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gptoolsStan  

Gaussian Processes on Graphs and Lattices in 'Stan'
View on CRAN: Click here


Download and install gptoolsStan package within the R console
Install from CRAN:
install.packages("gptoolsStan")

Install from Github:
library("remotes")
install_github("cran/gptoolsStan")

Install by package version:
library("remotes")
install_version("gptoolsStan", "0.1.0")



Attach the package and use:
library("gptoolsStan")
Maintained by
Till Hoffmann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-12-19
Latest Update: 2023-12-19
Description:
Gaussian processes are flexible distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. This package implements two methods for scaling Gaussian process inference in 'Stan'. First, a sparse approximation of the likelihood that is generally applicable and, second, an exact method for regularly spaced data modeled by stationary kernels using fast Fourier methods. Utility functions are provided to compile and fit 'Stan' models using the 'cmdstanr' interface. References: Hoffmann and Onnela (2022) .
How to cite:
Till Hoffmann (2023). gptoolsStan: Gaussian Processes on Graphs and Lattices in 'Stan'. R package version 0.1.0, https://cran.r-project.org/web/packages/gptoolsStan
Previous versions and publish date:
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Functions, R codes and Examples using the gptoolsStan R package
Some associated functions: gptools_include_path . 
Some associated R codes: model.R .  Full gptoolsStan package functions and examples
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