Package: CGGP 1.0.4.9000

CGGP: Composite Grid Gaussian Processes

Run computer experiments using the adaptive composite grid algorithm with a Gaussian process model. The algorithm works best when running an experiment that can evaluate thousands of points from a deterministic computer simulation. This package is an implementation of a forthcoming paper by Plumlee, Erickson, Ankenman, et al. For a preprint of the paper, contact the maintainer of this package.

Authors:Collin Erickson [aut, cre], Matthew Plumlee [aut]

CGGP_1.0.4.9000.tar.gz
CGGP_1.0.4.9000.zip(r-4.7)CGGP_1.0.4.9000.zip(r-4.6)CGGP_1.0.4.9000.zip(r-4.5)
CGGP_1.0.4.9000.tgz(r-4.6-x86_64)CGGP_1.0.4.9000.tgz(r-4.6-arm64)CGGP_1.0.4.9000.tgz(r-4.5-x86_64)CGGP_1.0.4.9000.tgz(r-4.5-arm64)
CGGP_1.0.4.9000.tar.gz(r-4.7-arm64)CGGP_1.0.4.9000.tar.gz(r-4.7-x86_64)CGGP_1.0.4.9000.tar.gz(r-4.6-arm64)CGGP_1.0.4.9000.tar.gz(r-4.6-x86_64)
CGGP_1.0.4.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
CGGP/json (API)

# Install 'CGGP' in R:

install.packages('CGGP', repos = c('https://collinerickson.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/collinerickson/cggp/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

cpp

4.23 score 2 stars 17 scripts 279 downloads 39 exports 2 dependencies

Last updated from:51db6eba82. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	227
linux-devel-x86_64	OK	215
source / vignettes	OK	208
linux-release-arm64	OK	171
linux-release-x86_64	OK	214
macos-release-arm64	OK	178
macos-release-x86_64	OK	320
macos-oldrel-arm64	OK	144
macos-oldrel-x86_64	OK	343
windows-devel	OK	238
windows-release	OK	242
windows-oldrel	OK	222
wasm-release	OK	114

Dependencies:Rcpp RcppArmadillo

An Introduction to the CGGP Package

Introduction | How to use CGGP | Plotting CGGP objects

Rendered fromCGGP.Rmdusingknitr::rmarkdown

Last update: 2019-06-10
Started: 2019-05-19

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
CGGP: A package for running sparse grid computer experiments	CGGP-package CGGP
Calculate MSE over single dimension	CGGP_internal_calcMSE
Calculate MSE over blocks	CGGP_internal_calcMSEde
Calculate predictive weights for CGGP	CGGP_internal_calcpw
Calculate derivative of pw	CGGP_internal_calcpwanddpw
Cauchy correlation function	CGGP_internal_CorrMatCauchy
CauchySQ correlation function	CGGP_internal_CorrMatCauchySQ
CauchySQT correlation function	CGGP_internal_CorrMatCauchySQT
Gaussian correlation function	CGGP_internal_CorrMatGaussian
Matern 3/2 correlation function	CGGP_internal_CorrMatMatern32
Matern 5/2 correlation function	CGGP_internal_CorrMatMatern52
Power exponential correlation function	CGGP_internal_CorrMatPowerExp
Wendland0 (Triangle) correlation function	CGGP_internal_CorrMatWendland0
Wendland1 1 correlation function	CGGP_internal_CorrMatWendland1
Wendland2 2 correlation function	CGGP_internal_CorrMatWendland2
Gradient of negative log likelihood posterior	CGGP_internal_gneglogpost
Calculate MSE prediction along a single dimension	CGGP_internal_MSEpredcalc
Calculate negative log posterior	CGGP_internal_neglogpost
Set correlation function of CGGP object	CGGP_internal_set_corr
Add points to CGGP	CGGPappend
Create sparse grid GP	CGGPcreate
Update CGGP model given data	CGGPfit
CGGP block plot	CGGPplotblocks
Plot CGGP block selection over time	CGGPplotblockselection
Plot correlation samples	CGGPplotcorr
Heatmap of SG design depth	CGGPplotheat
Histogram of measurements at each design depth of each input dimension	CGGPplothist
Plot negative log posterior likelihood of samples	CGGPplotsamplesneglogpost
CGGP slice plot	CGGPplotslice
Plot theta samples	CGGPplottheta
Plot something similar to a semivariogram	CGGPplotvariogram
Plot validation prediction errors for CGGP object	CGGPvalplot
Calculate stats for CGGP prediction on validation data	CGGPvalstats
S3 plot method for CGGP	plot.CGGP
S3 predict method for CGGP	CGGPpred predict.CGGP
Print CGGP object	print.CGGP
rcpp_fastmatclcr	rcpp_fastmatclcr
rcpp_fastmatclcranddclcr	rcpp_fastmatclcranddclcr
rcpp_kronDBS	rcpp_gkronDBS
rcpp_kronDBS	rcpp_kronDBS
Plot validation prediction errors	valplot
Calculate stats for prediction on validation data	valstats