Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It allows for the cases with or without a noise. See the reference: Mengyang Gu and Yanxun Xu (2017) <arXiv:1711.11501>.
|Author||Mengyang Gu [aut, cre]|
|Maintainer||Mengyang Gu <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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