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https://github.com/dirmeier/gpr

Gaussian processes for machine learning in R and FORTRAN.
https://github.com/dirmeier/gpr

gaussian-processes machine-learning toy-project

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Gaussian processes for machine learning in R and FORTRAN.

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gpR

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Gaussian processes for machine learning in R and FORTRAN.

## Introduction

Gaussian Processes have recently gained a lot of attention in machine learning. gpR shows how the calculation of the posterior predictive of a Gaussian Process and prediction of novel data is done when the kernel parameters are *known*. In the next versions I will implement how those are calculated by optimizing the marginal likelihood and probably include more kernels.

## Installation

Install `gpR` using:

```{r}
devtools::install_github("dirmeier/gpR")
```

from the R-console.

## Usage

Load the package using `library(gpR)`. We provide a vignette for the package that can be called using: `vignette("gpR")`. This should be all the information you need. For regression try the demo-tour using:

```{r}
demo.regression()
```

or for classification (i.e. binomial responses):

```{r}
demo.bin.classification()
```

Also check out the source code for more info, fork the package, or just write me!

## Author

* Simon Dirmeier simon.dirmeier@gmx.de