pGPx: Pseudo-Realizations for Gaussian Process Excursions (original) (raw)
Computes pseudo-realizations from the posterior distribution of a Gaussian Process (GP) with the method described in Azzimonti et al. (2016) <doi:10.1137/141000749>. The realizations are obtained from simulations of the field at few well chosen points that minimize the expected distance in measure between the true excursion set of the field and the approximate one. Also implements a R interface for (the main function of) Distance Transform of sampled Functions (<https://cs.brown.edu/people/pfelzens/dt/index.html>).
Version: | 0.1.4 |
---|---|
Imports: | Rcpp (≥ 0.12.13), DiceKriging, pbivnorm, KrigInv, rgenoud, randtoolbox, pracma, grDevices |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | anMC, DiceDesign |
Published: | 2023-08-23 |
DOI: | 10.32614/CRAN.package.pGPx |
Author: | Dario Azzimonti |
Maintainer: | Dario Azzimonti <dario.azzimonti at gmail.com> |
License: | GPL-3 |
URL: | https://doi.org/10.1137/141000749 |
NeedsCompilation: | yes |
Materials: | README, NEWS |
CRAN checks: | pGPx results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=pGPxto link to this page.