magi

MAnifold-Constrained Gaussian Process Inference

CRAN Package

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) doi:10.1073/pnas.2020397118. A user guide is provided by the accompanying software paper Wong, Yang, and Kou (2024) doi:10.18637/jss.v109.i04.


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