Gaussian Process Laboratory
Coerce a covTP Object into a List
Check the Gradient Provided in a covMan Object
Check Length and Names of a Vector of Values for Parameters or Bounds
Check the Compatibility of a Design with a Given Covariance Object
Generic function: Check the Compatibility of a Design Matrix with a Gi...
Extract Coefficients of a Covariance Kernel Object as Vector, List or ...
Extract or Set Lower/Upper Bounds on Coefficients
Generic Function: Replacement of Coefficient Values
Modified Helmert Contrast Matrix
Correlation Matrix for the Compound Symmetry Structure
Correlation or Covariance Matrix for a Diagonal Structure
Correlation Matrix for a Low-Rank Structure
Correlation Matrix for a General Symmetric Correlation Structure
Virtual Class "covAll"
Class "covANOVA"
Creator for the Class "covANOVA"
Class "covComp"
Creator for the Class "covComp" for Composite Covariance Kernels
Class "covMan"
Creator Function for covMan Objects
Covariance Matrix for a Covariance Kernel Object
Generic Function: Covariance or Cross-Covariance Matrix Between two Se...
Class "covOrd"
Warping-Based Covariance for an Ordinal Input
Class "covQual"
Class "covQualNested"
Nested Qualitative Covariance
Class "covRadial"
Creator for the Class "covRadial"
Class "covTP"
Creator for the Class "covTP"
Class "covTS"
Creator Function for covTS Objects
Generalized Least Squares Estimation with a Given Covariance Kernel
Generic Function: Generalized Least Squares Estimation with a Given Co...
Gaussian Process Model
Generic Function: Extract slot hasGrad of a Covariance Kernel
Diagnostics for a Gaussian Process Model, Based on Leave-One-Out
Generic Function: Names of the Inputs of a Covariance Kernel
One-Dimensional Classical Covariance Kernel Functions
Predefined covMan Objects for 1D Kernels
Gaussian Process Laboratory
Name of the One-Dimensional Kernel in a Composite Kernel Object
Gauss (Squared-Exponential) Kernel
Matérn Kernels
Maximum Likelihood Estimation of Gaussian Process Model Parameters
Generic Function: Maximum Likelihood Estimation of a Gaussian Process ...
Number of Parameters for a Covariance Kernel Object
Generic function: Number of Free Parameters in a Covariance Kernel
Optimization Methods (or Algorithms) for the mleMethod
Map the Parameters of a Structure on the Inputs and Kernel Parameters
Generic Function: Map the Parameters of a Composite Covariance Kernel
Vector of Names for the General 'Symm' Parameterisation
Parse a Formula or Expression Describing a Composite Covariance Kernel
Plot for a qualitative input
Diagnostic Plot for the Validation of a gp Object
Plot Simulations from a gp Object
Prediction Method for the "gp" S3 Class
Principal Kriging Functions
Qualitative Correlation or Covariance Kernel with one Input and Compou...
Qualitative Correlation or Covariance Kernel with one Input and Diagon...
Qualitative Correlation or Covariance Kernel with one Input and Low-Ra...
Qualitative Correlation or Covariance Kernel with one Input and Genera...
Generic Function: Scores for a Covariance Kernel Object
Extracts the Slots of a Structure
Simulation of a covAll Object
Simulation of Paths from a gp Object
Draw Random Values for the Parameters of a Covariance Kernel
Generic function: Draw Random Values for the Parameters of a Covarianc...
Vector of Indices Useful for Symmetric or Anti-Symmetric Matrices.
Make Translucent colors
Covariance Matrix for a Covariance Kernel Object
Generic Function: Variance of Gaussian Process at Specific Locations
Warpings for Ordinal Inputs
Gaussian process regression with an emphasis on kernels. Quantitative and qualitative inputs are accepted. Some pre-defined kernels are available, such as radial or tensor-sum for quantitative inputs, and compound symmetry, low rank, group kernel for qualitative inputs. The user can define new kernels and composite kernels through a formula mechanism. Useful methods include parameter estimation by maximum likelihood, simulation, prediction and leave-one-out validation.