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LVGP (version 2.1.5)

Latent Variable Gaussian Process Modeling with Qualitative and Quantitative Input Variables

Description

Fit response surfaces for datasets with latent-variable Gaussian process modeling, predict responses for new inputs, and plot latent variables locations in the latent space (only 1D or 2D). The input variables of the datasets can be quantitative, qualitative/categorical or mixed. The output variable of the datasets is a scalar (quantitative). The optimization of the likelihood function is done using a successive approximation/relaxation algorithm similar to another GP modeling package "GPM". The modeling method is published in "A Latent Variable Approach to Gaussian Process Modeling with Qualitative and Quantitative Factors" by Yichi Zhang, Siyu Tao, Wei Chen, and Daniel W. Apley (2018) . The package is developed in IDEAL of Northwestern University.

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Version

Install

install.packages('LVGP')

Monthly Downloads

154

Version

2.1.5

License

GPL-2

Maintainer

Siyu Tao

Last Published

January 11th, 2019

Functions in LVGP (2.1.5)

LVGP_predict

The Prediction Function of LVGP Package
LVGP_plot

The Plotting Function of LVGP Package
corr_mat

The Function for Constructing the Correlation Matrix in LVGP Package
LVGP_fit

The Fitting Function of LVGP Package
neg_log_l

The Negative Log-Likelehood Function in LVGP Package
to_latent

The Function for Transforming Qualitative/Categorical Variables into Latent Variables in LVGP Package
math_example

Dataset for the example in function 'LVGP_fit'