A framework for statistical modelling in C++, with a focus on Gaussian processes.
- Gaussian process regression which is accomplished using composable covariance functions and templated predictor types.
- Evaluation utilities, with a focus on cross validation.
- Written using generics in an attempt to make these core routines applicable to a number of fields.
- Parameter handling which makes it easy to get and set parameters in a standardized way as well as compose and (de)serialize models to string.
For more details See the full documentation