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>.
Last updated 4 months ago
openblascppopenmp
8.12 score 16 stars 1 dependents 100 scripts 386 downloadsContourFunctions - 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.
Last updated 5 months ago
contourcontour-plotggplot2
6.46 score 8 stars 3 dependents 27 scripts 383 downloadscomparer - Compare Output and Run Time
Quickly run experiments to compare the run time and output of code blocks. The function mbc() can make fast comparisons of code, and will calculate statistics comparing the resulting outputs. It can be used to compare model fits to the same data or see which function runs faster. The R6 class ffexp$new() runs a function using all possible combinations of selected inputs. This is useful for comparing the effect of different parameter values. It can also run in parallel and automatically save intermediate results, which is very useful for long computations.
Last updated 4 months ago
5.26 score 3 stars 20 scripts 320 downloadsTestFunctions - 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.
Last updated 5 months ago
5.16 score 2 dependents 48 scripts 329 downloadsCGGP - 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.
Last updated 1 years ago
cpp
4.38 score 2 stars 12 scripts 215 downloadsmixopt - Mixed Variable Optimization
Mixed variable optimization for non-linear functions. Can optimize function whose inputs are a combination of continuous, ordered, and unordered variables.
Last updated 5 months ago
numerical-optimization
3.78 score 1 stars 2 dependents 7 scripts 403 downloadssplitfngr - 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.
Last updated 6 years ago
3.65 score 3 dependents 6 scripts 311 downloadstestthatmulti - 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.
Last updated 1 years ago
2.70 score 193 downloadssFFLHD - 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>).
Last updated 6 years ago
2.70 score 6 scripts 188 downloads