MAnifold-Constrained Gaussian Process Inference

Provides fast and accurate inference for the parameter estimation problem in Ordinary Differential Equations, including the case when there are unobserved system components. Implements the MAGI method (MAnifold-constrained Gaussian process Inference) of Yang, Wong, and Kou (2021) . A user guide is provided by the accompanying software paper Wong, Yang, and Kou (2024) .

The current R version of MAGI is now available as a package on CRAN, and may be installed via

install.packages("magi")

Please see https://cran.r-project.org/package=magi for the full documentation and vignette.