RobustGaSP

swMATH26272CRANRobustGaSPMaRDI QIDQ38004

Robust Gaussian Stochastic Process Emulation

James Berger, Jesus Palomo, Mengyang Gu

Last update: 9 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.6.5, 0.5.2, 0.5.3, 0.5.4, 0.5.5, 0.5.6, 0.5.7, 0.5, 0.6.0, 0.6.1, 0.6.2, 0.6.3, 0.6.4, 0.6.6

Source code repository: https://github.com/cran/RobustGaSP

Description

Robust parameter estimation and prediction of Gaussian stochastic process emulators. It allows for robust parameter estimation and prediction using Gaussian stochastic process emulator. It also implements the parallel partial Gaussian stochastic process emulator for computer model with massive outputs See the reference: Mengyang Gu and Jim Berger, 2016, Annals of Applied Statistics; Mengyang Gu, Xiaojing Wang and Jim Berger, 2018, Annals of Statistics.

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