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Performs Gaussian process regression with heteroskedastic noise following the model by Binois, M., Gramacy, R., Ludkovski, M. (2016) <doi:10.48550/arXiv.1611.05902>, with implementation details in Binois, M. & Gramacy, R. B. (2021) <doi:10.18637/jss.v098.i13>. The input dependent noise is modeled as another Gaussian process. Replicated observations are encouraged as they yield computational savings. Sequential design procedures based on the integrated mean square prediction error and lookahead heuristics are provided, and notably fast update functions when adding new observations.
| Version: | 1.1.6 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp (≥ 0.12.3), MASS, methods, DiceDesign |
| LinkingTo: | Rcpp |
| Suggests: | knitr, monomvn, lhs, colorspace |
| Published: | 2023-10-02 |
| Author: | Mickael Binois, Robert B. Gramacy |
| Maintainer: | Mickael Binois <mickael.binois at inria.fr> |
| License: | LGPL-2 | LGPL-2.1 | LGPL-3 [expanded from: LGPL] |
| NeedsCompilation: | yes |
| Citation: | hetGP citation info |
| Materials: | NEWS |
| CRAN checks: | hetGP results |
| Reference manual: | hetGP.pdf |
| Vignettes: |
a guide to the hetGP package |
| Package source: | hetGP_1.1.6.tar.gz |
| Windows binaries: | r-devel: hetGP_1.1.6.zip, r-release: hetGP_1.1.6.zip, r-oldrel: hetGP_1.1.6.zip |
| macOS binaries: | r-release (arm64): hetGP_1.1.6.tgz, r-oldrel (arm64): hetGP_1.1.6.tgz, r-release (x86_64): hetGP_1.1.6.tgz, r-oldrel (x86_64): hetGP_1.1.5.tgz |
| Old sources: | hetGP archive |
| Reverse imports: | quantkriging |
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