Package: kergp 0.5.7

kergp: Gaussian Process Laboratory

Gaussian process regression with an emphasis on kernels. Quantitative and qualitative inputs are accepted. Some pre-defined kernels are available, such as radial or tensor-sum for quantitative inputs, and compound symmetry, low rank, group kernel for qualitative inputs. The user can define new kernels and composite kernels through a formula mechanism. Useful methods include parameter estimation by maximum likelihood, simulation, prediction and leave-one-out validation.

Authors:Yves Deville, David Ginsbourger, Olivier Roustant. Contributors: Nicolas Durrande.

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# Install 'kergp' in R:
install.packages('kergp', repos = c('https://roustant.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.83 score 1 stars 67 scripts 267 downloads 70 exports 46 dependencies

Last updated 9 months agofrom:4635f983b9. Checks:OK: 7 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 11 2024
R-4.5-win-x86_64NOTEOct 11 2024
R-4.5-linux-x86_64NOTEOct 11 2024
R-4.4-win-x86_64OKOct 11 2024
R-4.4-mac-x86_64OKOct 11 2024
R-4.4-mac-aarch64OKOct 11 2024
R-4.3-win-x86_64OKOct 11 2024
R-4.3-mac-x86_64OKOct 11 2024
R-4.3-mac-aarch64OKOct 11 2024

Exports:as.listcheckGradcheckParcheckXcoefcoef<-coefLowercoefLower<-coefUppercoefUpper<-coercecontr.helmodcorLevCompSymmcorLevDiagcorLevLowRankcorLevSymmcovANOVAcovCompcovMancovMatcovOrdcovQualNestedcovRadialcovTPcovTSglsgphasGradinputNamesinputNames<-k1Expk1Fun1Cosk1Fun1Expk1Fun1Gaussk1Fun1Matern3_2k1Fun1Matern5_2k1Fun1PowExpk1FunExpk1FunGaussk1FunMatern3_2k1FunMatern5_2k1FunPowExpk1Gaussk1Matern3_2k1Matern5_2k1PowExpkernelNamekGausskMaternmlenparoptimMethodsparMapparNamesSymmparseCovFormulaplotplot.covQualprinKrigeq1CompSymmq1Diagq1LowRankq1SymmscoresshowsimulatesimulParsymIndicesvarVecwarpNormwarpPower

Dependencies:briocallrclicodetoolscrayondescdiffobjdigestdoFuturedoParallelevaluatefansiforeachfsfuturefuture.applyglobalsglueiteratorsjsonlitelatticelifecyclelistenvmagrittrMASSnloptrnumDerivparallellypillarpkgbuildpkgconfigpkgloadpraiseprocessxpsR6Rcpprematch2rlangrprojroottestthattibbleutf8vctrswaldowithr

