Composite Grid Gaussian Processes

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Documentation for package ‘CGGP’ version 1.0.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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