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plgp
View on CRAN: Click
here
Download and install plgp package within the R console
Install from CRAN:
install.packages("plgp")
Install from Github:
library("remotes")
install_github("cran/plgp")
Install by package version:
library("remotes")
install_version("plgp", "1.1-12")
Attach the package and use:
library("plgp")
Maintained by
Robert B. Gramacy
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-05-01
Latest Update: 2022-10-19
Description:
Sequential Monte Carlo (SMC) inference for fully Bayesian
Gaussian process (GP) regression and classification models by
particle learning (PL) following Gramacy & Polson (2011) .
The sequential nature of inference
and the active learning (AL) hooks provided facilitate thrifty
sequential design (by entropy) and optimization
(by improvement) for classification and
regression models, respectively.
This package essentially provides a generic
PL interface, and functions (arguments to the interface) which
implement the GP models and AL heuristics. Functions for
a special, linked, regression/classification GP model and
an integrated expected conditional improvement (IECI) statistic
provide for optimization in the presence of unknown constraints.
Separable and isotropic Gaussian, and single-index correlation
functions are supported.
See the examples section of ?plgp and demo(package="plgp")
for an index of demos.
How to cite:
Robert B. Gramacy (2010). plgp: Particle Learning of Gaussian Processes. R package version 1.1-12, https://cran.r-project.org/web/packages/plgp
Previous versions and publish date:
1.0 (2010-05-01 18:00), 1.1-1 (2011-04-08 15:50), 1.1-2 (2011-08-23 22:03), 1.1-3 (2011-09-03 08:24), 1.1-4 (2012-01-21 08:56), 1.1-5 (2012-07-24 17:12), 1.1-7 (2014-12-02 00:14), 1.1-8 (2022-03-31 01:40), 1.1-9 (2022-04-06 22:30), 1.1-10 (2022-04-18 16:00), 1.1-11 (2022-06-10 09:50), 1.1 (2010-09-21 10:45)
Other packages that cited plgp R package
View plgp citation profile
Other R packages that plgp depends,
imports, suggests or enhances
Functions, R codes and Examples using
the plgp R package
Some associated functions: PL . addpall.GP . data.GP . draw.GP . exp2d.C . init.GP . lpredprob.GP . papply . params.GP . plgp-internal . plgp-package . pred.GP . prior.GP . propagate.GP . rectscale .
Some associated R codes: covar.R . entropy.R . exp2d_class.R . ieci.R . pl.R . plcgp.R . plconstgp.R . plgp.R . Full plgp package functions and examples
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