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r-cran-tgp

GNU R Bayesian treed Gaussian process models

Description

Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes (GPs) with jumps to the limiting linear model (LLM). Special cases also implemented include Bayesian linear models, CART, treed linear models, stationary separable and isotropic GPs, and GP single-index models. Provides 1-d and 2-d plotting functions (with projection and slice capabilities) and tree drawing, designed for visualization of tgp-class output. Sensitivity analysis and multi-resolution models are supported. Sequential experimental design and adaptive sampling functions are also provided, including ALM, ALC, and expected improvement. The latter supports derivative-free optimization of noisy black-box functions.

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Homepage

https://cran.r-project.org/package=tgp


Statistics

1081 other people were interested in this package here. The newest known version of this software is 2.4-14-4+b1 (Information last updated 2 days ago.)