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) .


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install.packages("activegp")

1.0.4 by Nathan Wycoff, a month ago


Browse source code at https://github.com/cran/activegp


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