Gaussian Process Laboratory

Gaussian process regression with an emphasis on kernels. Quantitative and qualitative inputs are accepted. Some pre-defined kernels are available, such as radial or tensor-sum for quantitative inputs, and compound symmetry, low rank, group kernel for qualitative inputs. The user can define new kernels and composite kernels through a formula mechanism. Useful methods include parameter estimation by maximum likelihood, simulation, prediction and leave-one-out validation.


Reference manual

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install.packages("kergp")

0.5.8 by Olivier Roustant, 2 years ago


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


Authors: Yves Deville [aut] , David Ginsbourger [aut] , Olivier Roustant [aut, cre] , Nicolas Durrande [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports MASS, numDeriv, stats4, doParallel, doFuture, utils

Depends on Rcpp, methods, testthat, nloptr, lattice

Suggests DiceKriging, DiceDesign, inline, foreach, knitr, ggplot2, reshape2, corrplot

Linking to Rcpp


See at CRAN