Package: FastGaSP
Type: Package
Title: Fast and Exact Computation of Gaussian Stochastic Process
Version: 0.5.2
Date: 2021-08-28
Authors@R: c(person(given="Mengyang",family="Gu",role=c("aut","cre"),email="mengyang@pstat.ucsb.edu"))
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
Author: Mengyang Gu [aut, cre]
Description: 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>.
License: GPL (>= 2)
Depends: methods
Imports: Rcpp, RobustGaSP
LinkingTo: Rcpp, RcppEigen
NeedsCompilation: yes
Repository: CRAN
Packaged: 2021-08-29 04:38:10 UTC; mengyanggu
RoxygenNote: 5.0.1
Date/Publication: 2021-09-02 23:20:08 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2021-09-03 11:01:23 UTC; unix
Archs: FastGaSP.so.dSYM
