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FastGaSP  

Fast and Exact Computation of Gaussian Stochastic Process
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]
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 11 Mar. 2026.
Previous versions and publish date:
0.5.0 (2019-01-08 18:30), 0.5.1 (2019-04-12 19:12), 0.5.2 (2021-09-03 01:20), 0.5.3 (2024-04-26 11:10), 0.6.0 (2025-02-12 13:20), 0.6.1 (2025-06-06 02:10), 0.6.2 (2025-08-27 09:40)
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Complete documentation for FastGaSP
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