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

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...
FastGaSP-packageFast and Exact Computation of Gaussian Stochastic Process
fgaspSetting up the Fast GaSP model
fgasp-classFast GaSP class
Get_C_R_K_Qmatrices and vectors for the inverse covariance in the...
Get_L_inv_yvector of half of the sum of squares
Get_log_det_S2the natural logarithm of the determinant of the correlation...
Kalman_smootherthe predictive mean and predictive variance by Kalman...
log_likNatural logarithm of profile likelihood by the fast computing...
predict.fgaspPrediction and uncertainty quantification on the testing...
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.
FastGaSP documentation built on May 29, 2024, 1:30 a.m.