Robust Gaussian Stochastic Process Emulation

Robust parameter estimation and prediction of Gaussian stochastic process emulators. It allows for robust parameter estimation and prediction using Gaussian stochastic process emulator. It also implements the parallel partial Gaussian stochastic process emulator for computer model with massive outputs See the reference: Mengyang Gu and Jim Berger, 2016, Annals of Applied Statistics; Mengyang Gu, Xiaojing Wang and Jim Berger, 2018, Annals of Statistics.


Reference manual

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0.6.4 by Mengyang Gu, 21 days ago

Browse source code at

Authors: Mengyang Gu [aut, cre] , Jesus Palomo [aut] , James Berger [aut]

Documentation:   PDF Manual  

GPL-2 | GPL-3 license

Imports Rcpp, nloptr

Depends on methods

Linking to Rcpp, RcppEigen

Imported by FastGaSP, RobustCalibration.

See at CRAN