pGPx: Pseudo-Realizations for Gaussian Process Excursions

Computes pseudo-realizations from the posterior distribution of a Gaussian Process (GP) with the method described in Azzimonti et al. (2016) <doi:10.1137/141000749>. The realizations are obtained from simulations of the field at few well chosen points that minimize the expected distance in measure between the true excursion set of the field and the approximate one. Also implements a R interface for (the main function of) Distance Transform of sampled Functions (<http://cs.brown.edu/people/pfelzens/dt/index.html>).

Getting started

Package details

AuthorDario Azzimonti [aut, cre, cph] (<https://orcid.org/0000-0001-5080-3061>), Julien Bect [ctb], Pedro Felzenszwalb [ctb, cph] (Original dt code, http://cs.brown.edu/people/pfelzens/dt/index.html)
MaintainerDario Azzimonti <[email protected]>
LicenseGPL-3
Version0.1.1
URL https://epubs.siam.org/doi/abs/10.1137/141000749
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pGPx")

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pGPx documentation built on May 2, 2019, 3:28 a.m.