# laGP v1.5-5

Monthly downloads

## Local Approximate Gaussian Process Regression

Performs approximate GP regression for large computer experiments and spatial datasets. The approximation is based on finding small local designs for prediction (independently) at particular inputs. OpenMP and SNOW parallelization are supported for prediction over a vast out-of-sample testing set; GPU acceleration is also supported for an important subroutine. OpenMP and GPU features may require special compilation. An interface to lower-level (full) GP inference and prediction is provided. Wrapper routines for blackbox optimization under mixed equality and inequality constraints via an augmented Lagrangian scheme, and for large scale computer model calibration, are also provided.

## Functions in laGP

Name | Description | |

darg | Generate Priors for GP correlation | |

discrep.est | Estimate Discrepancy in Calibration Model | |

llikGP | Calculate a GP log likelihood | |

fcalib | Objective function for performing large scale computer model calibration via optimization | |

distance | Calculate the squared Euclidean distance between pairs of points | |

laGP | Localized Approximate GP Prediction At a Single Input Location | |

deleteGP | Delete C-side Gaussian Process Objects | |

blhs | Bootstrapped block Latin hypercube subsampling | |

aGP | Localized Approximate GP Regression For Many Predictive Locations | |

alcGP | Improvement statistics for sequential or local design | |

randLine | Generate two-dimensional random paths | |

newGP | Create A New GP Object | |

mleGP | Inference for GP correlation parameters | |

optim.auglag | Optimize an objective function under multiple blackbox constraints | |

predGP | GP Prediction/Kriging | |

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## Vignettes of laGP

Name | ||

laGP.Rnw | ||

laGP.bib | ||

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## Last month downloads

## Details

Date | 2019-08-27 |

License | LGPL |

URL | http://bobby.gramacy.com/r_packages/laGP |

NeedsCompilation | yes |

Packaged | 2019-09-05 16:01:02 UTC; bobby |

Repository | CRAN |

Date/Publication | 2019-09-07 16:30:02 UTC |

suggests | akima , crs , DiceOptim , lhs , MASS , mvtnorm |

imports | parallel , tgp |

depends | R (>= 2.14) |

Contributors | Robert Gramacy, Furong Sun |

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