Gaussian Process Fitting
Cube multiply over first dimension
Correlation Cubic matrix in C (symmetric)
Correlation Gaussian matrix in C (symmetric)
Correlation Gaussian matrix gradient in C using Armadillo
Correlation Gaussian matrix in C using Armadillo
Correlation Gaussian matrix in C using Armadillo (symmetric)
Correlation Gaussian matrix in C (symmetric)
Gaussian correlation
Correlation Gaussian matrix in C using Rcpp
Correlation Latent factor matrix in C (symmetric)
Correlation Latent factor matrix in C (symmetric)
Correlation Matern 3/2 matrix in C (symmetric)
Correlation Gaussian matrix in C (symmetric)
Correlation ordered factor matrix in C (symmetric)
Correlation ordered factor matrix in C (symmetric)
Cubic Kernel R6 class
Exponential Kernel R6 class
Factor Kernel R6 class
Class providing object with methods for fitting a GP model
Corr Gauss GP using inherited optim
Corr Gauss GP using inherited optim
Beta Kernel R6 class
Corr Gauss GP using inherited optim
Gaussian process model with kernel
Kernel R6 class
Trend R6 class
GauPro_selector
Calculate the Gaussian deviance in C
Calculate Hessian for a GP with Gaussian correlation
Gaussian hessian in C
Calculate Hessian for a GP with Gaussian correlation
Gaussian Kernel R6 class
Gower factor Kernel R6 class
Gaussian process regression model
Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dpar...
Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dpar...
Kernel R6 class
Derivative of cubic kernel covariance matrix in C
Derivative of Matern 5/2 kernel covariance matrix in C
Derivative of Gaussian kernel covariance matrix in C
Derivative of covariance matrix of X with respect to kernel parameters...
Derivative of Matern 5/2 kernel covariance matrix in C
Derivative of Matern 5/2 kernel covariance matrix in C
Derivative of covariance matrix of X with respect to kernel parameters...
Gaussian Kernel R6 class
Gaussian Kernel R6 class
Latent Factor Kernel R6 class
Matern 3/2 Kernel R6 class
Matern 5/2 Kernel R6 class
Ordered Factor Kernel R6 class
Periodic Kernel R6 class
Kernel sum
Power Exponential Kernel R6 class
Predict for class GauPro_base
Predict for class GauPro
Print summary.GauPro
Rational Quadratic Kernel R6 class
Find the square root of a matrix
Summary for GauPro object
Kernel product
Trend R6 class
Trend R6 class
Trend R6 class
Triangle Kernel R6 class
White noise Kernel R6 class
Fits a Gaussian process model to data. Gaussian processes are commonly used in computer experiments to fit an interpolating model. The model is stored as an 'R6' object and can be easily updated with new data. There are options to run in parallel, and 'Rcpp' has been used to speed up calculations. For more info about Gaussian process software, see Erickson et al. (2018) <doi:10.1016/j.ejor.2017.10.002>.
Useful links