FastGaSP

Fast and Exact Computation of Gaussian Stochastic Process

Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It allows for the cases with or without a noise. See the reference: Mengyang Gu and Yanxun Xu (2017) <arXiv:1711.11501>.

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Description file content

Package
FastGaSP
Type
Package
Title
Fast and Exact Computation of Gaussian Stochastic Process
Version
0.5.1
Date
2019-04-12
Maintainer
Mengyang Gu
Author
Mengyang Gu [aut, cre]
Description
Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It allows for the cases with or without a noise. See the reference: Mengyang Gu and Yanxun Xu (2017) .
License
GPL (>= 2)
Depends
methods
Imports
Rcpp, RobustGaSP
LinkingTo
Rcpp, RcppEigen
NeedsCompilation
yes
Repository
CRAN
Packaged
2019-04-12 14:27:00 UTC; gumengyang
RoxygenNote
5.0.1
Date/Publication
2019-04-12 17:12:40 UTC

install.packages('FastGaSP')

0.5.1

3 months ago

Mengyang Gu

GPL (>= 2)

Depends on

methods

Imports

Rcpp, RobustGaSP

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