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kergp (version 0.5.7)

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

441

Version

0.5.7

License

GPL-3

Maintainer

Olivier Roustant

Last Published

February 5th, 2024

Functions in kergp (0.5.7)

Generic Function: Maximum Likelihood Estimation of a Gaussian Process Model

as.list, covTP-method

Coerce a covTP Object into a List

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

Check the Gradient Provided in a covMan Object

Extract or Set Lower/Upper Bounds on Coefficients

Generic Function: Replacement of Coefficient Values

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

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

Check the Compatibility of a Design with a Given Covariance Object

Maximum Likelihood Estimation of Gaussian Process Model Parameters

Correlation Matrix for the Compound Symmetry Structure

Class "covComp"

Creator for the Class "covANOVA"

Correlation Matrix for a General Symmetric Correlation Structure

Modified Helmert Contrast Matrix

Correlation or Covariance Matrix for a Diagonal Structure

Correlation Matrix for a Low-Rank Structure

Creator for the Class "covComp" for Composite Covariance Kernels

Virtual Class "covAll"

Class "covANOVA"

Creator Function for covMan Objects

Warping-Based Covariance for an Ordinal Input

Class "covMan"

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

Class "covQual"

Covariance Matrix for a Covariance Kernel Object

Nested Qualitative Covariance

covRadial-class

Class "covRadial"

covQualNested-class

Class "covQualNested"

Class "covOrd"

Generic Function: Extract slot hasGrad of a Covariance Kernel

Creator for the Class "covTP"

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

Gaussian Process Model

Generalized Least Squares Estimation with a Given Covariance Kernel

Class "covTP"

Creator for the Class "covRadial"

Creator Function for covTS Objects

Class "covTS"

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

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

One-Dimensional Classical Covariance Kernel Functions

Predefined covMan Objects for 1D Kernels

Generic Function: Names of the Inputs of a Covariance Kernel

Matérn Kernels

Optimization Methods (or Algorithms) for the mle Method

Generic function: Number of Free Parameters in a Covariance Kernel

Number of Parameters for a Covariance Kernel Object

Gauss (Squared-Exponential) Kernel

Gaussian Process Laboratory

parseCovFormula

Parse a Formula or Expression Describing a Composite Covariance Kernel

Vector of Names for the General 'Symm' Parameterisation

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

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

Principal Kriging Functions

Plot for a qualitative input

Prediction Method for the "gp" S3 Class

Generic Function: Map the Parameters of a Composite Covariance Kernel

plot.simulate.gp

Plot Simulations from a gp Object

Qualitative Correlation or Covariance Kernel with one Input and Diagonal Structure

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

Diagnostic Plot for the Validation of a gp Object

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

Make Translucent colors

Generic Function: Scores for a Covariance Kernel Object

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

Generic Function: Variance of Gaussian Process at Specific Locations

Warpings for Ordinal Inputs

Extracts the Slots of a Structure

Simulation of Paths from a gp Object

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

simulPar,covAll-method

Draw Random Values for the Parameters of a Covariance Kernel

simulate, covAll-method

Simulation of a covAll Object

Covariance Matrix for a Covariance Kernel Object