Heteroskedastic Gaussian Process Modeling and Design under Replication

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Documentation for package ‘hetGP’ version 1.1.6

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

Help Pages

hetGP-package	Package hetGP
allocate_mult	Allocation of replicates on existing designs
ato	Assemble To Order (ATO) Data and Fits
ato.a	Assemble To Order (ATO) Data and Fits
bfs	Bayes Factor Data
bfs.exp	Bayes Factor Data
bfs.gamma	Bayes Factor Data
compareGP	Likelihood-based comparison of models
cov_gen	Correlation function of selected type, supporting both isotropic and product forms
crit_cSUR	Contour Stepwise Uncertainty Reduction criterion
crit_EI	Expected Improvement criterion
crit_ICU	Integrated Contour Uncertainty criterion
crit_IMSPE	Sequential IMSPE criterion
crit_MCU	Maximum Contour Uncertainty criterion
crit_MEE	Maximum Empirical Error criterion
crit_optim	Criterion optimization
crit_qEI	Parallel Expected improvement
crit_tMSE	t-MSE criterion
deriv_crit_EI	Derivative of EI criterion for GP models
deriv_crit_IMSPE	Derivative of crit_IMSPE
f1d	1d test function (1)
f1d2	1d test function (2)
f1d2_n	Noisy 1d test function (2) Add Gaussian noise with variance r(x) = scale * (exp(sin(2 pi x)))^2 to 'f1d2'
f1d_n	Noisy 1d test function (1) Add Gaussian noise with variance r(x) = scale * (1.1 + sin(2 pi x))^2 to 'f1d'
find_reps	Data preprocessing
horizon	Adapt horizon
IMSPE	Integrated Mean Square Prediction Error
IMSPE_optim	IMSPE optimization
kill	Assemble To Order (ATO) Data and Fits
LOO_preds	Leave one out predictions
mleCRNGP	Gaussian process modeling with correlated noise
mleHetGP	Gaussian process modeling with heteroskedastic noise
mleHetTP	Student-t process modeling with heteroskedastic noise
mleHomGP	Gaussian process modeling with homoskedastic noise
mleHomTP	Student-T process modeling with homoskedastic noise
mult	Assemble To Order (ATO) Data and Fits
nc	Assemble To Order (ATO) Data and Fits
out	Assemble To Order (ATO) Data and Fits
out.a	Assemble To Order (ATO) Data and Fits
predict.CRNGP	Gaussian process predictions using a GP object for correlated noise (of class 'CRNGP')
predict.hetGP	Gaussian process predictions using a heterogeneous noise GP object (of class 'hetGP')
predict.hetTP	Student-t process predictions using a heterogeneous noise TP object (of class 'hetTP')
predict.homGP	Gaussian process predictions using a homoskedastic noise GP object (of class 'homGP')
predict.homTP	Student-t process predictions using a homoskedastic noise GP object (of class 'homGP')
pred_noisy_input	Gaussian process prediction prediction at a noisy input 'x', with centered Gaussian noise of variance 'sigma_x'. Several options are available, with different efficiency/accuracy tradeoffs.
rebuild	Import and export of hetGP objects
rebuild.hetGP	Import and export of hetGP objects
rebuild.hetTP	Import and export of hetGP objects
rebuild.homGP	Import and export of hetGP objects
rebuild.homTP	Import and export of hetGP objects
reps	Assemble To Order (ATO) Data and Fits
scores	Score and RMSE function To asses the performance of the prediction, this function computes the root mean squared error and proper score function (also known as negative log-probability density).
simul	Conditional simulation for CRNGP
simul.CRNGP	Fast conditional simulation for a CRNGP model
sirEval	SIR test problem
sirSimulate	SIR test problem
strip	Import and export of hetGP objects
train	Assemble To Order (ATO) Data and Fits
update.hetGP	Update '"hetGP"'-class model fit with new observations
update.hetTP	Update '"hetTP"'-class model fit with new observations
update.homGP	Fast 'homGP'-update
update.homTP	Fast 'homTP'-update
Wij	Compute double integral of the covariance kernel over a [0,1]^d domain
X	Assemble To Order (ATO) Data and Fits
Xa	Assemble To Order (ATO) Data and Fits
Xtest	Assemble To Order (ATO) Data and Fits
Xtrain	Assemble To Order (ATO) Data and Fits
Xtrain.out	Assemble To Order (ATO) Data and Fits
Z	Assemble To Order (ATO) Data and Fits
Za	Assemble To Order (ATO) Data and Fits
Zm	Assemble To Order (ATO) Data and Fits
Ztest	Assemble To Order (ATO) Data and Fits
Ztrain	Assemble To Order (ATO) Data and Fits
Ztrain.out	Assemble To Order (ATO) Data and Fits
Zv	Assemble To Order (ATO) Data and Fits