Efficiently Using Gaussian Processes with Rcpp and RcppEigen

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Documentation for package ‘FastGP’ version 1.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Code demos. Use demo() to run them.

Help Pages

durbin	Matrix Operations Using Rcpp and RcppEigen
ess	Sampling from a Bayesian model with a multivariate normal prior distribution
rcppeigen_get_chol	Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_chol_diag	Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_chol_stable	Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_det	Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_diag	Matrix Operations Using Rcpp and RcppEigen
rcppeigen_invert_matrix	Matrix Operations Using Rcpp and RcppEigen
rcpp_distance	Matrix Operations Using Rcpp and RcppEigen
rcpp_log_dmvnorm	Multivariate Normal Sampling and Log-Density Evaluation
rcpp_rmvnorm	Multivariate Normal Sampling and Log-Density Evaluation
rcpp_rmvnorm_stable	Multivariate Normal Sampling and Log-Density Evaluation
tinv	Matrix Operations Using Rcpp and RcppEigen
trench	Matrix Operations Using Rcpp and RcppEigen