Efficiently Using Gaussian Processes with Rcpp and RcppEigen

Contains Rcpp and RcppEigen implementations of matrix operations useful for Gaussian process models, such as the inversion of a symmetric Toeplitz matrix, sampling from multivariate normal distributions, evaluation of the log-density of a multivariate normal vector, and Bayesian inference for latent variable Gaussian process models with elliptical slice sampling (Murray, Adams, and MacKay 2010).


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.2 by Giri Gopalan, 3 years ago

Browse source code at https://github.com/cran/FastGP

Authors: Giri Gopalan , Luke Bornn

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp, MASS, mvtnorm, rbenchmark, stats

Linking to Rcpp, RcppEigen

See at CRAN