{
  "_id": "6a1023afacfb0bcc41c8d7d1",
  "Package": "FastGaSP",
  "Type": "Package",
  "Title": "Fast and Exact Computation of Gaussian Stochastic Process",
  "Version": "0.6.4",
  "Date": "2026-05-12",
  "Authors@R": "c(person(given=\"Mengyang\", family=\"Gu\", role=c(\"aut\", \"cre\"),   email=\"mengyang@pstat.ucsb.edu\"),\nperson(given=\"Xinyi\", family=\"Fang\", role=c(\"aut\"),\nemail=\"xinyifang@ucsb.edu\"),\nperson(given=\"Yizi\", family=\"Lin\", role=c(\"aut\"),\nemail=\"lin768@ucsb.edu\"))",
  "Maintainer": "Mengyang Gu <mengyang@pstat.ucsb.edu>",
  "Author": "Mengyang Gu [aut, cre], Xinyi Fang [aut], Yizi Lin [aut]",
  "Description": "Implements fast and exact computation of Gaussian\nstochastic process with the Matern kernel using forward\nfiltering and backward smoothing algorithm. It includes\nefficient implementations of the inverse Kalman filter, with\napplications such as estimating particle interaction functions.\nThese tools support models with or without noise. Additionally,\nthe package offers algorithms for fast parameter estimation in\nlatent factor models, where the factor loading matrix is\northogonal, and latent processes are modeled by Gaussian\nprocesses.  See the references: 1) Mengyang Gu and Yanxun Xu\n(2020), Journal of Computational and Graphical Statistics; 2)\nXinyi Fang and Mengyang Gu (2024),\n<doi:10.48550/arXiv.2407.10089>; 3) Mengyang Gu and Weining\nShen (2020), Journal of Machine Learning Research; 4) Yizi Lin,\nXubo Liu, Paul Segall and Mengyang Gu (2025),\n<doi:10.48550/arXiv.2501.01324>.",
  "License": "GPL (>= 2)",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-05-13 12:56:22 UTC",
    "User": "root"
  },
  "RoxygenNote": "7.3.2",
  "Repository": "https://uncertaintyquantification.r-universe.dev",
  "Date/Publication": "2026-05-13 10:46:58 UTC",
  "RemoteUrl": "https://github.com/cran/FastGaSP",
  "RemoteRef": "HEAD",
  "RemoteSha": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
  "MD5sum": "18bc0174ba8a506b9311a41b8b98a0df",
  "_user": "uncertaintyquantification",
  "_type": "src",
  "_file": "FastGaSP_0.6.4.tar.gz",
  "_fileid": "5712a0565a33b0f3c3519abfa8fb2333ed261f08a68ed260a3962ccd45400d7c",
  "_filesize": 403358,
  "_sha256": "5712a0565a33b0f3c3519abfa8fb2333ed261f08a68ed260a3962ccd45400d7c",
  "_created": "2026-05-13T12:56:22.000Z",
  "_published": "2026-05-22T09:36:47.299Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 77354041109,
      "time": 216,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "6970726531"
    },
    {
      "job": 77354040957,
      "time": 172,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "6970709047"
    },
    {
      "job": 77354041749,
      "time": 175,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6970710606"
    },
    {
      "job": 77354041407,
      "time": 136,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6970696133"
    },
    {
      "job": 77354041314,
      "time": 178,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "6970710724"
    },
    {
      "job": 77354041734,
      "time": 255,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "6970741760"
    },
    {
      "job": 77354041048,
      "time": 138,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6970696509"
    },
    {
      "job": 77354040841,
      "time": 418,
      "config": "macos-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6970806887"
    },
    {
      "job": 77354040715,
      "time": 277,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6970641681"
    },
    {
      "job": 77354040451,
      "time": 106,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7157419210"
    },
    {
      "job": 77354041150,
      "time": 151,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "6970701419"
    },
    {
      "job": 77354041050,
      "time": 144,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "6970698968"
    },
    {
      "job": 77354040956,
      "time": 175,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "6970711186"
    }
  ],
  "_buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/FastGaSP",
  "_commit": {
    "id": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
    "author": "Mengyang Gu <mengyang@pstat.ucsb.edu>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 0.6.4\n",
    "time": 1778669218
  },
  "_maintainer": {
    "name": "Mengyang Gu",
    "email": "mengyang@pstat.ucsb.edu",
    "login": "uncertaintyquantification",
    "uuid": 90583661
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "methods",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppEigen",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "role": "Imports"
    },
    {
      "package": "rstiefel",
      "role": "Imports"
    }
  ],
  "_owner": "cran",
  "_selfowned": true,
  "_usedby": 1,
  "_updates": [
    {
      "week": "2025-23",
      "n": 1
    },
    {
      "week": "2025-35",
      "n": 1
    },
    {
      "week": "2026-10",
      "n": 1
    },
    {
      "week": "2026-20",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "0.6.1",
      "date": "2025-06-06"
    },
    {
      "name": "0.6.2",
      "date": "2025-08-27"
    },
    {
      "name": "0.6.3",
      "date": "2026-03-08"
    },
    {
      "name": "0.6.4",
      "date": "2026-05-13"
    }
  ],
  "_stars": 0,
  "_contributors": [
    {
      "user": "uncertaintyquantification",
      "count": 7,
      "uuid": 90583661
    }
  ],
  "_userbio": {
    "uuid": 90583661,
    "type": "user",
    "name": "Computational Uncertainty Quantification Lab",
    "description": "This is the Computational Uncertainty Quantification Lab led by Dr. Mengyang Gu from UC Santa Barbara."
