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laGP  

Local Approximate Gaussian Process Regression
View on CRAN: Click here


Download and install laGP package within the R console
Install from CRAN:
install.packages("laGP")

Install from Github:
library("remotes")
install_github("cran/laGP")

Install by package version:
library("remotes")
install_version("laGP", "1.5-9")



Attach the package and use:
library("laGP")
Maintained by
Robert B. Gramacy
[Scholar Profile | Author Map]
First Published: 2013-10-09
Latest Update: 2023-03-14
Description:
Performs approximate GP regression for large computer experiments and spatial datasets. The approximation is based on finding small local designs for prediction (independently) at particular inputs. OpenMP and SNOW parallelization are supported for prediction over a vast out-of-sample testing set; GPU acceleration is also supported for an important subroutine. OpenMP and GPU features may require special compilation. An interface to lower-level (full) GP inference and prediction is provided. Wrapper routines for blackbox optimization under mixed equality and inequality constraints via an augmented Lagrangian scheme, and for large scale computer model calibration, are also provided. For details and tutorial, see Gramacy (2016 .
How to cite:
Robert B. Gramacy (2013). laGP: Local Approximate Gaussian Process Regression. R package version 1.5-9, https://cran.r-project.org/web/packages/laGP. Accessed 11 Apr. 2025.
Previous versions and publish date:
1.0 (2013-10-09 15:58), 1.1-1 (2014-09-03 18:08), 1.1-2 (2014-10-17 20:35), 1.1-3 (2014-10-31 06:07), 1.1-5 (2015-05-27 01:37), 1.1 (2014-03-20 15:52), 1.2-1 (2015-09-18 22:02), 1.2 (2015-09-17 22:50), 1.3-1 (2017-01-05 19:03), 1.3-2 (2017-01-09 21:46), 1.3 (2016-08-07 09:40), 1.4 (2017-06-02 09:14), 1.5-1 (2017-11-15 08:32), 1.5-2 (2018-07-25 16:50), 1.5-3 (2018-12-08 00:40), 1.5-5 (2019-09-07 18:30), 1.5-6 (2022-04-03 21:50), 1.5-7 (2022-06-27 10:40), 1.5-8 (2022-10-23 12:52), 1.5 (2017-09-25 20:11)
Other packages that cited laGP R package
View laGP citation profile
Other R packages that laGP depends, imports, suggests or enhances
Complete documentation for laGP
Functions, R codes and Examples using the laGP R package
Some associated functions: aGP . alcGP . blhs . darg . deleteGP . discrep.est . distance . fcalib . laGP . llikGP . mleGP . newGP . optim.auglag . predGP . randLine . 
Some associated R codes: blhs.R . calib.R . gp.R . gp_sep.R . laGP.R . laGP_sep.R . optim.R . parallel.R . prior.R . randLine.R . util.R .  Full laGP package functions and examples
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