mgpr: An R package for multivariate Gaussian process regression

Gaussian process regression (GPR) is a non-parametric kernel-based machine learning method. GPR is based on Bayesian formalism, which enables the estimation of prediction uncertainty of the response variables. We propose an R package that provides an easy-to-use interface for multivariate GPR. The m...

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Bibliographic Details
Main Authors: Petri Varvia, Janne Räty, Petteri Packalen
Format: Article
Language:English
Published: Elsevier 2023-12-01
Series:SoftwareX
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711023002595