Performs approximate GP regression for large computer experiments and spatial datasets. The approximation is based on finding small local designs for prediction (independently) at particular inputs. OpenMP and SNOW parallelization are supported for prediction over a vast outofsample testing set; GPU acceleration is also supported for an important subroutine. OpenMP and GPU features may require special compilation. An interface to lowerlevel (full) GP inference and prediction is also provided, as are associated wrapper routines for blackbox optimization under mixed equality and inequality constraints via an augmented Lagrangian scheme, and for large scale computer model calibration.
Package details 


Author  Robert B. Gramacy <[email protected]>, Furong Sun <[email protected]> 
Date of publication  20171115 07:32:54 UTC 
Maintainer  Robert B. Gramacy <[email protected]> 
License  LGPL 
Version  1.51 
URL  http://bobby.gramacy.com/r_packages/laGP 
Package repository  View on CRAN 
Installation 
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