Readme and manuals

Help Manual

Help pageTopics
Gaussian Process Laboratorykergp-package kergp
Coerce a 'covTP' Object into a Listas.list,covTP-method
Check the Gradient Provided in a 'covMan' ObjectcheckGrad
Check Length and Names of a Vector of Values for Parameters or BoundscheckPar
Generic function: Check the Compatibility of a Design Matrix with a Given Covariance ObjectcheckX
Check the Compatibility of a Design with a Given Covariance ObjectcheckX,covAll-method
Extract Coefficients of a Covariance Kernel Object as Vector, List or Matrixcoef,covMan-method coef,covTS-method coef,methods
Generic Function: Replacement of Coefficient Valuescoef<-
Extract or Set Lower/Upper Bounds on CoefficientscoefLower coefLower<- coefUpper coefUpper<-
Modified Helmert Contrast Matrixcontr.helmod
Correlation Matrix for the Compound Symmetry StructurecorLevCompSymm
Correlation or Covariance Matrix for a Diagonal StructurecorLevDiag
Correlation Matrix for a Low-Rank StructurecorLevLowRank
Correlation Matrix for a General Symmetric Correlation StructurecorLevSymm
Virtual Class '"covAll"'checkX,covAll,data.frame-method checkX,covAll,matrix-method covAll-class
Creator for the Class '"covANOVA"'covANOVA
Class '"covANOVA"'coef,covANOVA-method coef<-,covANOVA,numeric-method coefLower,covANOVA-method coefLower<-,covANOVA-method coefUpper,covANOVA-method coefUpper<-,covANOVA-method covANOVA-class covMat,covANOVA-method npar,covANOVA-method scores,covANOVA-method show,covANOVA-method varVec,covANOVA-method
Creator for the Class '"covComp"' for Composite Covariance KernelscovComp
Class '"covComp"'as.list,covComp-method checkX,covComp,data.frame-method coef,covComp-method coef<-,covComp,numeric-method coefLower,covComp-method coefUpper,covComp-method covComp-class covMat,covComp-method inputNames<-,covComp,character-method scores,covComp-method show,covComp-method varVec,covComp-method
Creator Function for 'covMan' ObjectscovMan
Class '"covMan"'coef<-,covMan,numeric-method coefLower,covMan-method coefLower<-,covMan-method coefUpper,covMan-method coefUpper<-,covMan-method coerce,covMan,function-method covMan-class scores,covMan-method show,covMan-method
Generic Function: Covariance or Cross-Covariance Matrix Between two Sets of LocationscovMat
Covariance Matrix for a Covariance Kernel ObjectcovMat,covMan-method covMat,covTS-method
Warping-Based Covariance for an Ordinal InputcovOrd
Class '"covOrd"'checkX,covOrd,data.frame-method checkX,covOrd,matrix-method coef,covOrd-method coef<-,covOrd,numeric-method coefLower,covOrd-method coefLower<-,covOrd-method coefUpper,covOrd-method coefUpper<-,covOrd-method coerce,covOrd,function-method covMat,covOrd-method covOrd-class npar,covOrd-method scores,covOrd-method show,covOrd-method simulate,covOrd-method varVec,covOrd-method
Class '"covQual"'checkX,covQual,data.frame-method checkX,covQual,matrix-method coef,covQual-method coef<-,covQual,numeric-method coefLower,covQual-method coefLower<-,covQual-method coefUpper,covQual-method coefUpper<-,covQual-method coerce,covQual,function-method covMat,covQual-method covQual-class npar,covQual-method scores,covQual-method show,covQual-method simulate,covQual-method varVec,covQual-method
Nested Qualitative CovariancecovQualNested
Class '"covQualNested"'covQualNested-class
Creator for the Class '"covRadial"'covRadial
Class '"covRadial"'coef,covRadial-method coef<-,covRadial,numeric-method coefLower,covRadial-method coefLower<-,covRadial-method coefUpper,covRadial-method coefUpper<-,covRadial-method covMat,covRadial-method covRadial-class npar,covRadial-method scores,covRadial-method show,covRadial-method varVec,covRadial-method
Creator for the Class '"covTP"'covTP
Class '"covTP"'coef,covTP-method coef<-,covTP,numeric-method coefLower,covTP-method coefLower<-,covTP-method coefUpper,covTP-method coefUpper<-,covTP-method covMat,covTP-method covTP-class npar,covTP-method scores,covTP-method show,covTP-method varVec,covTP-method
Creator Function for 'covTS' ObjectscovTS
Class '"covTS"'coef<-,covTS,numeric-method coefLower,covTS-method coefLower<-,covTS-method coefUpper,covTS-method coefUpper<-,covTS-method covTS-class kernelName,covTS-method scores,covTS-method show,covTS-method
Generic Function: Generalized Least Squares Estimation with a Given Covariance Kernelgls
Generalized Least Squares Estimation with a Given Covariance Kernelgls,covAll-method gls-methods
Gaussian Process Modelgp
Generic Function: Extract slot hasGrad of a Covariance KernelhasGrad hasGrad,covAll-method
Diagnostics for a Gaussian Process Model, Based on Leave-One-Outinfluence.gp
Generic Function: Names of the Inputs of a Covariance KernelinputNames inputNames,covAll-method inputNames<- inputNames<-,covAll,character-method inputNames<-,covAll-method
Predefined covMan Objects for 1D Kernelsk1Exp k1Gauss k1Matern3_2 k1Matern5_2 k1PowExp
One-Dimensional Classical Covariance Kernel Functionsk1Fun1Cos k1Fun1Exp k1Fun1Gauss k1Fun1Matern3_2 k1Fun1Matern5_2 k1Fun1PowExp k1FunExp k1FunGauss k1FunMatern3_2 k1FunMatern5_2 k1FunPowExp
Name of the One-Dimensional Kernel in a Composite Kernel ObjectkernelName
Gauss (Squared-Exponential) KernelkGauss kSE
Matérn KernelskExp kMatern
Generic Function: Maximum Likelihood Estimation of a Gaussian Process Modelmle
Maximum Likelihood Estimation of Gaussian Process Model Parametersmle,covAll-method mle-methods
Generic function: Number of Free Parameters in a Covariance Kernelnpar
Number of Parameters for a Covariance Kernel Objectnpar,covMan-method npar,covTS-method
Optimization Methods (or Algorithms) for the 'mle' MethodoptimMethods
Generic Function: Map the Parameters of a Composite Covariance KernelparMap
Map the Parameters of a Structure on the Inputs and Kernel ParametersparMap,covTS-method
Vector of Names for the General 'Symm' ParameterisationparNamesSymm
Parse a Formula or Expression Describing a Composite Covariance KernelparseCovFormula
Plot for a qualitative inputplot plot,covQual,ANY-method plot,covQual-method plot.covQual
Diagnostic Plot for the Validation of a 'gp' Objectplot.gp
Plot Simulations from a 'gp' Objectplot.simulate.gp
Prediction Method for the '"gp"' S3 Classpredict.gp
Principal Kriging FunctionsprinKrige
Qualitative Correlation or Covariance Kernel with one Input and Compound Symmetric Correlationq1CompSymm
Qualitative Correlation or Covariance Kernel with one Input and Diagonal Structureq1Diag
Qualitative Correlation or Covariance Kernel with one Input and Low-Rank Correlationq1LowRank
Qualitative Correlation or Covariance Kernel with one Input and General Symmetric Correlationq1Symm
Generic Function: Scores for a Covariance Kernel Objectscores
Extracts the Slots of a StructureshapeSlot
Simulation of a 'covAll' Objectsimulate,covAll-method
Simulation of Paths from a 'gp' Objectsimulate.gp
Generic function: Draw Random Values for the Parameters of a Covariance KernelsimulPar
Draw Random Values for the Parameters of a Covariance KernelsimulPar,covAll-method
Vector of Indices Useful for Symmetric or Anti-Symmetric Matrices.symIndices
Make Translucent colorstranslude
Generic Function: Variance of Gaussian Process at Specific LocationsvarVec
Covariance Matrix for a Covariance Kernel ObjectvarVec,covMan-method varVec,covTS-method
Warpings for Ordinal InputswarpFun warpNorm warpPower warpSpline1 warpSpline2 warpUnorm