kergp
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Kergp
Gaussian process regression with an emphasis on kernels. Quantitative and qualitative inputs are accepted. Some pre-defined kernels are available, such as radial or tensor-sum for quantitative inputs, and compound symmetry, low rank, group kernel for qualitative inputs. The user can define new kernels and composite kernels through a formula mechanism. Useful methods include parameter estimation by maximum likelihood, simulation, prediction and leave-one-out validation.
Cited in
(15)- Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations
- Group kernels for Gaussian process metamodels with categorical inputs
- Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC
- DiceOptim
- hgam
- GPfit
- DiceDesign
- KrigInv
- DiceEval
- lineqGPR
- LVGP
- goffda
- profExtrema
- Polar Gaussian processes and experimental designs in circular domains
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
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