GauPro: Gaussian Process Fitting

Fits a Gaussian process model to data. Gaussian processes are commonly used in computer experiments to fit an interpolating model. The model is stored as an 'R6' object and can be easily updated with new data. There are options to run in parallel, and 'Rcpp' has been used to speed up calculations. For more info about Gaussian process software, see Erickson et al. (2018) <doi:10.1016/j.ejor.2017.10.002>.

Package details

AuthorCollin Erickson
MaintainerCollin Erickson <collinberickson@gmail.com>
LicenseGPL-3
Version0.2.11
URL https://github.com/CollinErickson/GauPro
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GauPro")

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GauPro documentation built on April 11, 2023, 6:06 p.m.