Skip to content

hetGP

1.1.9Package record

Heteroskedastic Gaussian Process Modeling and Design under Replication

3packages depend
8.8Kdownloads / year
0.0%test coverage
13/13flavors OK

Overview

About

Performs Gaussian process regression with heteroskedastic noise following the model by Binois, M., Gramacy, R., Ludkovski, M. (2016) doi:10.48550/arXiv.1611.05902, with implementation details in Binois, M. & Gramacy, R. B. (2021) doi:10.18637/jss.v098.i13. The input dependent noise is modeled as another Gaussian process. Replicated observations are encouraged as they yield computational savings. Sequential design procedures based on the integrated mean square prediction error and lookahead heuristics are provided, and notably fast update functions when adding new observations.

Install

Health

CRAN checks
13OK
Slowest check: 15.8 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.1.9
READMENoVignettesYes · 1 · dynamicNEWSYes · 100% structuredCitation fileNoWebsitenot declared in DESCRIPTION
Description cites a JSS article
Help pages
57 (2 internal)includes a package overview page
Examples that run
90%37 run in a plain check · 4 never run
Exported functions with examples
75%
Documented parameters
83%
Return-value docs
48%
Help pages citing references
61%

Downloads

8.8K
CRAN downloads in the past year
Rank #4,411 · ~24/day · ~737/mo
Daily download trend is not available in this view yet.
70130 days
1.9K90 days
8.8K1 year
Compare downloads with other packages →
Also on407 r2u4 autocran

Dependencies

Declared dependencies
9 external dependencies (excludes base and recommended)

Installing hetGP adds 4 packages (4 with compiled code, 2.0 MB of source tarballs). Heaviest: Rcpp 1.8 MB, DiceDesign 141 KB, mco 36 KB.

Depends (1)
R >= 2.10
Imports (6)
LinkingTo (1)
Enhances (0)
none
Reverse dependencies
3direct
0indirect
Imports 3
Depends, Imports or LinkingTo, most downloaded first

Datasets

People & History

People (2)
Author, Maintainer since 1.0.0 (2017)
Listed in earlier versions (1)
Gramacy
no longer listed · 1.1.7 to 1.1.9
Releases (13)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.9Latest
    record
    2026-04-23 · current release · diff ↗
  • 1.1.8
    record
    2025-05-08 · diff ↗ ·
    added 8 exports
    allocq, allocq_c, deriv_crit_logEI, hyperSharpeMax, hyperSharperQ, qEI_loop, qHSRI_loop, update_pred
  • R
    R 4.5.0 released · 2025-04-11
  • 1.1.7
    record
    2024-09-04 · diff ↗ ·
    added 1 export
    crit_logEI
  • R
    R 4.4.0 released · 2024-04-24
  • 1.1.6
    record
    2023-10-02 · diff ↗ ·
    added 2 exports
    mleCRNGP, simul
  • R
    R 4.3.0 released · 2023-04-21
  • 1.1.5
    record
    2023-03-08 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 1.1.4
    record
    2021-07-08 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.1.3
    record
    2021-03-17 · diff ↗ ·
    added 2 exports
    crit_qEI, pred_noisy_input
  • R
    R 4.0.0 released · 2020-04-24
  • 1.1.2
    record
    2019-10-24 · diff ↗ ·
    added 6 exports
    crit_MEE, f1d2, f1d2_n, f1d_n, logLikH, scores
  • R
    R 3.6.0 released · 2019-04-26
Show 7 earlier eventsHide 7 earlier events
  • 1.1.1
    record
    2019-01-10 · diff ↗ ·
    removed 5 exports
    IMSE.search, IMSE_nsteps_ahead, crit_IMSE, deriv_crit_IMSE, update_horizon
    added 6 exports
    IMSPE_optim, crit_IMSPE, crit_optim, deriv_crit_EI, deriv_crit_IMSPE, horizon
  • 1.1.0
    record
    2018-09-18 · diff ↗ ·
    added 6 exports
    LOO_preds, crit_EI, crit_ICU, crit_MCU, crit_cSUR, crit_tMSE
  • R
    R 3.5.0 released · 2018-04-23
  • 1.0.2
    record
    2018-02-06 · diff ↗ ·
    added 3 exports
    f1d, rebuild, strip
  • 1.0.1
    record
    2017-11-29 · diff ↗ ·
    added 2 exports
    mleHetTP, mleHomTP
  • 1.0.0
    record
    2017-09-28
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2017-09-28
Total releases
13 / 9 yrs
License
LGPL
Minimum R
≥ 2.10
Bundled data
311 KB / 2 files
Download size
1.4 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("hetGP")
Binois, M., & Gramacy, R. B. (2026). hetGP: Heteroskedastic Gaussian Process Modeling and Design under Replication (Version 1.1.9) [Computer software]. https://doi.org/10.32614/CRAN.package.hetGP

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for hetGP version 1.1.9 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy