tgp: Bayesian Treed Gaussian Process Models

Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes (GPs) with jumps to the limiting linear model (LLM). Special cases also implemented include Bayesian linear models, CART, treed linear models, stationary separable and isotropic GPs, and GP single-index models. Provides 1-d and 2-d plotting functions (with projection and slice capabilities) and tree drawing, designed for visualization of tgp-class output. Sensitivity analysis and multi-resolution models are supported. Sequential experimental design and adaptive sampling functions are also provided, including ALM, ALC, and expected improvement. The latter supports derivative-free optimization of noisy black-box functions.

AuthorRobert B. Gramacy <rbgramacy@chicagobooth.edu> and Matt A. Taddy <taddy@chicagobooth.edu>
Date of publication2016-02-07 10:50:12
MaintainerRobert B. Gramacy <rbgramacy@chicagobooth.edu>
LicenseLGPL
Version2.4-14
http://bobby.gramacy.com/r_packages/tgp

View on CRAN

Files in this package

tgp
tgp/inst
tgp/inst/CITATION
tgp/inst/doc
tgp/inst/doc/tgp2.Rnw
tgp/inst/doc/tgp2.R
tgp/inst/doc/tgp.pdf
tgp/inst/doc/tgp.Rnw
tgp/inst/doc/tgp.R
tgp/inst/doc/tgp2.pdf
tgp/src
tgp/src/lik_post.h
tgp/src/predict_linear.h
tgp/src/matrix.c
tgp/src/Makevars
tgp/src/randomkit.h
tgp/src/gp.h
tgp/src/gen_covar.h
tgp/src/predict.c
tgp/src/corr.cc
tgp/src/rhelp.c
tgp/src/linalg.c
tgp/src/matern.h
tgp/src/rand_pdf.h
tgp/src/tree.cc
tgp/src/predict_linear.c
tgp/src/exp_sep.h
tgp/src/lik_post.c
tgp/src/base.h
tgp/src/lh.c
tgp/src/temper.cc
tgp/src/corr.h
tgp/src/randomkit.c
tgp/src/mr_exp_sep.h
tgp/src/base.cc
tgp/src/exp.cc
tgp/src/rand_pdf.c
tgp/src/mstructs.h
tgp/src/tgp.cc
tgp/src/tree.h
tgp/src/model.h
tgp/src/lh.h
tgp/src/model.cc
tgp/src/rand_draws.h
tgp/src/matern.cc
tgp/src/params.h
tgp/src/rhelp.h
tgp/src/sim.h
tgp/src/mstructs.cc
tgp/src/exp_sep.cc
tgp/src/dopt.c
tgp/src/rand_draws.c
tgp/src/linalg.h
tgp/src/all_draws.c
tgp/src/dopt.h
tgp/src/list.h
tgp/src/temper.h
tgp/src/tgp.h
tgp/src/all_draws.h
tgp/src/predict.h
tgp/src/gen_covar.c
tgp/src/sim.cc
tgp/src/params.cc
tgp/src/list.cc
tgp/src/mr_exp_sep.cc
tgp/src/exp.h
tgp/src/gp.cc
tgp/src/matrix.h
tgp/NAMESPACE
tgp/demo
tgp/demo/fried.R
tgp/demo/sin.R
tgp/demo/exp.R
tgp/demo/as.R
tgp/demo/traces.R
tgp/demo/moto.R
tgp/demo/sens.R
tgp/demo/optim.R
tgp/demo/00Index
tgp/demo/linear.R
tgp/demo/it.R
tgp/demo/pred.R
tgp/demo/cat.R
tgp/data
tgp/data/exp2d.rda
tgp/R
tgp/R/lhs.R tgp/R/tgp.default.params.R tgp/R/predict.tgp.R tgp/R/tgp.design.R tgp/R/print.tgp.R tgp/R/btgp.R tgp/R/check.matrix.R tgp/R/tgp.cleanup.R tgp/R/optim.tgp.R tgp/R/default.itemps.R tgp/R/tgp.plot.slice.R tgp/R/plot.tgp.R tgp/R/mean0.range1.R tgp/R/mapT.R tgp/R/sens.R tgp/R/tgp.read.traces.R tgp/R/friedman.1.data.R tgp/R/exp2d.R tgp/R/mrtgp.R tgp/R/tgp.R tgp/R/tgp.trees.R tgp/R/tgp.choose.R tgp/R/tgp.postprocess.R tgp/R/tgp.plot.proj.R
tgp/vignettes
tgp/vignettes/linear.iRnw
tgp/vignettes/tgp.bib
tgp/vignettes/motivate.tex
tgp/vignettes/traces.iRnw
tgp/vignettes/tgp2.Rnw
tgp/vignettes/motovate_btgp.pdf
tgp/vignettes/sin.iRnw
tgp/vignettes/motovate_bgp.pdf
tgp/vignettes/as.iRnw
tgp/vignettes/moto.iRnw
tgp/vignettes/tree.pdf
tgp/vignettes/cat.iRnw
tgp/vignettes/pred.iRnw
tgp/vignettes/sens.iRnw
tgp/vignettes/tgp.Rnw
tgp/vignettes/exp.iRnw
tgp/vignettes/optim.iRnw
tgp/vignettes/fried.iRnw
tgp/vignettes/it.iRnw
tgp/MD5
tgp/README
tgp/build
tgp/build/vignette.rds
tgp/DESCRIPTION
tgp/ChangeLog
tgp/man
tgp/man/predict.tgp.Rd tgp/man/default.itemps.Rd tgp/man/lhs.Rd tgp/man/friedman.1.data.Rd tgp/man/tgp-package.Rd tgp/man/btgp.Rd tgp/man/mapT.Rd tgp/man/tgp.design.Rd tgp/man/optim.tgp.Rd tgp/man/plot.tgp.Rd tgp/man/exp2d.Z.Rd tgp/man/dopt.gp.Rd tgp/man/tgp.trees.Rd tgp/man/itemps.Rd tgp/man/partition.Rd tgp/man/tgp.default.params.Rd tgp/man/sens.Rd tgp/man/exp2d.rand.Rd tgp/man/tgp-internal.Rd tgp/man/exp2d.Rd tgp/man/interp.loess.Rd
tgp/INDEX

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