gaussianprocesses: Gaussian Processes from First Principles

Gaussian process regression, classification, and count models with explicit covariance kernels, exact Gaussian inference, Laplace approximations for non-Gaussian likelihoods, sparse approximations, marginal-likelihood optimization, derivatives, posterior sampling, calibration diagnostics, and time-series workflows. The implementation follows the core methodology of Rasmussen and Williams (2006) <doi:10.7551/mitpress/3206.001.0001> and emphasizes numerical stability, transparent assumptions, and reproducible statistical workflows.

Version:	1.0.0
Imports:	stats
Suggests:	DiceKriging, gplite, kernlab, knitr, nlme, rmarkdown, testthat (≥ 3.0.0), yaml
Published:	2026-10-21
DOI:	10.32614/CRAN.package.gaussianprocesses (may not be active yet)
Author:	Diogo Ribeiro [aut, cre] (affiliation: Faculty of Media Arts and Design of the Technical University of Porto)
Maintainer:	Diogo Ribeiro <dfr at esmad.ipp.pt>
License:	MIT + file LICENSE
URL:	https://gaussian-processes-r-12efed.gitlab.io/, https://gitlab.com/DiogoRibeiro7/gaussian-processes-r
NeedsCompilation:	no
Language:	en-US
Citation:	gaussianprocesses citation info
Materials:	NEWS
CRAN checks:	gaussianprocesses results

Documentation:

Reference manual:

gaussianprocesses.html , gaussianprocesses.pdf

Vignettes:

Gaussian-Process Regression from First Principles (source, R code) Covariance Kernels and Composition (source, R code) Marginal Likelihood, Prediction, and Uncertainty (source, R code) Numerical Stability in Gaussian-Process Computation (source, R code) Multidimensional Gaussian Processes and ARD (source, R code) Gaussian Processes for Time Series (source, R code) Derivatives of Covariance Kernels (source, R code)

Downloads:

Package source:	gaussianprocesses_1.0.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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