quantkriging: Quantile Kriging for Stochastic Simulations with Replication

A re-implementation of quantile kriging. Quantile kriging was described by Plumlee and Tuo (2014) <doi:10.1080/00401706.2013.860919>. With computational savings when dealing with replication from the recent paper by Binois, Gramacy, and Ludovski (2018) <doi:10.1080/10618600.2018.1458625> it is now possible to apply quantile kriging to a wider class of problems. In addition to fitting the model, other useful tools are provided such as the ability to automatically perform leave-one-out cross validation.

Getting started

Package details

AuthorKevin R. Quinlan [aut, cre], Jim R. Leek [aut], Lawrence Livermore National Security [cph]
MaintainerKevin R. Quinlan <quinlan5@llnl.gov>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("quantkriging")

Try the quantkriging package in your browser

Any scripts or data that you put into this service are public.

quantkriging documentation built on March 13, 2020, 2:54 a.m.