Contains code for multiple output/Kronecker GPs in Stan.

The following models are included in the repo:

• 1-dimensional GP with 3-dimensonal multivariate normal observations
• 2-dimensional Kronecker GP with Gaussian observations
• 2-dimensional Kronecker GP with Poisson observations
• 3-dimensional Kronecker GP with Gaussian observations
• 3-dimensional Kronecker GP with Poisson observations

Each .stan file has a matching R file that will generate fake data corresponding the generative model in the Stan program.

MIT License

Copyright (c) [2017] [Robert Trangucci]

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

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