tgp: Bayesian Treed Gaussian Process Models
Version 2.4-14

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.

Package details

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
URL http://bobby.gramacy.com/r_packages/tgp
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tgp")

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tgp documentation built on May 29, 2017, 6:14 p.m.