laGP: Local Approximate Gaussian Process Regression
Version 1.3-2

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.

Browse man pages Browse package API and functions Browse package files

AuthorRobert B. Gramacy <rbg@vt.edu>
Date of publication2017-01-09 21:46:21
MaintainerRobert B. Gramacy <rbg@vt.edu>
LicenseLGPL
Version1.3-2
URL http://bobby.gramacy.com/r_packages/laGP
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("laGP")

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

Functions

Igamma.inv Source code
aGP Man page Source code
aGP.R Man page Source code
aGP.chunk Source code
aGP.parallel Man page Source code
aGP.seq Man page Source code
aGPsep Man page Source code
aGPsep.R Man page Source code
alGP Source code
alGPsep Source code
alcGP Man page Source code
alcGPsep Man page Source code
alcrayGP Man page Source code
alcrayGPsep Man page Source code
auto.rho Source code
buildKGP Source code
buildKGPsep Source code
check.arg Source code
copyGP Source code
darg Man page Source code
deleteGP Man page Source code
deleteGPs Man page Source code
deleteGPsep Man page Source code
deleteGPseps Man page Source code
deletedkGP Source code
deletedkGPsep Source code
discrep.est Man page Source code
distance Man page Source code
dllikGP Source code
dllikGPsep Source code
dmus2GP Source code
efiGP Source code
efiGPsep Source code
fcalib Man page Source code
fishGP Man page Source code
garg Man page Source code
getDs Source code
getdGPsep Source code
getgGPsep Source code
getmGPsep Source code
ieciGP Man page Source code
ieciGPsep Man page Source code
jmleGP Man page Source code
jmleGP.R Man page Source code
jmleGPsep Man page Source code
jmleGPsep.R Man page Source code
laGP Man page Source code
laGP.R Man page Source code
laGPsep Man page Source code
laGPsep.R Man page Source code
lalcrayGP Source code
lalcrayGP.R Source code
lalcrayGPsep Source code
lalcrayGPsep.R Source code
llikGP Man page Source code
llikGP.d Source code
llikGPsep Man page Source code
mleGP Man page Source code
mleGP.switch Source code
mleGPsep Man page Source code
mleGPsep.R Man page Source code
mleGPsep.switch Source code
mspeGP Man page Source code
newGP Man page Source code
newGPsep Man page Source code
newparamsGP Source code
newparamsGPsep Source code
obj.alM Source code
optim.alM Source code
optim.auglag Man page Source code
optim.efi Man page Source code
predGP Man page Source code
predGPsep Man page Source code
ray.end Source code
rbetter Source code
updateGP Man page Source code
updateGPsep Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/laGP.pdf
inst/doc/laGP.R
inst/doc/laGP.Rnw
src
src/covar_sep.c
src/matrix.c
src/Makefile
src/Makevars
src/util.c
src/laGP.c
src/gamma.c
src/laGP.h
src/gp.c
src/gp.h
src/rhelp.c
src/covar.c
src/linalg.c
src/order.h
src/gp_sep.h
src/laGP_sep.c
src/alc_gpu.cu
src/ieci.c
src/gp_sep.c
src/davies.c
src/covar_sep.h
src/rhelp.h
src/util.h
src/ieci.h
src/davies.h
src/order.c
src/alc_gpu.h
src/linalg.h
src/laGP_sep.h
src/rbetter.c
src/gamma.h
src/covar.h
src/matrix.h
NAMESPACE
demo
demo/calib.R
demo/LAH.R
demo/ALfhat.R
demo/00Index
demo/GSBP.R
INSTALL
R
R/gp.R
R/calib.R
R/parallel.R
R/prior.R
R/laGP_sep.R
R/laGP.R
R/optim.R
R/gp_sep.R
R/util.R
vignettes
vignettes/laGP.bib
vignettes/laGP.Rnw
MD5
README
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/deleteGP.Rd
man/mleGP.Rd
man/distance.Rd
man/llikGP.Rd
man/newGP.Rd
man/aGP.Rd
man/optim.auglag.Rd
man/predGP.Rd
man/discrep.est.Rd
man/alcGP.Rd
man/fcalib.Rd
man/laGP.Rd
man/darg.Rd
laGP documentation built on May 19, 2017, 9:59 a.m.