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RobustGaSP (version 0.6.8)

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

358

Version

0.6.8

License

GPL-2 | GPL-3

Maintainer

Mengyang Gu

Last Published

June 10th, 2025

Functions in RobustGaSP (0.6.8)

as.S3prediction

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

findInertInputs

find inert inputs with the posterior mode

leave_one_out_rgasp

leave-one-out fitted values and standard deviation for robust GaSP model

Higdon (2002) 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.

friedman.5.data

Friedman Function

data from the humanity model

Lim et at. (2002) nonpolynomial function

matern_3_2_deriv

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

log_approx_ref_prior

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

log_ref_marginal_post_ppgasp

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

log_profile_lik_ppgasp

Natural logarithm of profile likelihood of the PP GaSP model

neg_log_marginal_post_approx_ref_ppgasp

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

log_marginal_lik_deriv_ppgasp

Derivative of natural logarithm of the marginal likelihood

log_ref_marginal_post

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

log_marginal_lik_deriv

Derivative of natural logarithm of the marginal likelihood

neg_log_marginal_post_approx_ref

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

neg_log_marginal_post_ref

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

log_marginal_lik_ppgasp

Natural logarithm of marginal likelihood of the PP GaSP model

log_profile_lik

Natural logarithm of profile likelihood of the robust GaSP model

matern_5_2_funct

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

matern_5_2_deriv

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

matern_3_2_funct

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

log_profile_lik_deriv

Derivative of natural logarithm of the profile likelihood

periodic_exp_funct

Periodic folding of the exponential correlation function .

Setting up the parallel partial GaSP model

Prediction for PP GaSP model

Prediction for robust GaSP model

neg_log_marginal_post_approx_ref_deriv

Derivative of negative natural logarithm of approximate reference marginal posterior density

separable_kernel

Product correlation matrix with the product form

neg_log_marginal_post_approx_ref_deriv_ppgasp

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

Setting up the robust GaSP model

Prediction for Robust GaSP model

periodic_gauss_deriv

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

Pow exponential correlation function.

predppgasp-class

Predicted PP GaSP class

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

Plot for Robust GaSP model

Show parllel partial Gaussian stochastic process (PP GaSP) object

predrgasp-class

Predictive robust GaSP class

Search for the default lower bound of range parameters.

periodic_gauss_funct

Periodic folding of the Gaussian correlation function .

separable_multi_kernel

Product correlation matrix with the product form

log_profile_lik_deriv_ppgasp

Derivative of natural logarithm of the profile likelihood

periodic_exp_deriv

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

Robust GaSP class

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.

Show Robust GaSP object

Sample for Robust GaSP model

RobustGaSP-package

tools:::Rd_package_title("RobustGaSP")

Borehole function

as.S4prediction

Convert a RobustGaSP S3 object prediction into a S4 object

dettepepel.3.data

Dette & Pepelyshev (2010) Curved Function

construct_rgasp

Robust GaSP constructor after estimating the parameters

Sample for Robust GaSP model

Environmental model function

euclidean_distance

Euclidean distance matrix between two input matrices

construct_ppgasp

PP GaSP constructor after estimating the parameters