FastGP (1.1.2)

Efficiently Using Gaussian Processes with Rcpp and RcppEigen.

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). Please see an eprint at for more details.

Maintainer: Giri Gopalan
Author(s): Giri Gopalan, Luke Bornn

License: GPL-2

Uses: MASS, mvtnorm, rbenchmark, Rcpp

Released over 4 years ago.