Generic function for fitting particle interaction models to data.

methods

Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It includes efficient implementations of the inverse Kalman filter, with applications such as estimating particle interaction functions. These tools support models with or without noise. Additionally, the package offers algorithms for fast parameter estimation in latent factor models, where the factor loading matrix is orthogonal, and latent processes are modeled by Gaussian processes. See the references: 1) Mengyang Gu and Yanxun Xu (2020), Journal of Computational and Graphical Statistics; 2) Xinyi Fang and Mengyang Gu (2024), <doi:10.48550/arXiv.2407.10089>; 3) Mengyang Gu and Weining Shen (2020), Journal of Machine Learning Research; 4) Yizi Lin, Xubo Liu, Paul Segall and Mengyang Gu (2025), <doi:10.48550/arXiv.2501.01324>.

Mengyang Gu

FastGaSP

Fast and Exact Computation of Gaussian Stochastic Process

Xinyi Fang

Yizi Lin

fit function

<dl><dt>object</dt>
<dd>Object containing data to be fit</dd><dt>...</dt>
<dd>Additional arguments passed to fitting methods</dd></dl>

Arguments

Fit Particle Interaction Models — fit

<dl>

<dt>object</dt>
<dd>Object containing data to be fit</dd>

<dt>...</dt>
<dd>Additional arguments passed to fitting methods</dd>

</dl>

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fit: Fit Particle Interaction Models

Description

Usage

Arguments

See Also