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FastGP

Efficiently Using Gaussian Processes with Rcpp and RcppEigen

v1.3 · Apr 28, 2026 · GPL-2

Description

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).

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CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 6, 2026
NOTE 8 OK · 6 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Giri Gopalan <gopalan88@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Giri",
                      family = "Gopalan",
                      role = c("aut", "cre"),
                      email = "gopalan88@gmail.com"),
               person(given = "Luke",
                      family = "Bornn",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Giri Gopalan <gopalan88@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Giri",
                      family = "Gopalan",
                      role = c("aut", "cre"),
                      email = "gopalan88@gmail.com"),
               person(given = "Luke",
                      family = "Bornn",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘FastGP/libs/FastGP.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘FastGP/libs/FastGP.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  7.9Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  7.9Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb
ERROR 7 OK · 6 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Giri Gopalan <gopalan88@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Giri",
                      family = "Gopalan",
                      role = c("aut", "cre"),
                      email = "gopalan88@gmail.com"),
               person(given = "Luke",
                      family = "Bornn",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Giri Gopalan <gopalan88@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Giri",
                      family = "Gopalan",
                      role = c("aut", "cre"),
                      email = "gopalan88@gmail.com"),
               person(given = "Luke",
                      family = "Bornn",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘FastGP/libs/FastGP.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘FastGP/libs/FastGP.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/FastGP.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  7.9Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  7.9Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb
NOTE 8 OK · 6 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Giri Gopalan <gopalan88@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Giri",
                      family = "Gopalan",
                      role = c("aut", "cre"),
                      email = "gopalan88@gmail.com"),
               person(given = "Luke",
                      family = "Bornn",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Giri Gopalan <gopalan88@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Giri",
                      family = "Gopalan",
                      role = c("aut", "cre"),
                      email = "gopalan88@gmail.com"),
               person(given = "Luke",
                      family = "Bornn",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘FastGP/libs/FastGP.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘FastGP/libs/FastGP.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  7.9Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  7.9Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb

Reverse Dependencies (4)

suggests

Dependency Network

Dependencies Reverse dependencies Rcpp MASS mvtnorm BayesMFSurv GeoModels TAG countSTAR FastGP

Version History

6 tracked
updated 1.3 ← 1.2 diff Apr 29, 2026
new 1.2 Mar 10, 2026
updated 1.2 ← 1.1.2 diff Feb 1, 2016
updated 1.1.2 ← 1.1 diff Oct 24, 2015
updated 1.1 ← 1.0 diff Jul 26, 2015
new 1.0 Jul 22, 2015