An EM algorithm, Karl et al. (2013)
Version 3.0-5: 2018-04-18 - Minor updates to package structure to conform with new CRAN requirements.
Version 3.0-4: 2017-03-15 - Minor updates to package structure to conform with new CRAN requirements related to compiled C++ code.
Version 3.0-3: 2015-07-19 - Minor updates to package structure to conform with new CRAN requirements.
Version 3.0-2: 2014-06-22
- Changed method used to calculate rank of X matrix to avoid conversion to a dense matrix. - Added information to documentation about program run time. - Added data set GPvam.benchmark, which contains program run time and memory requirements for various simulated data sets. - Changed default options to Hessian=FALSE and verbose=TRUE.
Version 3.0-1: 2014-01-31
- Corrected use of 'break' reserved word
Version 3.0-0: 2014-01-30
- The program runs much faster now with student.side="R" due to the use of Rcpp and RcppArmadillo and a re-ordered nested loop. - Added references to recently accepted papers in help files.
Version 2.0-0: 2012-07-05
- Improved scalability of program when student.side="R". For smaller data sets, certain operations work faster with dense matrices, but these matrices grow in size with the data. For large data sets, we now rely exclusively on sparse matrices. - Added support for the variable persistence (VP) model, including the ability to estimate the persistence parameters. As special cases, the complete and zero persistence models have also been included.
Version 1.1-0: 2012-04-03
- Corrected issue where program crashed when updated covariance matrix was not symmetric due to rounding (i.e. transposed compoenents may have differered by 1E-14 or so). - Added caterpillar plots to plot() output.
Version 1.0-0: 2012-02-19
- First public release.