| demu-package {demu} | R Documentation |
demu is an open-source R package implementing a Gaussian process optimal design emulator based on Determinantal point processes.
Description
demu implements a determinantal point process emulator for probabilistically sampling optimal designs for Gaussian process (GP) regression models. Currently, demu is a proof of concept implementation that implements basic DPP sampling, conditional DPP sampling for drawing designs of fixed size n, sequential DPP sampling to build designs iteratively and a faster C++ implementation of the conditional DPP sampler using sparse matrices. The package supports popular stationary correlation functions commonly used in GP regression models, including the Gaussian and Wendland correlation functions.
Details
The main model fitting functions in the package include sim.dpp.modal() for dense correlation matrices and sim.dpp.modal.fast() for sparse correlation matrices. These functions use a grid-based approximation to sample from the relevant DPP model.
Author(s)
Matthew T. Pratola <mpratola@stat.osu.edu> [aut, cre, cph]
References
Pratola, Matthew T., Lin, C. Devon, and Craigmile, Peter. (2018) Optimal Design Emulators: A Point Process Approach. arXiv:1804.02089.
See Also
sim.dpp.modal,sim.dpp.modal.fast,sim.dpp.modal.seq,sim.dpp.modal.fast.seq