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).

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("FastGP")

Popular man pages

ess: Sampling from a Bayesian model with a multivariate normal...
rcpp_matrix_ops: Matrix Operations Using Rcpp and RcppEigen
rcpp_rmvnorm: Multivariate Normal Sampling and Log-Density Evaluation
See all...

All man pages Function index File listing

Man pages

ess: Sampling from a Bayesian model with a multivariate normal...
rcpp_matrix_ops: Matrix Operations Using Rcpp and RcppEigen
rcpp_rmvnorm: Multivariate Normal Sampling and Log-Density Evaluation

Functions

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

Files

inst
inst/doc
inst/doc/package_article.pdf
src
src/rcppeigen.cpp
src/distance.cpp
src/invert_toeplitz.cpp
src/RcppExports.cpp
NAMESPACE
demo
demo/FastGPdemo.R
demo/00Index
R
R/gpfuncs.R
R/RcppExports.R
R/rcpp_mvn.R
MD5
DESCRIPTION
man
man/rcpp_matrix_ops.Rd
man/rcpp_rmvnorm.Rd
man/ess.Rd
FastGP documentation built on May 19, 2017, 11:17 a.m.

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