GauPro - Gaussian Process Fitting

Fits a Gaussian process model to data. Gaussian processes are commonly used in computer experiments to fit an interpolating model. The model is stored as an 'R6' object and can be easily updated with new data. There are options to run in parallel, and 'Rcpp' has been used to speed up calculations. For more info about Gaussian process software, see Erickson et al. (2018) <doi:10.1016/j.ejor.2017.10.002>.

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openblascppopenmp

11.41 score 19 stars 51 dependents 116 scripts 38k downloads

ContourFunctions - Create Contour Plots from Data or a Function

Provides functions for making contour plots. The contour plot can be created from grid data, a function, or a data set. If non-grid data is given, then a Gaussian process is fit to the data and used to create the contour plot.

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contourcontour-plotggplot2

6.96 score 9 stars 6 dependents 30 scripts 3.7k downloads

splitfngr - Combined Evaluation and Split Access of Functions

Some R functions, such as optim(), require a function its gradient passed as separate arguments. When these are expensive to calculate it may be much faster to calculate the function (fn) and gradient (gr) together since they often share many calculations (chain rule). This package allows the user to pass in a single function that returns both the function and gradient, then splits (hence 'splitfngr') them so the results can be accessed separately. The functions provided allow this to be done with any number of functions/values, not just for functions and gradients.

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6.42 score 53 dependents 6 scripts 33k downloads

mixopt - Mixed Variable Optimization

Mixed variable optimization for non-linear functions. Can optimize function whose inputs are a combination of continuous, ordered, and unordered variables.

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numerical-optimization

6.26 score 1 stars 52 dependents 7 scripts 23k downloads

TestFunctions - Test Functions for Simulation Experiments and Evaluating Optimization and Emulation Algorithms

Test functions are often used to test computer code. They are used in optimization to test algorithms and in metamodeling to evaluate model predictions. This package provides test functions that can be used for any purpose.

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5.59 score 5 dependents 52 scripts 397 downloads

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.

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cpp

4.08 score 2 stars 12 scripts 222 downloads

testthatmulti - Testing for R Packages with Multiple Attempts for Noisy Tests

Runs tests using the 'testthat' package but allows for multiple attempts for a single test. This is useful for noisy or flaky tests that generally pass but can fail due to occasional random errors, such as numeric instability or using random data.

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3.65 score 1 stars 5 scripts 3.0k downloads

sFFLHD - Sequential Full Factorial-Based Latin Hypercube Design

Gives design points from a sequential full factorial-based Latin hypercube design, as described in Duan, Ankenman, Sanchez, and Sanchez (2015, Technometrics, <doi:10.1080/00401706.2015.1108233>).

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2.70 score 8 scripts 199 downloads