GaSP: Train and Apply a Gaussian Stochastic Process Model

Train a Gaussian stochastic process model of an unknown function, possibly observed with error, via maximum likelihood or maximum a posteriori (MAP) estimation, run model diagnostics, and make predictions, following Sacks, J., Welch, W.J., Mitchell, T.J., and Wynn, H.P. (1989) "Design and Analysis of Computer Experiments", Statistical Science, <doi:10.1214/ss/1177012413>. Perform sensitivity analysis and visualize low-order effects, following Schonlau, M. and Welch, W.J. (2006), "Screening the Input Variables to a Computer Model Via Analysis of Variance and Visualization", <doi:10.1007/0-387-28014-6_14>.

Package details

AuthorWilliam J. Welch [aut, cre, cph] (<https://orcid.org/0000-0002-4575-3124>), Yilin Yang [aut] (<https://orcid.org/0000-0003-0885-6017>)
MaintainerWilliam J. Welch <will@stat.ubc.ca>
LicenseGPL-3
Version1.0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GaSP")

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GaSP documentation built on May 31, 2023, 7:54 p.m.