funGp

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FunGp




Description

Construction and smart selection of Gaussian process modelsfor analysis of computer experimentswith emphasis on treatment of functional inputs that are regularly sampled. This packageoffers: (i) flexible modeling of functional-input regressionproblems through the fairly general Gaussian process model; (ii)built-in dimension reduction for functional inputs; (iii)heuristic optimization of the structural parameters of the model(e.g., active inputs, kernel function, type of distance).An in-depth tutorial in the use of funGp is provided inBetancourt et al. (2024) <doi:10.18637/jss.v109.i05> andMetamodeling background is provided inBetancourt et al. (2020) <doi:10.1016/j.ress.2020.106870>.The algorithm for structural parameter optimization is describedin <https://hal.science/hal-02532713>.






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