tgp-package {tgp} | R Documentation |
A Bayesian nonstationary nonparametric regression and design package implementing an array of models of varying flexibility and complexity.
This package implements Bayesian nonstationary, semiparametric nonlinear regression with “treed Gaussian process models” with jumps to the limiting linear model (LLM). The package contains functions which facilitate inference for seven regression models of varying complexity using Markov chain Monte Carlo (MCMC): linear model, CART (Classification and Regression Tree), treed linear model, Gaussian process (GP), GP with jumps to the LLM, treed GP, and treed GP LLM. R provides an interface to the C/C++ backbone, and a serves as mechanism for graphically visualizing the results of inference and posterior predictive surfaces under the models. A limited set of experimental design and adaptive sampling functions are also provided.
For a fuller overview including a complete list of functions, demos and
vignettes, please use help(package="tgp")
.
Robert B. Gramacy rbgramacy@ams.ucsc.edu
Gramacy, R. B., Lee, H. K. H. (2006). Bayesian treed Gaussian process models. Available as UCSC Technical Report ams2006-01.
Gramacy, R. B., Lee, H. K. H. (2006). Adaptive design of supercomputer experiments. Available as UCSC Technical Report ams2006-02.
http://www.ams.ucsc.edu/~rbgramacy/tgp.html