Function reference
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GP()
- Calculate posterior mean vector and covariance matrix
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cov_exp_quad()
- Compute an exponential quadratic covariance matrix, also known as a squared exponential
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cov_exp_quad_cpp()
- Compute an exponential quadratic covariance matrix, also known as a squared exponential
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cov_linear()
- Compute a linear covariance matrix
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cov_linear_cpp()
- Compute a linear covariance matrix
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cov_periodic()
- Compute a periodic covariance matrix
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cov_periodic_cpp()
- Compute a periodic covariance matrix
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cov_rat_quad()
- Compute a rational quadratic covariance matrix
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cov_rat_quad_cpp()
- Compute a rational quadratic covariance matrix
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neg_log_likelihood()
- Calculate negative marginal log likelihood of a Gaussian process regression model
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plot(<GPCov>)
- Plot a covariance matrix
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plot(<TSGP>)
- Plot summary of draws from GP posterior
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tsgp
- Simple Time Series Modelling Using Gaussian Processes