CRAN/E | FastGaSP

FastGaSP

Fast and Exact Computation of Gaussian Stochastic Process

Installation

About

Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It allows for the cases with or without a noise. See the reference: Mengyang Gu and Yanxun Xu, 2020, Journal of Computational and Graphical Statistics.

Key Metrics

Version 0.5.3
Published 2024-04-26 89 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks FastGaSP results

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Maintainer

Maintainer

Mengyang Gu

Authors

Mengyang Gu

aut / cre

Material

ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

FastGaSP archive

Depends

methods

Imports

Rcpp

LinkingTo

Rcpp
RcppEigen

Reverse Depends

SKFCPD