Package: FastGP
Type: Package
Title: Efficiently Using Gaussian Processes with Rcpp and RcppEigen
Version: 1.1
Date: 2015-07-20
Author: Giri Gopalan, Luke Bornn
Maintainer: Giri Gopalan <gopalan88@gmail.com>
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).
License: GPL-2
Imports: Rcpp, MASS, mvtnorm, rbenchmark, stats
LinkingTo: Rcpp, RcppEigen
Repository: CRAN
NeedsCompilation: yes
Packaged: 2015-07-27 17:45:07 UTC; DRB-Giri
Date/Publication: 2015-07-27 23:16:25
