cbdAmgen/bcgp0a: Bayesian Composite Gaussian Processes

Implements fully Bayesian statistical inference and prediction using Gaussian Processes. Hopefully, the user will have the ability to fit and predict with a stationary Gaussian Process (GP) model, a non-stationary GP model, a stationary composite GP model, and a non-stationary composite GP model. No guarantees on all those options. This will be a garbage translation from MATLAB to R. Poorly documented, little error checking. Slow, written purely in R. I just want to get something running.

install.packages("remotes")
remotes::install_github("cbdAmgen/bcgp0a")