Approximate Gaussian Processes Using the Fourier Basis

Routines for creating, manipulating, and performing Bayesian inference about Gaussian processes in one and two dimensions using the Fourier basis approximation: simulation and plotting of processes, calculation of coefficient variances, calculation of process density, coefficient proposals (for use in MCMC). It uses R environments to store GP objects as references/pointers.


Reference manual

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install.packages("spectralGP")

1.3.4 by Christopher Paciorek, 8 months ago


https://doi.org/10.18637/jss.v019.i02


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


Authors: Christopher Paciorek [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports graphics, stats, grDevices


See at CRAN