tgp v2.4-14

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Bayesian Treed Gaussian Process Models

Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes (GPs) with jumps to the limiting linear model (LLM). Special cases also implemented include Bayesian linear models, CART, treed linear models, stationary separable and isotropic GPs, and GP single-index models. Provides 1-d and 2-d plotting functions (with projection and slice capabilities) and tree drawing, designed for visualization of tgp-class output. Sensitivity analysis and multi-resolution models are supported. Sequential experimental design and adaptive sampling functions are also provided, including ALM, ALC, and expected improvement. The latter supports derivative-free optimization of noisy black-box functions.

Functions in tgp

Name Description
lhs Latin Hypercube sampling
default.itemps Default Sigmoidal, Harmonic and Geometric Temperature Ladders
tgp.design Sequential Treed D-Optimal Design for Treed Gaussian Process Models
exp2d.Z Random Z-values for 2-d Exponential Data
tgp.default.params Default Treed Gaussian Process Model Parameters
interp.loess Lowess 2-d interpolation onto a uniform grid
tgp-package The Treed Gaussian Process Model Package
optim.tgp Surrogate-based optimization of noisy black-box function
friedman.1.data First Friedman Dataset and a variation
plot.tgp Plotting for Treed Gaussian Process Models
mapT Plot the MAP partition, or add one to an existing plot
tgp-internal Internal Treed Gaussian Process Model Functions
predict.tgp Predict method for Treed Gaussian process models
btgp Bayesian Nonparametric \& Nonstationary Regression Models
exp2d 2-d Exponential Data
sens Monte Carlo Bayesian Sensitivity Analysis
exp2d.rand Random 2-d Exponential Data
itemps Functions to plot summary information about the sampled inverse temperatures, tree heights, etc., stored in the traces of a "tgp"-class object
tgp.trees Plot the MAP Tree for each height encountered by the Markov Chain
dopt.gp Sequential D-Optimal Design for a Stationary Gaussian Process
partition Partition data according to the MAP tree
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Details

Date 2016-02-06
License LGPL
URL http://bobby.gramacy.com/r_packages/tgp
NeedsCompilation yes
Packaged 2016-02-06 16:06:06 UTC; bobby
Repository CRAN
Date/Publication 2016-02-07 10:50:12

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