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).
|Author||Giri Gopalan, Luke Bornn|
|Maintainer||Giri Gopalan <[email protected]>|
|Package repository||View on CRAN|
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