Skip to Content

spectralGP

1.1
Package: 
spectralGP
Approximate Gaussian processes using the Fourier basis
Routines for creating, manipulating, and performing Bayesian inference about Gaussian processes in one and two dimensions using the Fourier basis approximation: simulation and plotting of processes, calculation of coefficient variances, calculation of process density, coefficient proposals (for use in MCMC). It uses R environments to store GP objects as references/pointers.
Author: 
Chris Paciorek <paciorek@alumni.cmu.edu>
License: 
GPL (version 2 or later)