Fast and Exact Computation of Gaussian Stochastic Process

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Documentation for package ‘FastGaSP’ version 0.6.1

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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