laGP: Local Approximate Gaussian Process Regression

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 out-of-sample testing set; GPU acceleration is also supported for an important subroutine. OpenMP and GPU features may require special compilation. An interface to lower-level (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.

Author
Robert B. Gramacy <rbg@vt.edu>
Date of publication
2016-08-07 09:40:34
Maintainer
Robert B. Gramacy <rbg@vt.edu>
License
LGPL
Version
1.3
URLs

View on CRAN

Man pages

aGP
Localized Approximate GP Regression For Many Predictive...
alcGP
Improvement statistics for sequential or local design
darg
Generate Priors for GP correlation
deleteGP
Delete C-side Gaussian Process Objects
discrep.est
Estimate Discrepency in Calibration Model
distance
Calculate Euclidean distance between pairs of points
fcalib
Objective function for performing large scale computer model...
laGP
Localized Approximate GP Prediction At a Single Input...
llikGP
Calculate a GP log likelihood
mleGP
Inference for GP correlation parameters
newGP
Create A New GP Object
optim.auglag
Optimize an objective function under multiple blackbox...
predGP
GP Prediction/Kriging

Files in this package

laGP
laGP/inst
laGP/inst/CITATION
laGP/inst/doc
laGP/inst/doc/laGP.pdf
laGP/inst/doc/laGP.R
laGP/inst/doc/laGP.Rnw
laGP/src
laGP/src/covar_sep.c
laGP/src/matrix.c
laGP/src/Makefile
laGP/src/Makevars
laGP/src/util.c
laGP/src/laGP.c
laGP/src/gamma.c
laGP/src/laGP.h
laGP/src/gp.c
laGP/src/gp.h
laGP/src/rhelp.c
laGP/src/covar.c
laGP/src/linalg.c
laGP/src/order.h
laGP/src/gp_sep.h
laGP/src/laGP_sep.c
laGP/src/alc_gpu.cu
laGP/src/ieci.c
laGP/src/gp_sep.c
laGP/src/davies.c
laGP/src/covar_sep.h
laGP/src/rhelp.h
laGP/src/util.h
laGP/src/ieci.h
laGP/src/davies.h
laGP/src/order.c
laGP/src/alc_gpu.h
laGP/src/linalg.h
laGP/src/laGP_sep.h
laGP/src/rbetter.c
laGP/src/gamma.h
laGP/src/covar.h
laGP/src/matrix.h
laGP/NAMESPACE
laGP/demo
laGP/demo/calib.R
laGP/demo/LAH.R
laGP/demo/ALfhat.R
laGP/demo/00Index
laGP/demo/GSBP.R
laGP/INSTALL
laGP/R
laGP/R/gp.R
laGP/R/calib.R
laGP/R/parallel.R
laGP/R/prior.R
laGP/R/laGP_sep.R
laGP/R/laGP.R
laGP/R/optim.R
laGP/R/gp_sep.R
laGP/R/util.R
laGP/vignettes
laGP/vignettes/laGP.bib
laGP/vignettes/laGP.Rnw
laGP/MD5
laGP/README
laGP/build
laGP/build/vignette.rds
laGP/DESCRIPTION
laGP/ChangeLog
laGP/man
laGP/man/deleteGP.Rd
laGP/man/mleGP.Rd
laGP/man/distance.Rd
laGP/man/llikGP.Rd
laGP/man/newGP.Rd
laGP/man/aGP.Rd
laGP/man/optim.auglag.Rd
laGP/man/predGP.Rd
laGP/man/discrep.est.Rd
laGP/man/alcGP.Rd
laGP/man/fcalib.Rd
laGP/man/laGP.Rd
laGP/man/darg.Rd