Gaussian Process Based Design and Analysis for the Active Subspace Method

The active subspace method is a sensitivity analysis technique that finds important linear combinations of input variables for a simulator. This package provides functions allowing estimation of the active subspace without gradient information using Gaussian processes as well as sequential experimental design tools to minimize the amount of data required to do so. Implements Wycoff et al. (2019) .


Reference manual

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1.0.5 by Nathan Wycoff, a year ago

Browse source code at

Authors: Nathan Wycoff , Mickael Binois

Documentation:   PDF Manual  

BSD_3_clause + file LICENSE license

Imports Rcpp, hetGP, lhs, numDeriv, methods

Suggests testthat

Linking to Rcpp, RcppArmadillo

See at CRAN