FastGaSP
0.6.4Fast and Exact Computation of Gaussian Stochastic Process
Overview
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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 94%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 90%
Downloads
Dependencies
Code & Tests
People & History
9 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.6.4Latest
- RR 4.6.0 released · 2026-04-24
- 0.6.32026-03-08 · diff ↗
- 0.6.22025-08-27 · diff ↗
- 0.6.12025-06-06 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.6.02025-02-12 · diff ↗
- 0.5.32024-04-26 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.5.22021-09-03 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.5.12019-04-12 · diff ↗
Show 2 earlier events
- 0.5.02019-01-08
- RR 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
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