quantkriging0.1.0 package

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.

  • Maintainer: Kevin R. Quinlan
  • License: MIT + file LICENSE
  • Last published: 2020-03-06