Efficiently Using Gaussian Processes with Rcpp and RcppEigen R package FastGP version 1.3 Contains Rcpp and RcppEigen implementations of matrix operations useful for Gaussian process models, such as the inversion of a symmetric Toeplitz matrix, sampling from multivariate normal distributions, evaluation of the log-density of a multivariate normal vector, and Bayesian inference for latent variable Gaussian process models with elliptical slice sampling (Murray, Adams, and MacKay 2010). Software Imports: Rcpp, MASS, mvtnorm, stats LinkingTo: Rcpp, RcppEigen Giri Gopalan <gopalan88@gmail.com> Comprehensive R Archive Network (CRAN) Giri Gopalan [aut, cre], Luke Bornn [aut] GPL-2 2026-04-29 application/tgz https://CRAN.R-project.org/package=FastGP doi:10.32614/CRAN.package.FastGP