kergp: Gaussian Process Laboratory

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.

Version: 0.5.8
Depends: Rcpp (≥ 0.10.5), methods, testthat, nloptr, lattice
Imports: MASS, numDeriv, stats4, doParallel, doFuture, utils
LinkingTo: Rcpp
Suggests: DiceKriging, DiceDesign, inline, foreach, knitr, ggplot2, reshape2, corrplot
Published: 2024-11-19
DOI: 10.32614/CRAN.package.kergp
Author: Yves Deville ORCID iD [aut], David Ginsbourger ORCID iD [aut], Olivier Roustant [aut, cre], Nicolas Durrande [ctb]
Maintainer: Olivier Roustant <roustant at insa-toulouse.fr>
License: GPL-3
NeedsCompilation: yes
CRAN checks: kergp results

Documentation:

Reference manual: kergp.pdf

Downloads:

Package source: kergp_0.5.8.tar.gz
Windows binaries: r-devel: kergp_0.5.8.zip, r-release: kergp_0.5.8.zip, r-oldrel: kergp_0.5.8.zip
macOS binaries: r-release (arm64): kergp_0.5.8.tgz, r-oldrel (arm64): kergp_0.5.8.tgz, r-release (x86_64): kergp_0.5.8.tgz, r-oldrel (x86_64): kergp_0.5.8.tgz
Old sources: kergp archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=kergp to link to this page.