Bayesian model with a multivariate normal prior distributioness
Matrix Operations Using Rcpp and RcppEigendurbin 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 Evaluationrcpp_log_dmvnorm rcpp_rmvnorm rcpp_rmvnorm_stable