FastGP: Efficiently Using Gaussian Processes with Rcpp and RcppEigen
Version 1.2

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).

Getting started

Package details

AuthorGiri Gopalan, Luke Bornn
Date of publication2016-02-02 12:27:14
MaintainerGiri Gopalan <gopalan88@gmail.com>
LicenseGPL-2
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FastGP")

Try the FastGP package in your browser

Any scripts or data that you put into this service are public.

FastGP documentation built on May 29, 2017, 2:02 p.m.