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).

AuthorGiri Gopalan, Luke Bornn
Date of publication2016-02-02 12:27:14
MaintainerGiri Gopalan <gopalan88@gmail.com>
LicenseGPL-2
Version1.2

View on CRAN

Functions

durbin Man page
ess Man page
rcpp_distance Man page
rcppeigen_get_chol Man page
rcppeigen_get_chol_diag Man page
rcppeigen_get_chol_stable Man page
rcppeigen_get_det Man page
rcppeigen_get_diag Man page
rcppeigen_invert_matrix Man page
rcpp_log_dmvnorm Man page
rcpp_rmvnorm Man page
rcpp_rmvnorm_stable Man page
tinv Man page
trench Man page

Files

FastGP
FastGP/inst
FastGP/inst/doc
FastGP/inst/doc/package_article.pdf
FastGP/src
FastGP/src/rcppeigen.cpp
FastGP/src/distance.cpp
FastGP/src/invert_toeplitz.cpp
FastGP/src/RcppExports.cpp
FastGP/NAMESPACE
FastGP/demo
FastGP/demo/FastGPdemo.R
FastGP/demo/00Index
FastGP/R
FastGP/R/gpfuncs.R FastGP/R/RcppExports.R FastGP/R/rcpp_mvn.R
FastGP/MD5
FastGP/DESCRIPTION
FastGP/man
FastGP/man/rcpp_matrix_ops.Rd FastGP/man/rcpp_rmvnorm.Rd FastGP/man/ess.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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