Man pages for FastGaSP
Fast and Exact Computation of Gaussian Stochastic Process
| Construct_G_exp | The coefficient matrix in the dynamic linear model when... |
| Construct_G_matern_5_2 | The coefficient matrix in the dynamic linear model when... |
| Construct_W0_exp | covariance of the stationary distribution of the state when... |
| Construct_W0_matern_5_2 | covariance of the stationary distribution of the state when... |
| Construct_W_exp | The conditional covariance matrix of the state in the dynamic... |
| Construct_W_matern_5_2 | The conditional covariance matrix for matern covariance with... |
| FastGaSP-package | Fast and Exact Computation of Gaussian Stochastic Process |
| fgasp | Setting up the Fast GaSP model |
| fgasp-class | Fast GaSP class |
| Get_C_R_K_Q | matrices and vectors for the inverse covariance in the... |
| Get_L_inv_y | vector of half of the sum of squares |
| Get_log_det_S2 | the natural logarithm of the determinant of the correlation... |
| Kalman_smoother | the predictive mean and predictive variance by Kalman... |
| log_lik | Natural logarithm of profile likelihood by the fast computing... |
| predict.fgasp | Prediction and uncertainty quantification on the testing... |
| predictobj.fgasp-class | Predictive results for the Fast GaSP class |
| Sample_KF | Sample the prior process using a dynamic linear model |
| Sample_KF_post | Sample the posterior distribution of the process using the... |
| show.fgasp | Show an 'fgasp' object. |
