Package: FastGaSP 0.5.3
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, 2020, Journal of Computational and Graphical Statistics.
Authors:
FastGaSP_0.5.3.tar.gz
FastGaSP_0.5.3.zip(r-4.5)FastGaSP_0.5.3.zip(r-4.4)FastGaSP_0.5.3.zip(r-4.3)
FastGaSP_0.5.3.tgz(r-4.4-x86_64)FastGaSP_0.5.3.tgz(r-4.4-arm64)FastGaSP_0.5.3.tgz(r-4.3-x86_64)FastGaSP_0.5.3.tgz(r-4.3-arm64)
FastGaSP_0.5.3.tar.gz(r-4.5-noble)FastGaSP_0.5.3.tar.gz(r-4.4-noble)
FastGaSP_0.5.3.tgz(r-4.4-emscripten)FastGaSP_0.5.3.tgz(r-4.3-emscripten)
FastGaSP.pdf |FastGaSP.html✨
FastGaSP/json (API)
| # Install 'FastGaSP' in R: |
| install.packages('FastGaSP', repos = c('https://uncertaintyquantification.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 months agofrom:074c32c608. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 23 2024 |
| R-4.5-win-x86_64 | OK | Nov 23 2024 |
| R-4.5-linux-x86_64 | OK | Nov 23 2024 |
| R-4.4-win-x86_64 | OK | Nov 23 2024 |
| R-4.4-mac-x86_64 | OK | Nov 23 2024 |
| R-4.4-mac-aarch64 | OK | Nov 23 2024 |
| R-4.3-win-x86_64 | OK | Nov 23 2024 |
| R-4.3-mac-x86_64 | OK | Nov 23 2024 |
| R-4.3-mac-aarch64 | OK | Nov 23 2024 |
Exports:Construct_G_expConstruct_G_matern_5_2Construct_W_expConstruct_W_matern_5_2Construct_W0_expConstruct_W0_matern_5_2fgaspGet_C_R_K_QGet_L_inv_yGet_log_det_S2Kalman_smootherlog_likpredictSample_KFSample_KF_postshow
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Fast and Exact Computation of Gaussian Stochastic Process | FastGaSP-package FastGaSP |
| Setting up the Fast GaSP model | fgasp fgasp-method |
| Fast GaSP class | fgasp-class |
| Natural logarithm of profile likelihood by the fast computing algorithm | log_lik |
| Prediction and uncertainty quantification on the testing input using a GaSP model. | predict predict,fgasp-method predict.fgasp |
| Predictive results for the Fast GaSP class | predictobj.fgasp predictobj.fgasp-class |
| Show an 'fgasp' object. | show show,fgasp-method show.fgasp show.fgasp-class |
