tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models
The tgp package for R is a tool for fully Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes with jumps to the limiting linear model. Special cases also implemented include Bayesian linear models, linear CART, stationary separable and isotropic Gaussia...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2007-06-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v19/i09/paper |
| _version_ | 1819058021498617856 |
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| author | Robert B. Gramacy |
| author_facet | Robert B. Gramacy |
| author_sort | Robert B. Gramacy |
| collection | DOAJ |
| description | The tgp package for R is a tool for fully Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes with jumps to the limiting linear model. Special cases also implemented include Bayesian linear models, linear CART, stationary separable and isotropic Gaussian processes. In addition to inference and posterior prediction, the package supports the (sequential) design of experiments under these models paired with several objective criteria. 1-d and 2-d plotting, with higher dimension projection and slice capabilities, and tree drawing functions (requiring maptree and combinat packages), are also provided for visualization of tgp objects. |
| first_indexed | 2024-12-21T13:48:35Z |
| format | Article |
| id | doaj.art-a4208521eb9b4ec6bcf55ae4f0f24ee5 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-12-21T13:48:35Z |
| publishDate | 2007-06-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-a4208521eb9b4ec6bcf55ae4f0f24ee52022-12-21T19:01:47ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602007-06-01199tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process ModelsRobert B. GramacyThe tgp package for R is a tool for fully Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes with jumps to the limiting linear model. Special cases also implemented include Bayesian linear models, linear CART, stationary separable and isotropic Gaussian processes. In addition to inference and posterior prediction, the package supports the (sequential) design of experiments under these models paired with several objective criteria. 1-d and 2-d plotting, with higher dimension projection and slice capabilities, and tree drawing functions (requiring maptree and combinat packages), are also provided for visualization of tgp objects.http://www.jstatsoft.org/v19/i09/paperBayesian treed modelGaussian processnonstationary and nonparametric regressionlinear modelCARTBayesian model averagingsequential design of experimentslinear modelCARTBayesian model averagingsequential design of experimentsadaptive samplingR |
| spellingShingle | Robert B. Gramacy tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models Journal of Statistical Software Bayesian treed model Gaussian process nonstationary and nonparametric regression linear model CART Bayesian model averaging sequential design of experiments linear model CART Bayesian model averaging sequential design of experiments adaptive sampling R |
| title | tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models |
| title_full | tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models |
| title_fullStr | tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models |
| title_full_unstemmed | tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models |
| title_short | tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models |
| title_sort | tgp an r package for bayesian nonstationary semiparametric nonlinear regression and design by treed gaussian process models |
| topic | Bayesian treed model Gaussian process nonstationary and nonparametric regression linear model CART Bayesian model averaging sequential design of experiments linear model CART Bayesian model averaging sequential design of experiments adaptive sampling R |
| url | http://www.jstatsoft.org/v19/i09/paper |
| work_keys_str_mv | AT robertbgramacy tgpanrpackageforbayesiannonstationarysemiparametricnonlinearregressionanddesignbytreedgaussianprocessmodels |