Using GPstuff from R GPstuff can be used from R by using RcppOctave package. RcppOctave allows to call any Octave functions and browse their documentation from R, and pass variables between R and Octave. Instructions Start R and install RcppOctave install.packages("RcppOctave") require(RcppOctave) Set path to GPstuff path <- .O$genpath("/path/to/gpstuff") .O$addpath(path) Run demo o_source("/path/to/gpstuff/gp/demo_classific.m") or run Octave commands line by line o_eval("L = strrep(S, 'demo_classific.m', 'demodata/synth.tr')") o_eval("x = load(L)") o_eval("y=x(:,end);") o_eval("y = 2.*y-1;") ... More examples to follow.