hetGP: Heteroskedastic Gaussian Process Modeling and Design under Replication

Performs Gaussian process regression with heteroskedastic noise following Binois, M., Gramacy, R., Ludkovski, M. (2016) <arXiv:1611.05902>. The input dependent noise is modeled as another Gaussian process. Replicated observations are encouraged as they yield computational savings. Sequential design procedures based on the integrated mean square prediction error and lookahead heuristics are provided, and notably fast update functions when adding new observations.

Version: 1.0.0
Imports: Rcpp (≥ 0.12.3), MASS, methods, DiceDesign
LinkingTo: Rcpp
Published: 2017-09-28
Author: Mickael Binois, Robert B. Gramacy
Maintainer: Mickael Binois <mickael.binois at chicagobooth.edu>
License: LGPL-2 | LGPL-2.1 | LGPL-3 [expanded from: LGPL]
NeedsCompilation: yes
CRAN checks: hetGP results


Reference manual: hetGP.pdf
Package source: hetGP_1.0.0.tar.gz
Windows binaries: r-devel: hetGP_1.0.0.zip, r-release: hetGP_1.0.0.zip, r-oldrel: hetGP_1.0.0.zip
OS X El Capitan binaries: r-release: hetGP_1.0.0.tgz
OS X Mavericks binaries: r-oldrel: hetGP_1.0.0.tgz


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