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.

AuthorRobert B. Gramacy <rbg@vt.edu>
Date of publication2017-01-09 21:46:21
MaintainerRobert B. Gramacy <rbg@vt.edu>
LicenseLGPL
Version1.3-2
http://bobby.gramacy.com/r_packages/laGP

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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

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