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GPM (version 3.0.1)

Gaussian Process Modeling of Multi-Response and Possibly Noisy Datasets

Description

Provides a general and efficient tool for fitting a response surface to a dataset via Gaussian processes. The dataset can have multiple responses and be noisy (with stationary variance). The fitted GP model can predict the gradient as well. The package is based on the work of Bostanabad, R., Kearney, T., Tao, S. Y., Apley, D. W. & Chen, W. (2018) Leveraging the nugget parameter for efficient Gaussian process modeling. International Journal for Numerical Methods in Engineering, 114, 501-516.

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Version

Install

install.packages('GPM')

Monthly Downloads

218

Version

3.0.1

License

GPL-2

Maintainer

Ramin Bostanabad

Last Published

March 21st, 2019

Functions in GPM (3.0.1)

NLogL_G

The Function for calculating the gradient of Negative Log-Likelehood in GPM Package
Predict

The Prediction Function of GPM Package
MatrixAlgebra

A Set of Functions for Doing Some Calculations on Matrices in GPM Package
NLogL

The Function for calculating the Negative Log-Likelehood in GPM Package
Auxil

An auxiliary function used in calculating the negative log-likelehood and its gradient
CorrMat

Two Functions for Constructing the Correlation Matrix in GPM Package
Draw

The Plotting Function of GPM Package
Fit

The Fitting Function of GPM Package