hetGP: Heteroskedastic Gaussian Process Modeling and Design under Replication
Version 1.0.2

Performs Gaussian process regression with heteroskedastic noise following Binois, M., Gramacy, R., Ludkovski, M. (2016) . The input dependent noise is modeled as another Gaussian process. Replicated observations are encouraged as they yield computational savings. Sequential design procedures based on the integrated mean square prediction error and lookahead heuristics are provided, and notably fast update functions when adding new observations.

Package details

AuthorMickael Binois, Robert B. Gramacy
Date of publication2018-02-06 22:49:41 UTC
MaintainerMickael Binois <[email protected]>
Package repositoryView on CRAN
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hetGP documentation built on Feb. 9, 2018, 6:08 a.m.