Man pages for FastGaSP
Fast and Exact Computation of Gaussian Stochastic Process

A_times_x_particleMatrix-vector multiplication for particle systems
A_t_times_x_particleTranspose matrix-vector multiplication for particle systems
Construct_G_expThe coefficient matrix in the dynamic linear model when...
Construct_G_matern_5_2The coefficient matrix in the dynamic linear model when...
Construct_W0_expcovariance of the stationary distribution of the state when...
Construct_W0_matern_5_2covariance of the stationary distribution of the state when...
Construct_W_expThe conditional covariance matrix of the state in the dynamic...
Construct_W_matern_5_2The conditional covariance matrix for matern covariance with...
extract_time_windowExtract time window from particle data
FastGaSP-packageFast and Exact Computation of Gaussian Stochastic Process
fgaspSetting up the Fast GaSP model
fgasp-classFast GaSP class
fitFit Particle Interaction Models
fit.fmou,fmou-methodThe fast EM algorithm of multivariate Ornstein-Uhlenbeck...
fit.gppca,gppca-methodParameter estimation for generalized probabilistic principal...
fit.particle.dataFit method for particle data
fmouSetting up the FMOU model
fmou-classFMOU class
f_Vicsek_variationModified Vicsek Interaction Function
get_consecutive_dataExtract consecutive time steps data from particle...
Get_C_R_K_Qmatrices and vectors for the inverse covariance in the...
Get_L_inv_yThe multiplication of the inverse of L with y
Get_log_det_S2the natural logarithm of the determinant of the correlation...
Get_L_t_inv_yThe multiplication of the inverse of the transpose of L with...
Get_L_t_yThe multiplication of the transpose of L with y
Get_L_yThe multiplication of L with y
Get_Q_Kone-step-ahead predictive variance and Kalman gain
Get_R_yThe multiplication of R with y
gppcaSetting up the GPPCA model
gppca-classGPPCA class
IKF_CG_particleIKF-CG algorithm for one-interaction physical model with 1D...
IKF_CG_particle_cellInverse Kalman Filter with Conjugate Gradient for Particle...
Kalman_smootherthe predictive mean and predictive variance by Kalman...
log_likNatural logarithm of profile likelihood by the fast computing...
particle.data-classParticle trajectory data class
particle.est-classParticle interaction estimation class
predict.fgaspPrediction and uncertainty quantification on the testing...
predict.fmou,fmou-methodPrediction and uncertainty quantification on the future...
predict.gppca,gppca-methodPrediction and uncertainty quantification on the future...
predictobj.fgasp-classPredictive results for the Fast GaSP class
Sample_KFSample the prior process using a dynamic linear model
Sample_KF_postSample the posterior distribution of the process using the...
show.fgaspShow an 'fgasp' object.
show.particle.dataShow method for particle data class
show.particle.estShow method for particle estimation class
simulate_particleSimulate particle trajectories
trajectory_dataConvert experimental particle tracking data to particle.data...
VicsekVicsek Model Simulation
FastGaSP documentation built on April 4, 2025, 5:16 a.m.