/sparseRGPs

R package for fitting full and sparse Gaussian processes.

Primary LanguageR

sparseRGPs

This R package contains code to fit sparse and full Gaussian processes (GPs) on Gaussian, binary, or Poisson data.

To download this package you can either clone it to your machine or run devtools::install_github("nategarton13/sparseRGPs") in R/Rstudio. If you decide to clone it to your machine, you will need to open the sparseRGPs R project and run devtools::load_all() to load all relevant functions. Once installed, the two main functions for fitting and predicting with GPs, optimize_gp() and predict_gp(), can be used.

Scripts containing links to data sets and code to run analyses are provided in the /exec folder, which can be found by navigating to the directory where the package was installed. Alternatively, these scripts can be copy-pasted from Github.