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GaSP: Train and Apply a Gaussian Stochastic Process Model

GaSP R package, created by William J. Welch and Yilin Yang.
See the documentation for the basic outline and some simple examples of GaSP functions, and see the vignette for a more detailed description of GaSP as well as some noteworthy implementation choices made by the authors.

Changelogs:

  • Version 1.0.1:

    • Added a vignette for GaSP.
    • Fixed memory leak in C functions.
    • Minor bug fixes for error matrix console output and Fit C initialization when 'random_error = TRUE'.

  • Version 1.0.2:

    • PROTECT bugs fixed
    • Compilation warnings about function prototypes, declarations, arguments fixed

  • Version 1.0.3:

    • More C compilation warnings fixed
    • R class() comparison with string fixed

  • Version 1.0.4

    • sprintf and vsprintf replaced by snprintf and vsnprintf, respectively

  • Version 1.0.5

    • C format specifiers and type casts fixed for output messages

  • Version 1.0.6

    • C types and type casts fixed

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Version

Install

install.packages('GaSP')

Monthly Downloads

231

Version

1.0.6

License

GPL-3

Maintainer

William Welch

Last Published

June 27th, 2024

Functions in GaSP (1.0.6)

CrossValidate

Cross-validated predictions for a GaSPModel object.
DescribeX

Describe the input variables.
PlotQQ

Normal quantile-quantile (Q-Q) plot.
PlotMainEffects

Plot the estimated main effects.
Fit

Fit a GaSP model.
PlotJointEffects

Plot the estimated joint effects.
PlotPredictions

Plot true versus predicted output.
PlotResiduals

Plot residuals versus each input variable.
GaSPModel

Create a GaSPModel object.
PlotAll

Execute PlotPredictions, PlotResiduals, PlotStdResiduals, PlotMainEffects, and PlotJointEffects.
Predict

Predict from a GaSPModel object.
PlotStdResiduals

Plot standardized residuals versus predictions.
borehole

Data for the borehole function
RMSE

Calculate the root mean squared error (RMSE) of prediction
Visualize

Visualize a GaSPModel object.