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FastGaSP
View on CRAN: Click
here
Download and install FastGaSP package within the R console
Install from CRAN:
install.packages("FastGaSP")
Install from Github:
library("remotes")
install_github("cran/FastGaSP") Install by package version:
library("remotes")
install_version("FastGaSP", "0.6.2") Attach the package and use:
library("FastGaSP")
Maintained by
Mengyang Gu
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-01-08
Latest Update: 2025-06-06
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), .
How to cite:
Mengyang Gu (2019). FastGaSP: Fast and Exact Computation of Gaussian Stochastic Process. R package version 0.6.2, https://cran.r-project.org/web/packages/FastGaSP. Accessed 07 Jun. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for FastGaSP
Functions, R codes and Examples using
the FastGaSP R package
Some associated functions: Construct_G_exp . Construct_G_matern_5_2 . Construct_W0_exp . Construct_W0_matern_5_2 . Construct_W_exp . Construct_W_matern_5_2 . FastGaSP-package . Get_C_R_K_Q . Get_L_inv_y . Get_log_det_S2 . Kalman_smoother . Sample_KF . Sample_KF_post . fgasp-class . fgasp . log_lik . predict.fgasp . predictobj.fgasp-class . show.fgasp .
Some associated R codes: RcppExports.R . functions.R . structure.R . Full FastGaSP package functions and examples
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