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deepICMGP: Deep Intrinsic Coregionalization Gaussian Processes for Multiple Outputs

Fits two-layer deep intrinsic coregionalization Gaussian process surrogate models for multiple outputs observed at shared input locations. Uses Markov chain Monte Carlo sampling for kernel parameters and latent coordinates, with plug-in coregionalization estimates. Provides burn-in removal and thinning, posterior predictive means and within-location output covariances, and sequential experimental design using an active learning criterion. The method is described by Chang and Sung (2026) <doi:10.1615/Int.J.UncertaintyQuantification.2026062570>. Adapts code from the 'deepgp' package, with underlying deep Gaussian process methodology described by Sauer, Gramacy, and Higdon (2023) <doi:10.1080/00401706.2021.2008505>.

Version: 0.1.1
Imports: lhs, parallel, stats
Published: 2026-11-03
DOI: 10.32614/CRAN.package.deepICMGP
Author: Chun-Yi Chang [aut, cre], Chih-Li Sung [aut], Annie S. Booth [ctb] (Author of deepgp code adapted in this package)
Maintainer: Chun-Yi Chang <chang103 at msu.edu>
License: LGPL-2 | LGPL-2.1 | LGPL-3 [expanded from: LGPL]
NeedsCompilation: yes
Citation: deepICMGP citation info
CRAN checks: deepICMGP results

Documentation:

Reference manual: deepICMGP.html , deepICMGP.pdf

Downloads:

Package source: deepICMGP_0.1.1.tar.gz
Windows binaries: r-devel: deepICMGP_0.1.1.zip, r-release: deepICMGP_0.1.1.zip, r-oldrel: deepICMGP_0.1.1.zip
macOS binaries: r-release (arm64): deepICMGP_0.1.1.tgz, r-oldrel (arm64): deepICMGP_0.1.1.tgz, r-release (x86_64): deepICMGP_0.1.1.tgz, r-oldrel (x86_64): deepICMGP_0.1.1.tgz

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