Package: FastGP
Type: Package
Title: Efficiently Using Gaussian Processes with Rcpp and RcppEigen
Version: 1.2
Date: 2016-02-01
Author: Giri Gopalan, Luke Bornn
Maintainer: Giri Gopalan <gopalan88@gmail.com>
Description: 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).
License: GPL-2
Imports: Rcpp, MASS, mvtnorm, rbenchmark, stats
LinkingTo: Rcpp, RcppEigen
Repository: CRAN
NeedsCompilation: yes
Packaged: 2016-02-02 02:45:13 UTC; giridhargopalan
Date/Publication: 2016-02-02 12:27:14
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 09:54:35 UTC; windows
Archs: i386, x64
