LLNL/quantkriging: Quantile Kriging for Stochastic Simulations with Replication

A re-implementation of quantile kriging. Quantile kriging was described by Plumlee and Tuo (2014) <doi:10.1080/00401706.2013.860919>. With computational savings when dealing with replication from the recent paper by Binois, Gramacy, and Ludovski (2018) <doi:10.1080/10618600.2018.1458625> it is now possible to apply quantile kriging to a wider class of problems. In addition to fitting the model, other useful tools are provided such as the ability to automatically perform leave-one-out cross validation.

Getting started

Package details

AuthorKevin R. Quinlan [aut, cre], Jim R. Leek [aut], Lawrence Livermore National Security [cph]
MaintainerKevin R. Quinlan <quinlan5@llnl.gov>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("LLNL/quantkriging")
LLNL/quantkriging documentation built on Feb. 23, 2020, 7:39 p.m.