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Performs approximate GP regression for large computer experiments and spatial datasets. The approximation is based on finding small local designs for prediction (independently) at particular inputs. OpenMP and SNOW parallelization are supported for prediction over a vast out-of-sample testing set; GPU acceleration is also supported for an important subroutine. OpenMP and GPU features may require special compilation. An interface to lower-level (full) GP inference and prediction is provided. Wrapper routines for blackbox optimization under mixed equality and inequality constraints via an augmented Lagrangian scheme, and for large scale computer model calibration, are also provided. For details and tutorial, see Gramacy (2016 <doi:10.18637/jss.v072.i01>.
| Version: | 1.5-9 |
| Depends: | R (≥ 2.14) |
| Imports: | tgp, parallel |
| Suggests: | mvtnorm, MASS, interp, lhs, crs, DiceOptim |
| Published: | 2023-03-14 |
| DOI: | 10.32614/CRAN.package.laGP |
| Author: | Robert B. Gramacy, Furong Sun |
| Maintainer: | Robert B. Gramacy <rbg at vt.edu> |
| License: | LGPL-2 | LGPL-2.1 | LGPL-3 [expanded from: LGPL] |
| URL: | https://bobby.gramacy.com/r_packages/laGP/ |
| NeedsCompilation: | yes |
| Citation: | laGP citation info |
| Materials: | README ChangeLog INSTALL |
| CRAN checks: | laGP results |
| Reference manual: | laGP.pdf |
| Vignettes: |
a guide to the laGP package |
| Package source: | laGP_1.5-9.tar.gz |
| Windows binaries: | r-devel: laGP_1.5-9.zip, r-release: laGP_1.5-9.zip, r-oldrel: laGP_1.5-9.zip |
| macOS binaries: | r-release (arm64): laGP_1.5-9.tgz, r-oldrel (arm64): laGP_1.5-9.tgz, r-release (x86_64): laGP_1.5-9.tgz, r-oldrel (x86_64): laGP_1.5-9.tgz |
| Old sources: | laGP archive |
| Reverse imports: | BayesianPlatformDesignTimeTrend, leapgp |
| Reverse suggests: | CompModels, ContourFunctions, familiar, mlr |
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These binaries (installable software) and packages are in development.
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