Transformed Additive Gaussian Processes

Implement the transformed additive Gaussian (TAG) process and the transformed approximately additive Gaussian (TAAG) process proposed in Lin and Joseph (2020) . These functions can be used to model deterministic computer experiments, obtain predictions at new inputs, and quantify the uncertainty of the predictions. This research is supported by a U.S. National Science Foundation grant DMS-1712642 and a U.S. Army Research Office grant W911NF-17-1-0007.


Reference manual

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0.5.1 by Li-Hsiang Lin, 8 months ago

Browse source code at

Authors: Li-Hsiang Lin and V. Roshan Joseph

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp, DiceKriging, Matrix, mgcv, FastGP, mlegp, randtoolbox, foreach

Linking to Rcpp, RcppArmadillo

See at CRAN