FastGaSP: Fast and Exact Computation of Gaussian Stochastic Process
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 |
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 |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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