activegp |
Package activegp |

as.matrix.const_C |
Extract Matrix |

C_GP |
C matrix closed form expression for a GP. |

C_GP_ci |
CI on Eigenvalues via Monte Carlo/GP |

C_tr |
Expected variance of trace of C |

C_var |
Element-wise Cn+1 variance |

C_var2 |
Alternative Variance of Update |

domain_to_R |
Rectangular Domain -> Unbounded Domain |

domain_to_unit |
Change a function's inputs to live in [-1, 1] |

grad_est_subspace |
Estimate the Active Subspace of a Cheap Function using Gradients |

logLikHessian |
Hessian of the log-likelihood with respect to lengthscales hyperparameters Works for homGP and hetGP models from the hetGP package for now. |

Lt_GP |
Active Subspace Prewarping |

n11_2_01 |
f:[-1, 1] -> R Becomes f:[0,1] -> R |

plot.const_C |
Plot const_C objectc |

print.const_C |
Print const_C objects |

subspace_dist |
Get the distance between subspaces defined as the ranges of A and B |

update.const_C |
C update with new observations |

update_C2 |
Update Constantine's C, using update formula |