Transformed Additive Gaussian Processes

Implement the transformed additive Gaussian (TAG) process and the transformed approximately additive Gaussian (TAAG) process proposed in Lin and Joseph (2019+) . These functions can be used to model deterministic computer experiments, obtain predictions at new inputs, and quantify the uncertainty of the predictions.


Reference manual

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0.2.0 by Li-Hsiang Lin, a month 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, doParallel

Linking to Rcpp, RcppArmadillo

See at CRAN