kergp
swMATH14389CRANkergpMaRDI QIDQ26290FDOQ26290
Gaussian Process Laboratory
Last update: 5 February 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.5.5, 0.1.0, 0.2.0, 0.4.0, 0.5.0, 0.5.1, 0.5.7
Source code repository: https://github.com/cran/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 (5)
- Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC
- Group Kernels for Gaussian Process Metamodels with Categorical Inputs
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
- Warped Gaussian Processes and Derivative-Based Sequential Designs for Functions with Heterogeneous Variations
- Polar Gaussian Processes and Experimental Designs in Circular Domains
This page was built for software: kergp
