tgp: Bayesian Treed Gaussian Process Models

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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.

Author
Robert B. Gramacy <rbgramacy@chicagobooth.edu> and Matt A. Taddy <taddy@chicagobooth.edu>
Date of publication
2016-02-07 10:50:12
Maintainer
Robert B. Gramacy <rbgramacy@chicagobooth.edu>
License
LGPL
Version
2.4-14
URLs

View on CRAN

Man pages

btgp
Bayesian Nonparametric & Nonstationary Regression Models
default.itemps
Default Sigmoidal, Harmonic and Geometric Temperature Ladders
dopt.gp
Sequential D-Optimal Design for a Stationary Gaussian Process
exp2d
2-d Exponential Data
exp2d.rand
Random 2-d Exponential Data
exp2d.Z
Random Z-values for 2-d Exponential Data
friedman.1.data
First Friedman Dataset and a variation
interp.loess
Lowess 2-d interpolation onto a uniform grid
itemps
Functions to plot summary information about the sampled...
lhs
Latin Hypercube sampling
mapT
Plot the MAP partition, or add one to an existing plot
optim.tgp
Surrogate-based optimization of noisy black-box function
partition
Partition data according to the MAP tree
plot.tgp
Plotting for Treed Gaussian Process Models
predict.tgp
Predict method for Treed Gaussian process models
sens
Monte Carlo Bayesian Sensitivity Analysis
tgp.default.params
Default Treed Gaussian Process Model Parameters
tgp.design
Sequential Treed D-Optimal Design for Treed Gaussian Process...
tgp-internal
Internal Treed Gaussian Process Model Functions
tgp-package
The Treed Gaussian Process Model Package
tgp.trees
Plot the MAP Tree for each height encountered by the Markov...

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