  },
  "_downloads": {
    "count": 526,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/FastGaSP"
  },
  "_searchresults": 40,
  "_topics": [
    "cpp"
  ],
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/FastGaSP.html",
    "manual.pdf"
  ],
  "_realowner": "uncertaintyquantification",
  "_cranurl": false,
  "_releases": [
    {
      "version": "0.5.0",
      "date": "2019-01-08"
    },
    {
      "version": "0.5.1",
      "date": "2019-04-12"
    },
    {
      "version": "0.5.2",
      "date": "2021-09-03"
    },
    {
      "version": "0.5.3",
      "date": "2024-04-26"
    },
    {
      "version": "0.6.0",
      "date": "2025-02-12"
    },
    {
      "version": "0.6.1",
      "date": "2025-06-06"
    },
    {
      "version": "0.6.2",
      "date": "2025-08-27"
    },
    {
      "version": "0.6.3",
      "date": "2026-03-08"
    },
    {
      "version": "0.6.4",
      "date": "2026-05-13"
    }
  ],
  "_exports": [
    "A_t_times_x_particle",
    "A_times_x_particle",
    "Construct_G_exp",
    "Construct_G_matern_3_2",
    "Construct_G_matern_5_2",
    "Construct_W_exp",
    "Construct_W_matern_3_2",
    "Construct_W_matern_5_2",
    "Construct_W0_exp",
    "Construct_W0_matern_3_2",
    "Construct_W0_matern_5_2",
    "extract_time_window",
    "f_Vicsek_variation",
    "fgasp",
    "fit",
    "fit.fmou",
    "fit.gppca",
    "fmou",
    "Get_C_R_K_Q",
    "get_consecutive_data",
    "Get_log_det_S2",
    "Get_Q_K",
    "Get_R_y",
    "gppca",
    "IKF",
    "IKF_CG_particle",
    "IKF_CG_particle_cell",
    "log_lik",
    "predict",
    "predict.fgasp",
    "predict.fmou",
    "predict.gppca",
    "Sample_KF",
    "Sample_KF_post",
    "show",
    "simulate_particle",
    "trajectory_data",
    "unnormalized_Vicsek"
  ],
  "_help": [
    {
      "page": "FastGaSP-package",
      "title": "Fast and Exact Computation of Gaussian Stochastic Process",
      "topics": [
        "FastGaSP-package",
        "FastGaSP"
      ]
    },
    {
      "page": "extract_time_window",
      "title": "Extract time window from particle data",
      "topics": [
        "extract_time_window"
      ]
    },
    {
      "page": "fgasp",
      "title": "Setting up the Fast GaSP model",
      "topics": [
        "fgasp",
        "fgasp-method"
      ]
    },
    {
      "page": "fgasp-class",
      "title": "Fast GaSP class",
      "topics": [
        "fgasp-class"
      ]
    },
    {
      "page": "fit",
      "title": "Fit Particle Interaction Models",
      "topics": [
        "fit"
      ]
    },
    {
      "page": "fit.fmou,fmou-method",
      "title": "The fast EM algorithm of multivariate Ornstein-Uhlenbeck processes",
      "topics": [
        "fit.fmou",
        "fit.fmou,fmou-method"
      ]
    },
    {
      "page": "fit.gppca,gppca-method",
      "title": "Parameter estimation for generalized probabilistic principal component analysis of correlated data.",
      "topics": [
        "fit.gppca",
        "fit.gppca,gppca-method"
      ]
    },
    {
      "page": "fit.particle.data",
      "title": "Fit method for particle data",
      "topics": [
        "fit,particle.data-method",
        "fit.particle.data"
      ]
    },
    {
      "page": "fmou",
      "title": "Setting up the FMOU model",
      "topics": [
        "fmou",
        "fmou-method"
      ]
    },
    {
      "page": "fmou-class",
      "title": "FMOU class",
      "topics": [
        "fmou-class"
      ]
    },
    {
      "page": "gppca",
      "title": "Setting up the GPPCA model",
      "topics": [
        "gppca",
        "gppca-method"
      ]
    },
    {
      "page": "gppca-class",
      "title": "GPPCA class",
      "topics": [
        "gppca-class"
      ]
    },
    {
      "page": "IKF",
      "title": "Inverse Kalman Filter - The multiplication of R with y with given kernel type",
      "topics": [
        "IKF"
      ]
    },
    {
      "page": "log_lik",
      "title": "Natural logarithm of profile likelihood by the fast computing algorithm",
      "topics": [
        "log_lik"
      ]
    },
    {
      "page": "particle.data-class",
      "title": "Particle trajectory data class",
      "topics": [
        "particle.data",
        "particle.data-class"
      ]
    },
    {
      "page": "particle.est-class",
      "title": "Particle interaction estimation class",
      "topics": [
        "particle.est",
        "particle.est-class"
      ]
    },
    {
      "page": "predict.fgasp",
      "title": "Prediction and uncertainty quantification on the testing input using a GaSP model.",
      "topics": [
        "predict",
        "predict,fgasp-method",
        "predict.fgasp"
      ]
    },
    {
      "page": "predict.fmou,fmou-method",
