tgp v2.4-17


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


Date 2020-09-11
License LGPL
NeedsCompilation yes
Packaged 2020-09-11 12:43:32 UTC; bobby
Repository CRAN
Date/Publication 2020-09-20 16:10:02 UTC
imports maptree
suggests MASS
depends R (>= 2.14.0)
Contributors Robert Gramacy, Matt Taddy

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