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lineqGPR (version 0.1.1)

Gaussian Process Regression Models with Linear Inequality Constraints

Description

Gaussian processes regression models with linear inequality constraints (Lopez-Lopera et al., 2018) .

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Version

Install

install.packages('lineqGPR')

Monthly Downloads

8

Version

0.1.1

License

GPL-3

Maintainer

Andres LOPEZ-LOPERA

Last Published

November 22nd, 2019

Functions in lineqGPR (0.1.1)

k1exponential

1D Exponential Kernel Matrix for "lineqGP" Models.
ggplot.lineqDGP

GGPlot for the "lineqDGP" S3 Class
k1matern32

1D Matern 3/2 Kernel Matrix for "lineqGP" Models.
lineqGPR-package

Gaussian Processes with Linear Inequality Constraints
errorMeasureRegress

Error Measures for GP Models.
create.lineqGP

Creation Method for the "lineqGP" S3 Class
errorMeasureRegressMC

Error Measures for GP Models using Monte Carlo Samples.
lineqGPSys

Linear Systems of Inequalities for "lineqGP" Models
plot.lineqAGP

Plot for the "lineqAGP" S3 Class
k1gaussian

1D Gaussian Kernel Matrix for "lineqGP" Models.
ggplot.lineqGP

GGPlot for the "lineqGP" S3 Class
tmvrnorm

Sampling Methods of Truncated Multivariate Normal Distributions
logLikGrad

Gradient of the Log-Likelihood of a Gaussian Process.
logLikFun

Log-Likelihood of a Gaussian Process.
k1matern52

1D Matern 5/2 Kernel Matrix for "lineqGP" Models.
tmvrnorm.HMC

"tmvrnorm" Sampler for "HMC" (Hamiltonian Monte Carlo) S3 Class
tmvrnorm.RSM

"tmvrnorm" Sampler for "RSM" (Rejection Sampling from the Mode) S3 Class
splitDoE

Training/test data generator according to a given Design of Experiment (DoE)
plot.lineqGP

Plot for the "lineqGP" S3 Class
tmvrnorm.ExpT

"tmvrnorm" Sampler for "ExpT" (Exponential Tilting) S3 Class
logLikAdditiveFun

Log-Likelihood of a Additive Gaussian Process.
k2gaussian

2D Gaussian Kernel Matrix for "lineqGP" Models.
lineqAGPSys

Linear Systems of Inequalities for "lineqAGP" Models
kernCompute

Kernel Matrix for "lineqGP" Models.
logLikAdditiveGrad

Gradient of the Log-Likelihood of a Additive Gaussian Process.
lineqGPOptim

Gaussian Process Model Optimizations
predict.lineqAGP

Prediction Method for the "lineqAGP" S3 Class
simulate.lineqAGP

Simulation Method for the "lineqAGP" S3 Class
simulate.lineqGP

Simulation Method for the "lineqGP" S3 Class
predict.lineqGP

Prediction Method for the "lineqGP" S3 Class
constrlogLikFun

Log-Constrained-Likelihood of a Gaussian Process.
bounds2lineqSys

Linear Systems of Inequalities
augment.lineqAGP

Augmenting Method for the "lineqAGP" S3 Class
augment.lineqGP

Augmenting Method for the "lineqGP" S3 Class
create.lineqAGP

Creation Method for the "lineqAGP" S3 Class
constrlogLikGrad

Numerical Gradient of the Log-Constrained-Likelihood of a Gaussian Process.
create

Model Creations
basisCompute.lineqAGP

Hat Basis Functions for "lineqAGP" Models
basisCompute.lineqGP

Hat Basis Functions for "lineqGP" Models