# Efficiently Using Gaussian Processes with Rcpp and RcppEigen

## Documentation for package ‘FastGP’ version 1.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.

## Help Pages

durbin | Matrix Operations Using Rcpp and RcppEigen
ess | Sampling from a Bayesian model with a multivariate normal prior distribution
rcppeigen_get_chol | Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_chol_diag | Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_chol_stable | Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_det | Matrix Operations Using Rcpp and RcppEigen
rcppeigen_get_diag | Matrix Operations Using Rcpp and RcppEigen
rcppeigen_invert_matrix | Matrix Operations Using Rcpp and RcppEigen
rcpp_distance | Matrix Operations Using Rcpp and RcppEigen
rcpp_log_dmvnorm | Multivariate Normal Sampling and Log-Density Evaluation
rcpp_rmvnorm | Multivariate Normal Sampling and Log-Density Evaluation
rcpp_rmvnorm_stable | Multivariate Normal Sampling and Log-Density Evaluation
tinv | Matrix Operations Using Rcpp and RcppEigen
trench | Matrix Operations Using Rcpp and RcppEigen