FastGP

Efficiently Using Gaussian Processes with Rcpp and RcppEigen

CRAN Package

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).

  • Version1.2
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release02/02/2016

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  • Imports4 packages
  • Linking To2 packages
  • Reverse Imports5 packages