/albatross

A framework for statistical modelling in C++.

Primary LanguageC++MIT LicenseMIT

albatross CI

A framework for statistical modelling in C++, with a focus on Gaussian processes.

Features

  • Gaussian process regression which is accomplished using composable covariance functions and templated predictor types.
  • Evaluation utilities, with a focus on cross validation.
  • Written using generics in an attempt to make these core routines applicable to a number of fields.
  • Parameter handling which makes it easy to get and set parameters in a standardized way as well as compose and (de)serialize models to string.

For more details See the full documentation