R/gpMCMC-package.r

In galotalp/gpMCMC: Generate MCMC or FBI samples from the posterior distribution of Gaussian Process hyper-parameters

#' gpMCMC
#'
#' This package is currently under developement.
#'
#' The package provides the means for sampling from Posterior Distributions of Gaussian Processes
#' that use the Gaussian Correlation function.
#' This package also provides a function for computing the Fisher approximation to the covariance of this posterior likelihood distribution.
#' To be added:
#'
#' 1. Additional priors: currently the only prior being used is the Exponential Prior
#' 2. Ability to make calls to gasp software so that posterior inference can be done in C.
#'    This will make functions mcmc_mvrnorm_2 and fitGauss functional (these functions are currently not functional)
#' 3. A plotting mechanism for plotting the samples against pairs of covariates.
#' 4. An "FBI-Sampling" method, for sampling from the Fischer Approximated distribution of hyper-parameters
#'
#' @name gpMCMC
#' @docType package
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