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).

Provides functionality to produce graphs of probability density functions and cumulative distribution functions with few keystrokes, allows shading under the curve of the probability density function to illustrate concepts such as p-values and critical values, and fits a simple linear regression line on a scatter plot with the equation as the main title.

Implementation of FastICA algorithm to perform Independent
        Component Analysis (ICA) and Projection Pursuit.

TrainFastImputation() uses training data to describe a
    multivariate normal distribution that the data approximates or
    can be transformed into approximating and stores this information
    as an object of class 'FastImputationPatterns'. FastImputation()
    function uses this 'FastImputationPatterns' object to impute (make
    a good guess at) missing data in a single line or a whole data frame
    of data.  This approximates the process used by 'Amelia'
    <https://gking.harvard.edu/amelia> but is much faster when
    filling in values for a single line of data.

Maximum likelihood estimation for the semi-parametric joint modeling of competing risks and longitudinal data applying customized linear scan algorithms, proposed by Li and colleagues (2022) <doi:10.1155/2022/1362913>. 
             The time-to-event data is modelled using a (cause-specific) Cox proportional hazards regression model with time-fixed covariates. The longitudinal 
             outcome is modelled using a linear mixed effects model. The association is captured by shared random effects. The model 
             is estimated using an Expectation Maximization algorithm.