spectralGP: Approximate Gaussian Processes Using the Fourier Basis

Routines for creating, manipulating, and performing Bayesian inference about Gaussian processes in one and two dimensions using the Fourier basis approximation: simulation and plotting of processes, calculation of coefficient variances, calculation of process density, coefficient proposals (for use in MCMC). It uses R environments to store GP objects as references/pointers.

install.packages("spectralGP")

Try the spectralGP package in your browser