Heteroskedastic Gaussian Process Modeling and Design under Replication
Overview
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
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- 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
Dependencies
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.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.1.9Latest
- 1.1.82025-05-08 · diff ↗ ·
added 8 exports
allocq, allocq_c, deriv_crit_logEI, hyperSharpeMax, hyperSharperQ, qEI_loop, qHSRI_loop, update_pred - RR 4.5.0 released · 2025-04-11
- 1.1.7
- RR 4.4.0 released · 2024-04-24
- 1.1.6
- RR 4.3.0 released · 2023-04-21
- 1.1.52023-03-08 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 1.1.42021-07-08 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.1.3
- RR 4.0.0 released · 2020-04-24
- 1.1.2
- RR 3.6.0 released · 2019-04-26
Show 7 earlier eventsHide 7 earlier events
- 1.1.12019-01-10 · diff ↗ ·
removed 5 exports
IMSE.search, IMSE_nsteps_ahead, crit_IMSE, deriv_crit_IMSE, update_horizonadded 6 exports
IMSPE_optim, crit_IMSPE, crit_optim, deriv_crit_EI, deriv_crit_IMSPE, horizon - 1.1.0
- RR 3.5.0 released · 2018-04-23
- 1.0.2
- 1.0.1
- 1.0.02017-09-28
- RR 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
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