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FastGaSP

0.6.4

Fast and Exact Computation of Gaussian Stochastic Process

1packages depend
6.5Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Mengyang GuFirst published 2019-01-089 releasesCRAN page ↗

Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It includes efficient implementations of the inverse Kalman filter, with applications such as estimating particle interaction functions. These tools support models with or without noise. Additionally, the package offers algorithms for fast parameter estimation in latent factor models, where the factor loading matrix is orthogonal, and latent processes are modeled by Gaussian processes. See the references: 1) Mengyang Gu and Yanxun Xu (2020), Journal of Computational and Graphical Statistics; 2) Xinyi Fang and Mengyang Gu (2024), doi:10.48550/arXiv.2407.10089; 3) Mengyang Gu and Weining Shen (2020), Journal of Machine Learning Research; 4) Yizi Lin, Xubo Liu, Paul Segall and Mengyang Gu (2025), doi:10.48550/arXiv.2501.01324.

Install

Health

CRAN checks
13OK
Slowest check: 5.3 min · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
3
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-04-25
    12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-04-22
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
94%
Documented parameters
100%
Return-value docs
100%
References docs
90%

Downloads

6.5K
CRAN downloads in the past year
Rank #6,752 · ~18/day · ~538/mo
Daily download trend is not available in this view yet.
19330 days
1.3K90 days
6.5K1 year
Compare downloads with other packages →
Also on440 r2u18 autocran

Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)
Depends (1)
methods
Imports (2)
LinkingTo (2)
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect

Code & Tests

People & History

People (3)
Maintainer (1)
Author, Maintainer
Authors (3)
Author, Maintainer
Author · added in 0.6.0
Author · added in 0.6.0
Package Timeline

9 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 0.6.4Latest
    2026-05-13 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 0.6.3
    2026-03-08 · diff ↗
  • 0.6.2
    2025-08-27 · diff ↗
  • 0.6.1
    2025-06-06 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 0.6.0
    2025-02-12 · diff ↗
  • 0.5.3
    2024-04-26 · diff ↗
  • 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
  • 0.5.2
    2021-09-03 · diff ↗
  • 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
  • 0.5.1
    2019-04-12 · diff ↗
Show 2 earlier events
  • 0.5.0
    2019-01-08
  • R
    R 3.5.0 released · 2018-04-23

Package metadata

First published
2019-01-08
Total releases
9 / 7 yrs
License
GPL (>= 2) OSI
Download size
168 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("FastGaSP")
Gu, M., Fang, X., & Lin, Y. (2026). FastGaSP: Fast and Exact Computation of Gaussian Stochastic Process (Version 0.6.4) [Computer software]. https://doi.org/10.32614/CRAN.package.FastGaSP

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 FastGaSP version 0.6.4 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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