Package: tgp 2.4-23

Robert B. Gramacy

tgp: Bayesian Treed Gaussian Process Models

Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes (GPs) with jumps to the limiting linear model (LLM). Special cases also implemented include Bayesian linear models, CART, treed linear models, stationary separable and isotropic GPs, and GP single-index models. Provides 1-d and 2-d plotting functions (with projection and slice capabilities) and tree drawing, designed for visualization of tgp-class output. Sensitivity analysis and multi-resolution models are supported. Sequential experimental design and adaptive sampling functions are also provided, including ALM, ALC, and expected improvement. The latter supports derivative-free optimization of noisy black-box functions. For details and tutorials, see Gramacy (2007) <doi:10.18637/jss.v019.i09> and Gramacy & Taddy (2010) <doi:10.18637/jss.v033.i06>.

Authors:Robert B. Gramacy [aut, cre], Matt A. Taddy [aut]

tgp_2.4-23.tar.gz
tgp_2.4-23.tar.gz(r-4.5-noble)tgp_2.4-23.tar.gz(r-4.4-noble)
tgp_2.4-23.tgz(r-4.4-emscripten)tgp_2.4-23.tgz(r-4.3-emscripten)
tgp.pdf |tgp.html
tgp/json (API)

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

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • exp2d - 2-d Exponential Data

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

openblascpp

7.31 score 8 stars 12 packages 201 scripts 3.0k downloads 3 mentions 26 exports 3 dependencies

Last updated 3 months agofrom:ee420b9727. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 03 2024
R-4.5-linux-x86_64OKDec 03 2024

Exports:bcartbgpbgpllmblmbtgpbtgpllmbtlmdefault.itempsdopt.gpexp2d.randexp2d.Zfried.boolfriedman.1.datahist2barinterp.loessitemps.barplotlhsmapTmean0.range1optim.ptgpfoptim.step.tgppartitionsenstgp.default.paramstgp.designtgp.trees

Dependencies:clustermaptreerpart

a guide to the tgp package

Rendered fromtgp.Rnwusingutils::Sweaveon Dec 03 2024.

Last update: 2020-09-07
Started: 2012-02-02

new features in tgp version 2.x

Rendered fromtgp2.Rnwusingutils::Sweaveon Dec 03 2024.

Last update: 2020-09-07
Started: 2012-02-02