      "title": "Prediction and uncertainty quantification on the future observations using a FMOU model.",
      "topics": [
        "predict.fmou",
        "predict.fmou,fmou-method"
      ]
    },
    {
      "page": "predict.gppca,gppca-method",
      "title": "Prediction and uncertainty quantification on the future observations using GPPCA.",
      "topics": [
        "predict.gppca",
        "predict.gppca,gppca-method"
      ]
    },
    {
      "page": "predictobj.fgasp-class",
      "title": "Predictive results for the Fast GaSP class",
      "topics": [
        "predictobj.fgasp",
        "predictobj.fgasp-class"
      ]
    },
    {
      "page": "show.fgasp",
      "title": "Show an 'fgasp' object.",
      "topics": [
        "show,fgasp-method"
      ]
    },
    {
      "page": "show.particle.data",
      "title": "Show method for particle data class",
      "topics": [
        "show,particle.data-method",
        "show.particle.data"
      ]
    },
    {
      "page": "show.particle.est",
      "title": "Show method for particle estimation class",
      "topics": [
        "show,particle.est-method"
      ]
    },
    {
      "page": "simulate_particle",
      "title": "Simulate particle trajectories",
      "topics": [
        "simulate_particle"
      ]
    },
    {
      "page": "trajectory_data",
      "title": "Convert experimental particle tracking data to particle.data object",
      "topics": [
        "trajectory_data"
      ]
    }
  ],
  "_rundeps": [
    "Rcpp",
    "RcppEigen",
    "rstiefel"
  ],
  "_sysdeps": [
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    }
  ],
  "_score": 2.681241237375587,
  "_indexed": true,
  "_nocasepkg": "fastgasp",
  "_universes": [
    "uncertaintyquantification"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.6.4",
      "date": "2026-05-13T12:59:58.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "821d751d997f7315e951aa5f0242fb4c366a4cfff83f338ac685abeb6a29b888",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.6.4",
      "date": "2026-05-13T12:59:07.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "7ea2642cf4c12aabc1caf6d48017ace0f5e4e9c9783aadb69d37ff65a5f83fbb",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.6.4",
      "date": "2026-05-13T12:59:13.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "f83cadb6fb6a3bcbd836ca6c7013b1c83b82350524b74d590fe59626e7575d12",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.6.4",
      "date": "2026-05-13T12:58:46.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "fc3a0dcc3aacd35605ba735bb458985e8264f26e8aa1c8137d1cddde5a1f391e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.6.4",
      "date": "2026-05-13T12:58:58.000Z",
      "arch": "aarch64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "f843966b21feafffe1301ce578c9f3fd547e06512078519b8a8adc4d08842a81",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.6.4",
      "date": "2026-05-13T12:59:51.000Z",
      "arch": "x86_64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "5afcc7c17760e861823777577040ba41eba79083c83b9d19dc88ca6215972135",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.6.4",
      "date": "2026-05-13T12:58:38.000Z",
      "arch": "aarch64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "4078399a3f3cfcf92c778d2cdfc58bb3635570754ee715e33873239950cdb0b8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.6.4",
      "date": "2026-05-13T13:01:24.000Z",
      "arch": "x86_64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "d8698090d810aa06be294f7c65bd5f75b1a932b8bc4f5fcb563604c8483d3924",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.6.4",
      "date": "2026-05-13T12:58:07.000Z",
      "arch": "x86_64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "85d8053cf9c2562727b9d7ae09c5454437044f20a1802e64b7d656bc3c5d4fe6",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.6.4",
      "date": "2026-05-13T12:58:05.000Z",
      "arch": "x86_64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "4b3e4e21d376b4457dbb598606a0919b97276630667e012ca641094123969fc8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.6.4",
      "date": "2026-05-13T12:58:16.000Z",
      "arch": "x86_64",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "5d55dbad24b7797626a826c878b7d71152c8e8bbd6fe8cbcfb21abf89850ef74",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.6.4",
      "date": "2026-05-22T09:36:16.000Z",
      "arch": "emscripten",
      "commit": "5b02f52ca35f9a75fe172ad5af01799f3e0e4035",
      "fileid": "0b6bd71cffb339c5954230c02da090a89ee6ff966effa8ce8580dcd43c75a852",
      "status": "success",
      "buildurl": "https://github.com/r-universe/uncertaintyquantification/actions/runs/25800269324"
    }
  ]
}