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FastGaSP: Fast and Exact Computation of Gaussian Stochastic Process
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>.
Getting started
Browse package contents
Package details |
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| Author | Mengyang Gu [aut, cre] |
| Maintainer | Mengyang Gu <mengyang@pstat.ucsb.edu> |
| License | GPL (>= 2) |
| Version | 0.5.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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