Efficiently Using Gaussian Processes with Rcpp and RcppEigen
Overview
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
- 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
Documentation
- 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
Dependencies
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.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 1.5Latest2026-10-17 · 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. - 1.42026-09-20 · diff ↗
- 1.32026-04-29 · diff ↗
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.22016-02-02 · diff ↗
- 1.1.22015-10-25 · diff ↗
Package metadata
- First published
- 2015-07-23
- Total releases
- 7 / 11 yrs
- License
- GPL-2 OSI
- Download size
- 320 KB
Cite
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