Package: FastGaSP
Type: Package
Title: Fast and Exact Computation of Gaussian Stochastic Process
Version: 0.5.3
Date: 2024-04-25
Authors@R: c(person(given="Mengyang",family="Gu",role=c("aut","cre"),email="mengyang@pstat.ucsb.edu"))
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
Author: Mengyang Gu [aut, cre]
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, 2020, Journal of Computational and Graphical Statistics. 
License: GPL (>= 2)
Depends: methods
Imports: Rcpp
LinkingTo: Rcpp, RcppEigen
NeedsCompilation: yes
Repository: CRAN
Packaged: 2024-04-25 20:27:23 UTC; mengyanggu
RoxygenNote: 5.0.1
Date/Publication: 2024-04-26 09:10:02 UTC
Built: R 4.5.1; aarch64-apple-darwin25.0.0; 2025-10-05 00:09:54 UTC; unix
