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.

Getting started

Package details

AuthorChris Paciorek <paciorek@alumni.cmu.edu>
MaintainerChris Paciorek <paciorek@alumni.cmu.edu>
LicenseGPL (>= 2)
URL http://www.jstatsoft.org/v19/a2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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spectralGP documentation built on May 2, 2019, 2:40 a.m.