FastGP
1.3Efficiently Using Gaussian Processes with Rcpp and RcppEigen
Overview
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).
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-0613 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-228 OK · 6 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-187 OK · 6 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-108 OK · 6 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 0%
Downloads
Dependencies
Code & Tests
People & History
5 releases. Pick two to compare their code metrics. R releases are shown for context.
- 1.3Latest
- 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 ↗
- 1.12015-07-27 · diff ↗
- 1.02015-07-23
Show 1 earlier events
- RR 3.2.0 released · 2015-04-16
Package metadata
- First published
- 2015-07-23
- Total releases
- 5 / 11 yrs
- License
- GPL-2 OSI
- Download size
- 316 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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