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 <email@example.com> and Matt A. Taddy <firstname.lastname@example.org>|
|Date of publication||2016-02-07 10:50:12|
|Maintainer||Robert B. Gramacy <email@example.com>|
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...