Package: rlibkriging 1.0-0

Yann Richet

rlibkriging: Kriging Models using the 'libKriging' Library

Interface to 'libKriging' 'C++' library <https://github.com/libKriging> that should provide most standard Kriging / Gaussian process regression features (like in 'DiceKriging', 'kergp' or 'RobustGaSP' packages). 'libKriging' relies on Armadillo linear algebra library (Apache 2 license) by Conrad Sanderson, 'lbfgsb_cpp' is a 'C++' port around by Pascal Have of 'lbfgsb' library (BSD-3 license) by Ciyou Zhu, Richard Byrd, Jorge Nocedal and Jose Luis Morales used for hyperparameters optimization.

Authors:Yann Richet [aut, cre], Pascal Havé [aut], Yves Deville [aut], Conrad Sanderson [ctb], Ciyou Zhu [ctb], Richard Byrd [ctb], Jorge Nocedal [ctb], Jose Luis Morales [ctb], Mike Smith [ctb]

rlibkriging_1.0-0.tar.gz
rlibkriging_1.0-0.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html
card.svg |card.png
rlibkriging/json (API)

# Install 'rlibkriging' in R:
install.packages('rlibkriging', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • arpack– Fortran77 subroutines to solve large scale eigenvalue problems
  • openmp– GCC OpenMP (GOMP) support library
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

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

openblasarpackopenmpcpp

3.48 score 121 scripts 588 downloads 52 exports 3 dependencies

Last updated from:2b7b399730. Checks:5 FAIL, 1 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64FAIL606
linux-devel-x86_64FAIL111
source / vignettesOK300
linux-release-arm64FAIL140
linux-release-x86_64FAIL114
wasm-releaseFAIL182

Exports:activationas.kmbetacenterXcenterYcopycovMatF_feature_dimfithidden_dimsis_fittedkernelKMKrigingleaveOneOutleaveOneOutFunleaveOneOutVecloadload.KriginglogLikelihoodlogLikelihoodFunlogMargPostlogMargPostFunMMLPKrigingnormalizepredictregmodelsavescaleXscaleYsigma2simulateT_thetaupdateupdate_simulatewarp_affinewarp_boxcoxwarp_categoricalwarp_knotswarp_kumaraswamywarp_mlpwarp_neural_monowarp_nonewarp_ordinalwarpingWarpKrigingXyz

