gpHist: Gaussian Process with Histogram Intersection Kernel

Provides an implementation of a Gaussian process regression with a histogram intersection kernel (HIK) and utilizes approximations to speed up learning and prediction. In contrast to a squared exponential kernel, an HIK provides advantages such as linear memory and learning time requirements. However, the HIK only provides a piecewise-linear approximation of the function. Furthermore, the number of estimated eigenvalues is reduced. The eigenvalues and vectors are required for the approximation of the log-likelihood function as well as the approximation of the predicted variance of new samples. This package provides approximations for a single eigenvalue as well as multiple. Further information of the variance and log-likelihood approximation, as well as the Gaussian process with HIK, can be found in the paper by Rodner et al. (2016) <doi:10.1007/s11263-016-0929-y>.

Version: 0.1
Published: 2017-11-24
Author: Dennis Becker
Maintainer: Dennis Becker <dbecker at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: gpHist results


Reference manual: gpHist.pdf
Package source: gpHist_0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: not available
OS X Mavericks binaries: r-oldrel: not available


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