RobustGaSP: Robust Gaussian Stochastic Process Emulation

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

Install the latest version of this package by entering the following in R:
install.packages("RobustGaSP")
AuthorMengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]
Date of publication2017-01-27 18:52:56
MaintainerMengyang Gu <mgu6@jhu.edu>
LicenseGPL (>= 2)
Version0.5.3

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: Robust Gaussian Stochastic Process Emulation

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

Functions

borehole Man page
Borehole Man page
construct_rgasp Man page
detpep10curv Man page
findInertInputs Man page
fried Man page
generate_predictive_mean_cov Man page
hig02 Man page
limetal02non Man page
log_approx_ref_prior Man page
log_approx_ref_prior_deriv Man page
log_marginal_lik Man page
log_marginal_lik_deriv Man page
log_ref_marginal_post Man page
matern_3_2_deriv Man page
matern_3_2_funct Man page
matern_5_2_deriv Man page
matern_5_2_funct Man page
neg_log_marginal_post_approx_ref Man page
neg_log_marginal_post_approx_ref_deriv Man page
neg_log_marginal_post_ref Man page
pow_exp_deriv Man page
pow_exp_funct Man page
predict Man page
predict.rgasp Man page
predict.rgasp-class Man page
predict,rgasp-method Man page
pred_rgasp Man page
rgasp Man page
rgasp-class Man page
rgasp-method Man page
RobustGaSP Man page
RobustGaSP-package Man page
Sample Man page
Sample.rgasp Man page
Sample.rgasp-class Man page
Sample,rgasp-method Man page
search_LB_prob Man page
separable_kernel Man page
show Man page
show.rgasp Man page
show.rgasp-class Man page
show,rgasp-method Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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