FastGaSP: Fast and Exact Computation of Gaussian Stochastic Process

Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It allows for the cases with or without a noise. See the reference: Mengyang Gu and Yanxun Xu (2017) <arXiv:1711.11501>.

Version: 0.5.0
Depends: methods
Imports: Rcpp, RobustGaSP
LinkingTo: Rcpp, RcppEigen
Published: 2019-01-08
Author: Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mgu6 at jhu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: FastGaSP results

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Reference manual: FastGaSP.pdf
Package source: FastGaSP_0.5.0.tar.gz
Windows binaries: r-devel: FastGaSP_0.5.0.zip, r-release: FastGaSP_0.5.0.zip, r-oldrel: FastGaSP_0.5.0.zip
OS X binaries: r-release: FastGaSP_0.5.0.tgz, r-oldrel: FastGaSP_0.5.0.tgz

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