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:
gplite_0.13.0.tar.gz
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gplite.pdf |gplite.html✨
gplite/json (API)
NEWS
| # Install 'gplite' in R: |
| install.packages('gplite', repos = c('https://jpiironen.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/jpiironen/gplite/issues
Last updated 2 years agofrom:5b5fe7c6a4. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 04 2024 |
| R-4.5-win-x86_64 | OK | Nov 04 2024 |
| R-4.5-linux-x86_64 | OK | Nov 04 2024 |
| R-4.4-win-x86_64 | OK | Nov 04 2024 |
| R-4.4-mac-x86_64 | OK | Nov 04 2024 |
| R-4.4-mac-aarch64 | OK | Nov 04 2024 |
| R-4.3-win-x86_64 | OK | Nov 04 2024 |
| R-4.3-mac-x86_64 | OK | Nov 04 2024 |
| R-4.3-mac-aarch64 | OK | Nov 04 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
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| The 'gplite' package. | gplite-package gplite |
| Approximations to the posterior of the latent values | approx 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 model | gp_draw gp_pred pred |
| Energy of a GP model | gp_energy |
| Fit a GP model | gp_fit |
| Initialize a GP model | gp_init |
| Model assessment and comparison | gp_compare gp_loo |
| Optimize hyperparameters of a GP model | gp_optim |
| Save and load a GP model | gp_load gp_save gp_saveload |
| Initialize likelihood | lik lik_bernoulli lik_betabinom lik_binomial lik_gaussian lik_poisson |
| Initialize method or type of the model | method method_fitc method_full method_rf |
| Get or set GP model parameters | get_param param set_param |
| Initialize prior for hyperparameter | priors prior_fixed prior_half_t prior_lognormal prior_logunif |
