activegp: Gaussian Process Based Design and Analysis for the Active Subspace Method

The active subspace method is a sensitivity analysis technique that finds important linear combinations of input variables for a simulator. This package provides functions allowing estimation of the active subspace without gradient information using Gaussian processes as well as sequential experimental design tools to minimize the amount of data required to do so. Implements Wycoff et al. (2019) <arXiv:1907.11572>.

Getting started

Package details

AuthorNathan Wycoff, Mickael Binois
MaintainerNathan Wycoff <>
LicenseBSD_3_clause + file LICENSE
Package repositoryView on CRAN
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activegp documentation built on April 24, 2020, 9:05 a.m.