RobustGaSP: Robust Gaussian Stochastic Process Emulation

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

AuthorMengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]
Date of publication2016-09-17 00:46:55
MaintainerMengyang Gu <mg211@stat.duke.edu>
LicenseGPL (>= 2)
Version0.5.2

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: 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

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

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