javzapata/fgm: Partial Separability and Functional Graphical Models for Multivariate Gaussian Processes

Estimates a functional graphical model and a partially separable KL decomposition for a multivariate Gaussian process.

Getting started

Package details

Author@author Javier Zapata, Sang-Yun Oh & Alexander Petersen
MaintainerJavier Zapata <jzapata@ucsb.edu>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("javzapata/fgm")
javzapata/fgm documentation built on Dec. 20, 2021, 10 p.m.