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C++ Gaussian Process library

Build Status

Aim

  • Be fast
  • Scale well
  • Depend only on open-source libraries
    • Eigen (matrix manipulation)
    • GSL (optimization)
  • Be easily interfaceable
    • R module
    • IMP module

Build

In what follows, the repository is expected to be in ./src and the library will be built in ./build

To build without comments:

cd build
cmake ../src -G Ninja -DCMAKE_BUILD_TYPE=Release
ninja

To build with logging

cd build
cmake ../src -G Ninja -DCMAKE_BUILD_TYPE=Debug
ninja

To run test for MVN, in build folder

./TestMVN

Trivial benchmark for MVN

./MVNBench ../data/toy.dat ../data/fitting_protocol2.dat

Simple benchmark for MVN

./MVNBench ../data/simple.dat ../data/fitting_protocol.dat

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C++ Gaussian Process library

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