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Efficiently Using Gaussian Processes with Rcpp and RcppEigen

3packages dependsuggested by 1
5.3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Contains Rcpp and RcppEigen implementations of matrix operations useful for Gaussian process models, such as the inverse and determinant of a symmetric and positive-definite 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).

Install

Health

CRAN checks
13OK
Slowest check: 3.2 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-05-06
  • NOTE8 OK, 6 NOTE2026-04-22
  • ERROR7 OK, 6 NOTE, 1 ERROR2026-04-18
Show 1 earlier changeHide 1 earlier change
  • NOTE8 OK, 6 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.5
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
3
Examples that run
100%3 run in a plain check
Exported functions with examples
100%
Documented parameters
not tracked
Return-value docs
not tracked
Help pages citing references
0%

Also includes 1 demo script (run with demo())

Downloads

5.3K
CRAN downloads in the past year
Rank #4,962 · ~15/day · ~443/mo
Daily download trend is not available in this view yet.
64430 days
1.7K90 days
5.3K1 year
Compare downloads with other packages →
Also on475 r2u5 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing FastGP adds 3 packages (3 with compiled code, 4.5 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppEigen 1.7 MB, mvtnorm 1.0 MB.

Depends (0)
none
Imports (4)
RcppMASSmvtnormstats
LinkingTo (2)
Suggests (1)
Enhances (0)
none
Reverse dependencies
3direct
0indirect
Imports 3
Suggested by 1
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

People & History

People (2)
Author, Maintainer since 1.0 (2015)
Releases (7)

Pick two releases to compare their code metrics.

  • 1.5Latest
    record
    2026-10-17 · current release · diff ↗ ·
    listed once in CRAN's queue
    Seen in one reading of CRAN's incoming queue, at 2026-10-17 17:40 UTC, so it stayed less than the time between readings.
  • 1.4
    record
    2026-09-20 · diff ↗
  • 1.3
    record
    2026-04-29 · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 1.2
    record
    2016-02-02 · diff ↗
  • 1.1.2
    record
    2015-10-25 · diff ↗
Show 3 earlier eventsHide 3 earlier events
Across CRAN, the median accepted release of the past year spent 26 hours in the queue, 90% under 11 days.How queue time is measured

Package metadata

First published
2015-07-23
Total releases
7 / 11 yrs
License
GPL-2 OSI
Download size
320 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("FastGP")
Gopalan, G., & Bornn, L. (2026). FastGP: Efficiently Using Gaussian Processes with Rcpp and RcppEigen (Version 1.5) [Computer software]. https://doi.org/10.32614/CRAN.package.FastGP

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for FastGP version 1.5 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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