BKP
Implements the Beta Kernel Process (BKP) for nonparametric modeling of covariate-dependent binomial probabilities, and the Dirichlet Kernel Process (DKP) for categorical or multinomial response data. Scalable global-local approximations are provided through TwinBKP and TwinDKP, using twinning-selected global subsets and local nearest-neighbour updates. Functions are included for model fitting, predictive inference with uncertainty quantification, posterior simulation, and visualization in one- and two-dimensional input spaces. Gaussian, Matern 5/2, Matern 3/2, and Wendland kernels are supported, with hyperparameters selected by multi-start derivative-free optimization. For more details, see Zhao, Qing, and Xu (2025) <doi:10.48550/arXiv.2508.10447>.
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