hetGP
1.1.9Heteroskedastic 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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2214 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1813 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 90%
- Documented parameters
- 83%
- Return-value docs
- 48%
- References docs
- 61%
Downloads
Dependencies
Code & Tests
Datasets
People & History
13 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.1.9Latest
- 1.1.82025-05-08 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 1.1.72024-09-04 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 1.1.62023-10-02 · diff ↗
- 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
- 1.1.32021-03-17 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.1.22019-10-24 · diff ↗
- RR 3.6.0 released · 2019-04-26
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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("hetGP")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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