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kergp (version 0.5.5)

Gaussian Process Laboratory

Description

Gaussian process regression with an emphasis on kernels. Quantitative and qualitative inputs are accepted. Some pre-defined kernels are available, such as radial or tensor-sum for quantitative inputs, and compound symmetry, low rank, group kernel for qualitative inputs. The user can define new kernels and composite kernels through a formula mechanism. Useful methods include parameter estimation by maximum likelihood, simulation, prediction and leave-one-out validation.

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Version

Install

install.packages('kergp')

Monthly Downloads

609

Version

0.5.5

License

GPL-3

Maintainer

Olivier Roustant

Last Published

March 18th, 2021

Functions in kergp (0.5.5)

Generic Function: Replacement of Coefficient Values

Generic function: Check the Compatibility of a Design Matrix with a Given Covariance Object

Check Length and Names of a Vector of Values for Parameters or Bounds

Extract or Set Lower/Upper Bounds on Coefficients

Extract Coefficients of a Covariance Kernel Object as Vector, List or Matrix

Generic Function: Maximum Likelihood Estimation of a Gaussian Process Model

Check the Compatibility of a Design with a Given Covariance Object

Maximum Likelihood Estimation of Gaussian Process Model Parameters

as.list, covTP-method

Coerce a covTP Object into a List

Check the Gradient Provided in a covMan Object

Correlation or Covariance Matrix for a Diagonal Structure

Correlation Matrix for a General Symmetric Correlation Structure

Class "covANOVA"

Modified Helmert Contrast Matrix

Correlation Matrix for the Compound Symmetry Structure

Creator for the Class "covComp" for Composite Covariance Kernels

Class "covComp"

Creator Function for covMan Objects

Class "covMan"

Class "covOrd"

Correlation Matrix for a Low-Rank Structure

Generic Function: Covariance or Cross-Covariance Matrix Between two Sets of Locations

Covariance Matrix for a Covariance Kernel Object

Class "covQual"

Creator for the Class "covTP"

Creator for the Class "covRadial"

Class "covTP"

Class "covTS"

Creator Function for covTS Objects

Generic Function: Generalized Least Squares Estimation with a Given Covariance Kernel

covQualNested-class

Class "covQualNested"

Matérn Kernels

Generalized Least Squares Estimation with a Given Covariance Kernel

Name of the One-Dimensional Kernel in a Composite Kernel Object

Warping-Based Covariance for an Ordinal Input

Gaussian Process Model

Principal Kriging Functions

Number of Parameters for a Covariance Kernel Object

Generic Function: Names of the Inputs of a Covariance Kernel

Vector of Names for the General 'Symm' Parameterisation

Gauss (Squared-Exponential) Kernel

Generic function: Draw Random Values for the Parameters of a Covariance Kernel

simulate, covAll-method

Simulation of a covAll Object

Predefined covMan Objects for 1D Kernels

Generic Function: Variance of Gaussian Process at Specific Locations

Warpings for Ordinal Inputs

Qualitative Correlation or Covariance Kernel with one Input and Compound Symmetric Correlation

Creator for the Class "covANOVA"

Virtual Class "covAll"

Qualitative Correlation or Covariance Kernel with one Input and General Symmetric Correlation

parseCovFormula

Parse a Formula or Expression Describing a Composite Covariance Kernel

Gaussian Process Laboratory

Plot for a qualitative input

Nested Qualitative Covariance

Generic Function: Scores for a Covariance Kernel Object

Diagnostic Plot for the Validation of a gp Object

Qualitative Correlation or Covariance Kernel with one Input and Diagonal Structure

Qualitative Correlation or Covariance Kernel with one Input and Low-Rank Correlation

Make Translucent colors

Covariance Matrix for a Covariance Kernel Object

covRadial-class

Class "covRadial"

Generic Function: Extract slot hasGrad of a Covariance Kernel

One-Dimensional Classical Covariance Kernel Functions

Diagnostics for a Gaussian Process Model, Based on Leave-One-Out

plot.simulate.gp

Plot Simulations from a gp Object

Prediction Method for the "gp" S3 Class

Simulation of Paths from a gp Object

Vector of Indices Useful for Symmetric or Anti-Symmetric Matrices.

Generic function: Number of Free Parameters in a Covariance Kernel

Optimization Methods (or Algorithms) for the mle Method

Generic Function: Map the Parameters of a Composite Covariance Kernel

Map the Parameters of a Structure on the Inputs and Kernel Parameters

Extracts the Slots of a Structure

simulPar,covAll-method

Draw Random Values for the Parameters of a Covariance Kernel