Package: kergp 0.5.8
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:
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kergp.pdf |kergp.html✨
kergp/json (API)
| # Install 'kergp' in R: |
| install.packages('kergp', repos = c('https://roustant.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 days agofrom:7e1452adbd. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 20 2024 |
| R-4.5-win-x86_64 | OK | Nov 20 2024 |
| R-4.5-linux-x86_64 | OK | Nov 20 2024 |
| R-4.4-win-x86_64 | OK | Nov 20 2024 |
| R-4.4-mac-x86_64 | OK | Nov 20 2024 |
| R-4.4-mac-aarch64 | OK | Nov 20 2024 |
| R-4.3-win-x86_64 | OK | Nov 20 2024 |
| R-4.3-mac-x86_64 | OK | Nov 20 2024 |
| R-4.3-mac-aarch64 | OK | Nov 20 2024 |
Exports:as.listcheckGradcheckParcheckXcoefcoef<-coefLowercoefLower<-coefUppercoefUpper<-coercecontr.helmodcorLevCompSymmcorLevDiagcorLevLowRankcorLevSymmcovANOVAcovCompcovMancovMatcovOrdcovQualNestedcovRadialcovTPcovTSglsgphasGradinputNamesinputNames<-k1Expk1Fun1Cosk1Fun1Expk1Fun1Gaussk1Fun1Matern3_2k1Fun1Matern5_2k1Fun1PowExpk1FunExpk1FunGaussk1FunMatern3_2k1FunMatern5_2k1FunPowExpk1Gaussk1Matern3_2k1Matern5_2k1PowExpkernelNamekGausskMaternmlenparoptimMethodsparMapparNamesSymmparseCovFormulaplotplot.covQualprinKrigeq1CompSymmq1Diagq1LowRankq1SymmscoresshowsimulatesimulParsymIndicesvarVecwarpNormwarpPower
Dependencies:briocallrclicodetoolscrayondescdiffobjdigestdoFuturedoParallelevaluateforeachfsfuturefuture.applyglobalsglueiteratorsjsonlitelatticelifecyclelistenvmagrittrMASSnloptrnumDerivparallellypkgbuildpkgloadpraiseprocessxpsR6Rcpprlangrprojroottestthatwaldowithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Gaussian Process Laboratory | kergp-package kergp |
| Coerce a 'covTP' Object into a List | as.list,covTP-method |
| Check the Gradient Provided in a 'covMan' Object | checkGrad |
| Check Length and Names of a Vector of Values for Parameters or Bounds | checkPar |
| Generic function: Check the Compatibility of a Design Matrix with a Given Covariance Object | checkX |
| Check the Compatibility of a Design with a Given Covariance Object | checkX,covAll-method |
| Extract Coefficients of a Covariance Kernel Object as Vector, List or Matrix | coef,covMan-method coef,covTS-method coef,methods |
| Generic Function: Replacement of Coefficient Values | coef<- |
| Extract or Set Lower/Upper Bounds on Coefficients | coefLower coefLower<- coefUpper coefUpper<- |
| Modified Helmert Contrast Matrix | contr.helmod |
| Correlation Matrix for the Compound Symmetry Structure | corLevCompSymm |
| Correlation or Covariance Matrix for a Diagonal Structure | corLevDiag |
| Correlation Matrix for a Low-Rank Structure | corLevLowRank |
| Correlation Matrix for a General Symmetric Correlation Structure | corLevSymm |
| 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 Kernels | covComp |
| 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' Objects | covMan |
| 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 Locations | covMat |
| Covariance Matrix for a Covariance Kernel Object | covMat,covMan-method covMat,covTS-method |
| Warping-Based Covariance for an Ordinal Input | covOrd |
| 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 Covariance | covQualNested |
| 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' Objects | covTS |
| 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 Kernel | gls |
| Generalized Least Squares Estimation with a Given Covariance Kernel | gls,covAll-method gls-methods |
| Gaussian Process Model | gp |
| Generic Function: Extract slot hasGrad of a Covariance Kernel | hasGrad hasGrad,covAll-method |
| Diagnostics for a Gaussian Process Model, Based on Leave-One-Out | influence.gp |
| Generic Function: Names of the Inputs of a Covariance Kernel | inputNames inputNames,covAll-method inputNames<- inputNames<-,covAll,character-method inputNames<-,covAll-method |
| Predefined covMan Objects for 1D Kernels | k1Exp k1Gauss k1Matern3_2 k1Matern5_2 k1PowExp |
| One-Dimensional Classical Covariance Kernel Functions | k1Fun1Cos k1Fun1Exp k1Fun1Gauss k1Fun1Matern3_2 k1Fun1Matern5_2 k1Fun1PowExp k1FunExp k1FunGauss k1FunMatern3_2 k1FunMatern5_2 k1FunPowExp |
| Name of the One-Dimensional Kernel in a Composite Kernel Object | kernelName |
| Gauss (Squared-Exponential) Kernel | kGauss kSE |
| Matérn Kernels | kExp kMatern |
| Generic Function: Maximum Likelihood Estimation of a Gaussian Process Model | mle |
| Maximum Likelihood Estimation of Gaussian Process Model Parameters | mle,covAll-method mle-methods |
| Generic function: Number of Free Parameters in a Covariance Kernel | npar |
| Number of Parameters for a Covariance Kernel Object | npar,covMan-method npar,covTS-method |
| Optimization Methods (or Algorithms) for the 'mle' Method | optimMethods |
| Generic Function: Map the Parameters of a Composite Covariance Kernel | parMap |
| Map the Parameters of a Structure on the Inputs and Kernel Parameters | parMap,covTS-method |
| Vector of Names for the General 'Symm' Parameterisation | parNamesSymm |
| Parse a Formula or Expression Describing a Composite Covariance Kernel | parseCovFormula |
| Plot for a qualitative input | plot plot,covQual,ANY-method plot,covQual-method plot.covQual |
| Diagnostic Plot for the Validation of a 'gp' Object | plot.gp |
| Plot Simulations from a 'gp' Object | plot.simulate.gp |
| Prediction Method for the '"gp"' S3 Class | predict.gp |
| Principal Kriging Functions | prinKrige |
| Qualitative Correlation or Covariance Kernel with one Input and Compound Symmetric Correlation | q1CompSymm |
| Qualitative Correlation or Covariance Kernel with one Input and Diagonal Structure | q1Diag |
| Qualitative Correlation or Covariance Kernel with one Input and Low-Rank Correlation | q1LowRank |
| Qualitative Correlation or Covariance Kernel with one Input and General Symmetric Correlation | q1Symm |
| Generic Function: Scores for a Covariance Kernel Object | scores |
| Extracts the Slots of a Structure | shapeSlot |
| Simulation of a 'covAll' Object | simulate,covAll-method |
| Simulation of Paths from a 'gp' Object | simulate.gp |
| Generic function: Draw Random Values for the Parameters of a Covariance Kernel | simulPar |
| Draw Random Values for the Parameters of a Covariance Kernel | simulPar,covAll-method |
| Vector of Indices Useful for Symmetric or Anti-Symmetric Matrices. | symIndices |
| Make Translucent colors | translude |
| Generic Function: Variance of Gaussian Process at Specific Locations | varVec |
| Covariance Matrix for a Covariance Kernel Object | varVec,covMan-method varVec,covTS-method |
| Warpings for Ordinal Inputs | warpFun warpNorm warpPower warpSpline1 warpSpline2 warpUnorm |