Dependencies:DiceKrigingRcppRcppArmadillo

Readme and manuals

Help Manual

Help pageTopics
Get activation function nameactivation
Get activation function for an MLPKriging modelactivation.MLPKriging
Coerce an Object into a 'km' Objectas.km
Coerce a 'Kriging' object into the '"km"' class of the 'DiceKriging' package.as.km,Kriging,Kriging-method as.km.Kriging
Coerce a 'Kriging' Object into a Listas.list,Kriging,Kriging-method as.list.Kriging
Get trend coefficients betabeta
Get trend coefficients beta for an MLPKriging modelbeta.MLPKriging
Get trend coefficients beta for a WarpKriging modelbeta.WarpKriging
Get input centering vectorcenterX
Get input centering vector for an MLPKriging modelcenterX.MLPKriging
Get input centering vector for a WarpKriging modelcenterX.WarpKriging
Get output centering valuecenterY
Get output centering value for an MLPKriging modelcenterY.MLPKriging
Get output centering value for a WarpKriging modelcenterY.WarpKriging
Shortcut to provide functions to the S3 class "Kriging"classKriging
Shortcut to provide functions to the S3 class "MLPKriging"classMLPKriging
Shortcut to provide functions to the S3 class "WarpKriging"classWarpKriging
Duplicate object.copy
Duplicate a Kriging Modelcopy,Kriging,Kriging-method copy.Kriging
Deep copy of MLPKriging modelcopy.MLPKriging
Deep copy of WarpKriging modelcopy.WarpKriging
covariance functioncovMat
Compute Covariance Matrix of Kriging ModelcovMat,Kriging,Kriging-method covMat.Kriging
Get trend matrix FF_
Get trend matrix F for an MLPKriging modelF_.MLPKriging
Get trend matrix F for a WarpKriging modelF_.WarpKriging
Get feature dimensionality (d_out)feature_dim
Get feature dimensionality for an MLPKriging modelfeature_dim.MLPKriging
Get feature dimensionality of warped spacefeature_dim.WarpKriging
Fit model on data.fit
Fit 'Kriging' object on given data.fit.Kriging
Fit an MLPKriging model to datafit.MLPKriging
Fit a WarpKriging model to datafit.WarpKriging
Get hidden layer sizeshidden_dims
Get hidden layer sizes for an MLPKriging modelhidden_dims.MLPKriging
Check if the model has been fittedis_fitted
Check whether an MLPKriging model is fittedis_fitted.MLPKriging
Check whether a WarpKriging model is fittedis_fitted.WarpKriging
Get kernel namekernel
Get kernel namekernel.WarpKriging
Create an 'KM' ObjectKM
S4 class for Kriging Models Extending the '"km"' ClassKM-class
Create an object with S3 class '"Kriging"' using the 'libKriging' library.Kriging
Compute Leave-One-OutleaveOneOut
Get leaveOneOut of Kriging ModelleaveOneOut,Kriging,Kriging-method leaveOneOut.Kriging
Leave-One-Out functionleaveOneOutFun
Compute Leave-One-Out (LOO) error for an object with S3 class '"Kriging"' representing a kriging model.leaveOneOutFun,Kriging,Kriging-method leaveOneOutFun.Kriging
Leave-One-Out vectorleaveOneOutVec
Compute Leave-One-Out (LOO) vector error for an object with S3 class '"Kriging"' representing a kriging model.leaveOneOutVec,Kriging,Kriging-method leaveOneOutVec.Kriging
Load any Kriging Model from a file storage. Back to base::load if not a Kriging object.load
Load a Kriging Model from a file storageload.Kriging
Load an MLPKriging model from fileload.MLPKriging
Load a WarpKriging model from fileload.WarpKriging
Compute Log-LikelihoodlogLikelihood
Get Log-Likelihood of Kriging ModellogLikelihood,Kriging,Kriging-method logLikelihood.Kriging
Log-likelihood of the fitted modellogLikelihood.WarpKriging
Log-Likelihood functionlogLikelihoodFun
Compute Log-Likelihood of Kriging ModellogLikelihoodFun,Kriging,Kriging-method logLikelihoodFun.Kriging
Evaluate log-likelihood at given GP thetalogLikelihoodFun.MLPKriging
Evaluate log-likelihood at given thetalogLikelihoodFun.WarpKriging
Compute log-Marginal PosteriorlogMargPost
Get logMargPost of Kriging ModellogMargPost,Kriging,Kriging-method logMargPost.Kriging
log-Marginal Posterior functionlogMargPostFun
Compute the log-marginal posterior of a kriging model, using the prior XXXY.logMargPostFun,Kriging,Kriging-method logMargPostFun.Kriging
Get whitened trend matrix MM
Get whitened trend matrix M for an MLPKriging modelM.MLPKriging
Get whitened trend matrix M for a WarpKriging modelM.WarpKriging
Create an MLPKriging model (Deep Kernel Learning)MLPKriging
Create a KM object with heteroscedastic noise (deprecated)NoiseKM
Get normalize flagnormalize
Get normalize flag for an MLPKriging modelnormalize.MLPKriging
Get normalize flag for a WarpKriging modelnormalize.WarpKriging
Create a KM object with nugget effect (deprecated)NuggetKM
Prediction Method for a 'KM' Objectpredict,KM-method
Predict from a 'Kriging' object.predict.Kriging
Predict with an MLPKriging modelpredict.MLPKriging
Predict with a WarpKriging modelpredict.WarpKriging
Print the content of a 'Kriging' object.print.Kriging
Get regression model typeregmodel
Get regression model type for an MLPKriging modelregmodel.MLPKriging
Get regression model type for a WarpKriging modelregmodel.WarpKriging
Save a Kriging Model inside a file. Back to base::save if argument is not a Kriging object.save
Save a Kriging Model to a file storagesave,Kriging,Kriging-method save.Kriging
Save an MLPKriging model to filesave.MLPKriging
Save a WarpKriging model to filesave.WarpKriging
Get input scaling vectorscaleX
Get input scaling vector for an MLPKriging modelscaleX.MLPKriging
Get input scaling vector for a WarpKriging modelscaleX.WarpKriging
Get output scaling valuescaleY
Get output scaling value for an MLPKriging modelscaleY.MLPKriging
Get output scaling value for a WarpKriging modelscaleY.WarpKriging
Get process variancesigma2
Get process variance (concentrated MLE)sigma2.WarpKriging
Simulation from a 'KM' Objectsimulate,KM-method
Simulation from a 'Kriging' model object.simulate.Kriging
Simulate from an MLPKriging modelsimulate.MLPKriging
Simulate from a WarpKriging modelsimulate.WarpKriging
Get Cholesky factor TT_
Get Cholesky factor T for an MLPKriging modelT_.MLPKriging
Get Cholesky factor T for a WarpKriging modelT_.WarpKriging
Get GP range parameterstheta
Get GP range parameterstheta.WarpKriging
Update simulation of model on data.update_simulate
Update previous simulation of a 'Kriging' model object.update_simulate.Kriging
Update simulated paths with new observations (FOXY algorithm)update_simulate.MLPKriging
Update simulated paths with new observations (FOXY algorithm)update_simulate.WarpKriging
Update a 'KM' Object with New Pointsupdate,KM-method
Update a 'Kriging' model object with new pointsupdate.Kriging
Update an MLPKriging model with new observationsupdate.MLPKriging
Update a WarpKriging model with new observationsupdate.WarpKriging
Affine warping: w(x) = a*x + bwarp_affine
Box-Cox warpingwarp_boxcox
Categorical embeddingwarp_categorical
Piecewise-linear monotone warping with knots (Xiong et al. 2007)warp_knots
Kumaraswamy CDF warping on [0,1]warp_kumaraswamy
Per-variable MLP warping (unconstrained, multi-dim output)warp_mlp
Monotone neural network warpingwarp_neural_mono
No warping (identity)warp_none
Ordinal warping (learned ordered positions)warp_ordinal
Get warping specifications as stringswarping
Get warping specification for a WarpKriging modelwarping.WarpKriging
Create a WarpKriging modelWarpKriging
Get training input matrixX
Get training input matrixX.MLPKriging
Get training output vectory
Get training output vectory.MLPKriging
Get whitened residuals zz
Get whitened residuals z for an MLPKriging modelz.MLPKriging
Get whitened residuals z for a WarpKriging modelz.WarpKriging