Package: gplite 0.13.0

gplite: General Purpose Gaussian Process Modelling

Implements the most common Gaussian process (GP) models using Laplace and expectation propagation (EP) approximations, maximum marginal likelihood (or posterior) inference for the hyperparameters, and sparse approximations for larger datasets.

Authors:Juho Piironen [cre, aut]

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NEWS

# Install 'gplite' in R:
install.packages('gplite', repos = c('https://jpiironen.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/jpiironen/gplite/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

34 exports 16 stars 1.82 score 4 dependencies 7 scripts 255 downloads

Last updated 2 years agofrom:5b5fe7c6a4. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 20 2024
R-4.5-win-x86_64OKAug 20 2024
R-4.5-linux-x86_64OKAug 20 2024
R-4.4-win-x86_64OKAug 20 2024
R-4.4-mac-x86_64OKAug 20 2024
R-4.4-mac-aarch64OKAug 20 2024
R-4.3-win-x86_64OKAug 20 2024
R-4.3-mac-x86_64OKAug 20 2024
R-4.3-mac-aarch64OKAug 20 2024

Exports:approx_epapprox_laplacecf_constcf_lincf_matern32cf_matern52cf_nncf_periodiccf_prodcf_sexpget_paramgp_comparegp_drawgp_energygp_fitgp_initgp_loadgp_loogp_optimgp_predgp_savelik_bernoullilik_betabinomlik_binomiallik_gaussianlik_poissonmethod_fitcmethod_fullmethod_rfprior_fixedprior_half_tprior_lognormalprior_logunifset_param

Dependencies:latticeMatrixRcppRcppArmadillo

gplite Quickstart

Rendered fromquickstart.Rmdusingknitr::rmarkdownon Aug 20 2024.

Last update: 2022-08-23
Started: 2019-07-06

Readme and manuals

Help Manual

Help pageTopics
The 'gplite' package.gplite-package gplite
Approximations to the posterior of the latent valuesapprox approx_ep approx_laplace
Initialize covariance function*.cf cf cf_const cf_lin cf_matern32 cf_matern52 cf_nn cf_periodic cf_prod cf_sexp
Make predictions with a GP modelgp_draw gp_pred pred
Energy of a GP modelgp_energy
Fit a GP modelgp_fit
Initialize a GP modelgp_init
Model assessment and comparisongp_compare gp_loo
Optimize hyperparameters of a GP modelgp_optim
Save and load a GP modelgp_load gp_save gp_saveload
Initialize likelihoodlik lik_bernoulli lik_betabinom lik_binomial lik_gaussian lik_poisson
Initialize method or type of the modelmethod method_fitc method_full method_rf
Get or set GP model parametersget_param param set_param
Initialize prior for hyperparameterpriors prior_fixed prior_half_t prior_lognormal prior_logunif