RobustGaSP: Robust Gaussian Stochastic Process Emulation

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Robust parameter estimation and prediction of Gaussian stochastic process emulators. Important functions : rgasp(), predict.rgasp().

Author
Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]
Date of publication
2016-09-17 00:46:55
Maintainer
Mengyang Gu <mg211@stat.duke.edu>
License
GPL (>= 2)
Version
0.5.2

View on CRAN

Man pages

borehole
Borehole function
construct_rgasp
Robust GaSP constructor after estimating the parameters
detpep10curv
Dette & Pepelyshev (2010) Curved Function
findInertInputs
find inert inputs with the posterior mode
fried
Friedman Function
generate_predictive_mean_cov
A C++ function to generate predictive mean and cholesky...
hig02
Higdon (2002) Function
limetal02non
Lim et at. (2002) nonpolynomial function
log_approx_ref_prior
The natural logarithm of the jointly robust prior (up to a...
log_approx_ref_prior_deriv
Derivative of the jointly robust prior
log_marginal_lik
Natural logarithm of marginal likelihood
log_marginal_lik_deriv
Derivative of natural logarithm of the marginal likelihood
log_ref_marginal_post
Natural logarithm of reference marginal posterior density
matern_3_2_deriv
The derivative of matern correlation function (roughness...
matern_3_2_funct
Matern correlation function with roughness parameter equal to...
matern_5_2_deriv
The derivative of matern correlation function with regard to...
matern_5_2_funct
Matern correlation function with roughness parameter equal to...
neg_log_marginal_post_approx_ref
Natural logarithm of approximate reference marginal posterior...
neg_log_marginal_post_approx_ref_deriv
Derivative of negative natural logarithm of approximate...
neg_log_marginal_post_ref
Negative natural logarithm of reference marginal posterior...
pow_exp_deriv
The derivative of power exponential correlation function with...
pow_exp_funct
Pow exponential correlation function with roughness parameter...
predict.rgasp
Prediction for Robust GaSP model
pred_rgasp
Prediction for robust GaSP model
rgasp
Setting up the robust GaSP model
rgasp-class
Robust GaSP class
RobustGaSP-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("RobustGaSP")}
Sample.rgasp
Sample for Robust GaSP model
search_LB_prob
Search for the default lower bound of range parameters.
separable_kernel
Product correlation matrix with the product form
show.rgasp
Show Robust GaSP object

Files in this package

RobustGaSP
RobustGaSP/inst
RobustGaSP/inst/extdata
RobustGaSP/inst/extdata/example.r
RobustGaSP/inst/include
RobustGaSP/inst/include/RobustGaSP.h
RobustGaSP/src
RobustGaSP/src/ctools.h
RobustGaSP/src/functions.cpp
RobustGaSP/src/RcppExports.cpp
RobustGaSP/NAMESPACE
RobustGaSP/CHANGELOG
RobustGaSP/R
RobustGaSP/R/rgasp.R
RobustGaSP/R/structure.R
RobustGaSP/R/onAtUn.R
RobustGaSP/R/predict.R
RobustGaSP/R/Sample.R
RobustGaSP/R/functions.R
RobustGaSP/R/RcppExports.R
RobustGaSP/MD5
RobustGaSP/build
RobustGaSP/build/partial.rdb
RobustGaSP/DESCRIPTION
RobustGaSP/man
RobustGaSP/man/borehole.Rd
RobustGaSP/man/hig02.Rd
RobustGaSP/man/log_approx_ref_prior_deriv.Rd
RobustGaSP/man/matern_5_2_deriv.Rd
RobustGaSP/man/matern_3_2_deriv.Rd
RobustGaSP/man/pred_rgasp.Rd
RobustGaSP/man/neg_log_marginal_post_approx_ref.Rd
RobustGaSP/man/separable_kernel.Rd
RobustGaSP/man/rgasp-class.Rd
RobustGaSP/man/show.rgasp.Rd
RobustGaSP/man/Sample.rgasp.Rd
RobustGaSP/man/log_ref_marginal_post.Rd
RobustGaSP/man/detpep10curv.Rd
RobustGaSP/man/neg_log_marginal_post_ref.Rd
RobustGaSP/man/rgasp.Rd
RobustGaSP/man/limetal02non.Rd
RobustGaSP/man/log_approx_ref_prior.Rd
RobustGaSP/man/predict.rgasp.Rd
RobustGaSP/man/neg_log_marginal_post_approx_ref_deriv.Rd
RobustGaSP/man/pow_exp_funct.Rd
RobustGaSP/man/construct_rgasp.Rd
RobustGaSP/man/search_LB_prob.Rd
RobustGaSP/man/log_marginal_lik.Rd
RobustGaSP/man/matern_5_2_funct.Rd
RobustGaSP/man/findInertInputs.Rd
RobustGaSP/man/matern_3_2_funct.Rd
RobustGaSP/man/generate_predictive_mean_cov.Rd
RobustGaSP/man/RobustGaSP-package.Rd
RobustGaSP/man/fried.Rd
RobustGaSP/man/pow_exp_deriv.Rd
RobustGaSP/man/log_marginal_lik_deriv.Rd