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

Functions

bcart Man page
bgp Man page
bgpllm Man page
blm Man page
btgp Man page
btgpllm Man page
btlm Man page
check.itemps Man page
check.matrix Man page
check.proj Man page
check.sens Man page
check.slice Man page
default.itemps Man page
dopt.gp Man page
exp2d Man page
exp2d.rand Man page
exp2d.Z Man page
framify.X Man page
fried.bool Man page
friedman.1.data Man page
getlocs Man page
hist2bar Man page
interp.loess Man page
itemps.barplot Man page
layout.torture Man page
lhs Man page
mapT Man page
mean0.range1 Man page
mr.checkres Man page
mr.checkrez Man page
mr.plot Man page
optim.ptgpf Man page
optim.step.tgp Man page
partition Man page
plot.tgp Man page
predict.tgp Man page
print.tgp Man page
print.tgptraces Man page
sens Man page
sens.plot Man page
slice.contour Man page
slice.image Man page
slice.image.contour Man page
slice.interp Man page
slice.persp Man page
tgp Man page
tgp.cands Man page
tgp.check.params Man page
tgp.choose.as Man page
tgp.choose.center Man page
tgp.cleanup Man page
tgp.default.params Man page
tgp.design Man page
tgp.get.trees Man page
tgp-package Man page
tgp.partition Man page
tgp.plot.parts.1d Man page
tgp.plot.parts.2d Man page
tgp.plot.proj Man page
tgp.plot.slice Man page
tgp.plot.tree Man page
tgp.postprocess Man page
tgp.read.traces Man page
tgp.read.XX.traces Man page
tgp.trees Man page
tree2c Man page
undo.mean0.range1 Man page

Files

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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