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.
| Version: | 0.5.3 |
| Depends: | methods |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2024-04-26 |
| DOI: | 10.32614/CRAN.package.FastGaSP |
| Author: | Mengyang Gu [aut, cre] |
| Maintainer: | Mengyang Gu <mengyang at pstat.ucsb.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| CRAN checks: | FastGaSP results |
| Reference manual: | FastGaSP.pdf |
| Package source: | FastGaSP_0.5.3.tar.gz |
| Windows binaries: | r-devel: FastGaSP_0.5.3.zip, r-release: FastGaSP_0.5.3.zip, r-oldrel: FastGaSP_0.5.3.zip |
| macOS binaries: | r-release (arm64): FastGaSP_0.5.3.tgz, r-oldrel (arm64): FastGaSP_0.5.3.tgz, r-release (x86_64): FastGaSP_0.5.3.tgz, r-oldrel (x86_64): FastGaSP_0.5.3.tgz |
| Old sources: | FastGaSP archive |
| Reverse depends: | SKFCPD |
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