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GauPro

Gaussian Process Fitting

Fits a Gaussian process model to data. Gaussian processes are commonly used in computer experiments to fit an interpolating model. The model is stored as an 'R6' object and can be easily updated with new data. There are options to run in parallel (not for Windows), and 'Rcpp' has been used to speed up calculations. Other R packages that perform similar calculations include 'laGP', 'DiceKriging', 'GPfit', and 'mlegp'.

Functions (44)

Exponential

Exponential Kernel R6 class

GauPro_selector

GauPro_Gauss

Corr Gauss GP using inherited optim

GauPro_Gauss_LOO

Corr Gauss GP using inherited optim

GauPro_base

Class providing object with methods for fitting a GP model

GauPro_kernel

Kernel R6 class

GauPro_kernel_beta

Beta Kernel R6 class

GauPro_kernel_model

GauPro model that uses kernels

GauPro_kernel_model_LOO

Corr Gauss GP using inherited optim

GauPro_trend

Trend R6 class

Gaussian Kernel R6 class

Gaussian_devianceC

Calculate the Gaussian deviance in C

Gaussian_hessianC

Calculate Hessian for a GP with Gaussian correlation

Gaussian_hessianCC

Gaussian hessian in C

Gaussian_hessianR

Calculate Hessian for a GP with Gaussian correlation

Matern 3/2 Kernel R6 class

Matern 5/2 Kernel R6 class

Periodic Kernel R6 class

Power Exponential Kernel R6 class

Rational Quadratic Kernel R6 class

Triangle Kernel R6 class

White noise Kernel R6 class

arma_mult_cube_vec

Cube multiply over first dimension

corr_exponential_matrix_symC

Correlation Gaussian matrix in C (symmetric)

corr_gauss_dCdX

Correlation Gaussian matrix gradient in C using Armadillo

corr_gauss_matrix

Gaussian correlation

corr_gauss_matrixC

Correlation Gaussian matrix in C using Rcpp

corr_gauss_matrix_armaC

Correlation Gaussian matrix in C using Armadillo

corr_gauss_matrix_symC

Correlation Gaussian matrix in C (symmetric)

corr_gauss_matrix_sym_armaC

Correlation Gaussian matrix in C using Armadillo (symmetric)

corr_matern32_matrix_symC

Correlation Gaussian matrix in C (symmetric)

corr_matern52_matrix_symC

Correlation Gaussian matrix in C (symmetric)

gradfuncarray

Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dparams Doesn't need to be exported, should only be useful in functions.

kernel_gauss_dC

Correlation Gaussian matrix in C (symmetric)

kernel_product

Gaussian Kernel R6 class

Gaussian Kernel R6 class

plot.GauPro

Plot for class GauPro

plus-.GauPro_kernel

Kernel sum

predict.GauPro

Predict for class GauPro

sqrt_matrix

Find the square root of a matrix

times-.GauPro_kernel

Kernel product

Trend R6 class

Trend R6 class

Trend R6 class

GauPro

Gaussian Process Fitting

v0.2.4

GPL-3

Authors

Collin Erickson

Initial release

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