Package: laGP 1.5-9

Robert B. Gramacy

laGP: Local Approximate Gaussian Process Regression

Performs approximate GP regression for large computer experiments and spatial datasets. The approximation is based on finding small local designs for prediction (independently) at particular inputs. OpenMP and SNOW parallelization are supported for prediction over a vast out-of-sample testing set; GPU acceleration is also supported for an important subroutine. OpenMP and GPU features may require special compilation. An interface to lower-level (full) GP inference and prediction is provided. Wrapper routines for blackbox optimization under mixed equality and inequality constraints via an augmented Lagrangian scheme, and for large scale computer model calibration, are also provided. For details and tutorial, see Gramacy (2016 <doi:10.18637/jss.v072.i01>.

Authors:Robert B. Gramacy <[email protected]>, Furong Sun <[email protected]>

laGP_1.5-9.tar.gz
laGP_1.5-9.tar.gz(r-4.5-noble)laGP_1.5-9.tar.gz(r-4.4-noble)
laGP_1.5-9.tgz(r-4.4-emscripten)laGP_1.5-9.tgz(r-4.3-emscripten)
laGP.pdf |laGP.html
laGP/json (API)

# Install 'laGP' in R:
install.packages('laGP', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • openmp– GCC OpenMP (GOMP) support library

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

5.43 score 8 stars 2 packages 159 scripts 1.2k downloads 3 mentions 51 exports 4 dependencies

Last updated 2 years agofrom:e2ad6bdf6b. Checks:ERROR: 1 OK: 1. Indexed: no.

TargetResultDate
Doc / VignettesFAILOct 30 2024
R-4.5-linux-x86_64OKOct 30 2024

Exports:aGPaGP.parallelaGP.RaGP.seqaGPsepaGPsep.RalcGPalcGPsepalcoptGPalcoptGPsepalcrayGPalcrayGPsepblhsblhs.loopdalcGPdalcGPsepdargdeleteGPdeleteGPsdeleteGPsepdeleteGPsepsdiscrep.estdistancefcalibfishGPgargieciGPieciGPsepjmleGPjmleGP.RjmleGPsepjmleGPsep.RlaGPlaGP.RlaGPseplaGPsep.RllikGPllikGPsepmleGPmleGPsepmleGPsep.RmspeGPnewGPnewGPsepoptim.auglagoptim.efipredGPpredGPseprandLineupdateGPupdateGPsep

Dependencies:clustermaptreerparttgp

a guide to the laGP package

Rendered fromlaGP.Rnwusingutils::Sweaveon Oct 30 2024.

Last update: 2022-06-27
Started: 2014-10-17