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RobustGaSP (version 0.6.6)

Robust Gaussian Stochastic Process Emulation

Description

Robust parameter estimation and prediction of Gaussian stochastic process emulators. It allows for robust parameter estimation and prediction using Gaussian stochastic process emulator. It also implements the parallel partial Gaussian stochastic process emulator for computer model with massive outputs See the reference: Mengyang Gu and Jim Berger, 2016, Annals of Applied Statistics; Mengyang Gu, Xiaojing Wang and Jim Berger, 2018, Annals of Statistics.

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Install

install.packages('RobustGaSP')

Monthly Downloads

357

Version

0.6.6

License

GPL-2 | GPL-3

Maintainer

Mengyang Gu

Last Published

February 9th, 2024

Functions in RobustGaSP (0.6.6)

leave_one_out_rgasp

leave-one-out fitted values and standard deviation for robust GaSP model
higdon.1.data

Higdon (2002) Function
findInertInputs

find inert inputs with the posterior mode
limetal.2.data

Lim et at. (2002) nonpolynomial function
humanity_model

data from the humanity model
friedman.5.data

Friedman Function
log_marginal_lik

Natural logarithm of marginal likelihood of the robust GaSP model
log_approx_ref_prior_deriv

Derivative of the jointly robust prior
generate_predictive_mean_cov

A C++ function to generate predictive mean and cholesky decomposition of the scaled covariance function.
log_approx_ref_prior

The natural logarithm of the jointly robust prior (up to a normalizing constant)
log_profile_lik_deriv_ppgasp

Derivative of natural logarithm of the profile likelihood
log_marginal_lik_deriv_ppgasp

Derivative of natural logarithm of the marginal likelihood
matern_3_2_deriv

The derivative of matern correlation function (roughness parameter equal to 3/2) with regard to the inverse range parameter
log_profile_lik

Natural logarithm of profile likelihood of the robust GaSP model
log_profile_lik_deriv

Derivative of natural logarithm of the profile likelihood
log_marginal_lik_deriv

Derivative of natural logarithm of the marginal likelihood
log_profile_lik_ppgasp

Natural logarithm of profile likelihood of the PP GaSP model
log_ref_marginal_post

Natural logarithm of reference marginal posterior density of the robust GaSP model
log_ref_marginal_post_ppgasp

Natural logarithm of reference marginal posterior density of the PP GaSP model
log_marginal_lik_ppgasp

Natural logarithm of marginal likelihood of the PP GaSP model
matern_5_2_funct

Matern correlation function with roughness parameter equal to 5/2.
neg_log_marginal_post_approx_ref_ppgasp

Natural logarithm of approximate reference marginal posterior density of the PP GaSP model
matern_3_2_funct

Matern correlation function with roughness parameter equal to 3/2.
neg_log_marginal_post_ref_ppgasp

Negative natural logarithm of reference marginal posterior density of the PP GaSP model with regard to a specific parameterization.
neg_log_marginal_post_approx_ref_deriv

Derivative of negative natural logarithm of approximate reference marginal posterior density
neg_log_marginal_post_ref

Negative natural logarithm of reference marginal posterior density of the robust GaSP model with regard to a specific parameterization.
periodic_exp_deriv

The derivative of periodic exponential correlation function with regard to the inverse range parameter
neg_log_marginal_post_approx_ref

Natural logarithm of approximate reference marginal posterior density of the robust GaSP model
matern_5_2_deriv

The derivative of matern correlation function with regard to the inverse range parameter
neg_log_marginal_post_approx_ref_deriv_ppgasp

Derivative of negative natural logarithm of approximate reference marginal posterior density of the PP GaSP model
predict.ppgasp

Prediction for PP GaSP model
pred_rgasp

Prediction for robust GaSP model
ppgasp

Setting up the parallel partial GaSP model
periodic_exp_funct

Periodic folding of the exponential correlation function .
pow_exp_funct

Pow exponential correlation function.
ppgasp-class

PP GaSP class
periodic_gauss_deriv

The derivative of periodic Gaussian correlation function with regard to the inverse range parameter
pow_exp_deriv

The derivative of power exponential correlation function with regard to the inverse range parameter
periodic_gauss_funct

Periodic folding of the Gaussian correlation function .
plot

Plot for Robust GaSP model
rgasp

Setting up the robust GaSP model
show.ppgasp

Show parllel partial Gaussian stochastic process (PP GaSP) object
predrgasp-class

Predictive robust GaSP class
predict.rgasp

Prediction for Robust GaSP model
rgasp-class

Robust GaSP class
separable_multi_kernel

Product correlation matrix with the product form
separable_kernel

Product correlation matrix with the product form
simulate

Sample for Robust GaSP model
show

Show Robust GaSP object
predppgasp-class

Predicted PP GaSP class
search_LB_prob

Search for the default lower bound of range parameters.
Borehole

Borehole function
construct_ppgasp

PP GaSP constructor after estimating the parameters
construct_rgasp

Robust GaSP constructor after estimating the parameters
RobustGaSP-package

tools:::Rd_package_title("RobustGaSP")
environ.4.data

Environmental model function
Sample

Sample for Robust GaSP model
dettepepel.3.data

Dette & Pepelyshev (2010) Curved Function
as.S4prediction

Convert a RobustGaSP S3 object prediction into a S4 object
as.S3prediction

Convert a rgasp or ppgasp S4 object prediction into a S3 object
euclidean_distance

Euclidean distance matrix between two input matrices