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Gaussian processes on graphs and lattices in Stan using cmdstanr.

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onnela-lab/gptoolsStan

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gptoolsStan gptoolsStan R package CRAN/METACRAN Version

gptoolsStan is a minimal package to publish Stan code for efficient Gaussian process inference. The package can be used with the cmdstanr interface for Stan in R.

Getting Started

  1. Install cmdstanr if you haven't already (see here for details).
  2. Install this package by running install.packages("gptoolsStan").
  3. Compile your first model.
library(cmdstanr)
library(gptoolsStan)

model <- cmdstan_model(
  stan_file="path/to/your/model.stan",
  include_paths=gptools_include_path(),
)

For an end-to-end example, see this vignette. More comprehensive documentation, including many examples, is available although using the cmdstanpy interface for Python.