R: Fast and Exact Computation of Gaussian Stochastic Process

# Fast and Exact Computation of Gaussian Stochastic Process

## Documentation for package ‘FastGaSP’ version 0.6.4

- DESCRIPTION file

## Help Pages

FastGaSP-package | Fast and Exact Computation of Gaussian Stochastic Process
extract_time_window | Extract time window from particle data
FastGaSP | Fast and Exact Computation of Gaussian Stochastic Process
fgasp | Setting up the Fast GaSP model
fgasp-class | Fast GaSP class
fgasp-method | Setting up the Fast GaSP model
fit | Fit Particle Interaction Models
fit-method | Fit method for particle data
fit.fmou | The fast EM algorithm of multivariate Ornstein-Uhlenbeck processes
fit.fmou-method | The fast EM algorithm of multivariate Ornstein-Uhlenbeck processes
fit.gppca | Parameter estimation for generalized probabilistic principal component analysis of correlated data.
fit.gppca-method | Parameter estimation for generalized probabilistic principal component analysis of correlated data.
fit.particle.data | Fit method for particle data
fmou | Setting up the FMOU model
fmou-class | FMOU class
fmou-method | Setting up the FMOU model
gppca | Setting up the GPPCA model
gppca-class | GPPCA class
gppca-method | Setting up the GPPCA model
IKF | Inverse Kalman Filter - The multiplication of R with y with given kernel type
log_lik | Natural logarithm of profile likelihood by the fast computing algorithm
particle.data | Particle trajectory data class
particle.data-class | Particle trajectory data class
particle.est | Particle interaction estimation class
particle.est-class | Particle interaction estimation class
predict | Prediction and uncertainty quantification on the testing input using a GaSP model.
predict-method | Prediction and uncertainty quantification on the testing input using a GaSP model.
predict.fgasp | Prediction and uncertainty quantification on the testing input using a GaSP model.
predict.fmou | Prediction and uncertainty quantification on the future observations using a FMOU model.
predict.fmou-method | Prediction and uncertainty quantification on the future observations using a FMOU model.
predict.gppca | Prediction and uncertainty quantification on the future observations using GPPCA.
predict.gppca-method | Prediction and uncertainty quantification on the future observations using GPPCA.
predictobj.fgasp | Predictive results for the Fast GaSP class
predictobj.fgasp-class | Predictive results for the Fast GaSP class
show-method | Show an 'fgasp' object.
show-method | Show method for particle data class
show-method | Show method for particle estimation class
show.particle.data | Show method for particle data class
simulate_particle | Simulate particle trajectories
trajectory_data | Convert experimental particle tracking data to particle.data object