David Ginsbourger

David Ginsbourger

3 packages on CRAN

99.99th

Percentile

Estimation, validation and prediction of kriging models. Important functions : km, print.km, plot.km, predict.km.

kergp

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99.99th

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Gaussian process regression with an emphasis on kernels. Quantitative and qualitative inputs are accepted. Some pre-defined kernels are available, such as radial or tensor-sum for quantitative inputs, and compound symmetry, low rank, group kernel for qualitative inputs. The user can define new kernels and composite kernels through a formula mechanism. Useful methods include parameter estimation by maximum likelihood, simulation, prediction and leave-one-out validation.

KrigInv

cran
99.99th

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Criteria and algorithms for sequentially estimating level sets of a multivariate numerical function, possibly observed with noise.