Package: dgpsi 2.4.0-9000

dgpsi: Interface to 'dgpsi' for Deep and Linked Gaussian Process Emulations

Interface to the 'python' package 'dgpsi' for Gaussian process, deep Gaussian process, and linked deep Gaussian process emulations of computer models and networks using stochastic imputation (SI). The implementations follow Ming & Guillas (2021) <doi:10.1137/20M1323771> and Ming, Williamson, & Guillas (2023) <doi:10.1080/00401706.2022.2124311> and Ming & Williamson (2023) <arxiv:2306.01212>. To get started with the package, see <https://mingdeyu.github.io/dgpsi-R/>.

Authors:Deyu Ming [aut, cre, cph], Daniel Williamson [aut]

dgpsi_2.4.0-9000.tar.gz
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dgpsi.pdf |dgpsi.html
dgpsi/json (API)
NEWS

# Install 'dgpsi' in R:
install.packages('dgpsi', repos = c('https://mingdeyu.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/mingdeyu/dgpsi-r/issues

On CRAN:

deep-gaussian-processesemulationgaussian-processessurrogate-models

32 exports 1.65 score 81 dependencies 53 scripts 224 downloads

Last updated 3 months agofrom:1988310d7c. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 02 2024
R-4.5-winOKSep 02 2024
R-4.5-linuxOKSep 02 2024
R-4.4-winOKSep 02 2024
R-4.4-macOKSep 02 2024
R-4.3-winOKSep 02 2024
R-4.3-macOKSep 02 2024

Exports:almcombinecontinuedesigndgpdrawget_thread_numgpHeteroinit_pykernellgpmiceNegBinnllikpackpeiPoissonprunereadset_impset_linked_idxset_seedset_thread_numset_vecchiatrace_plotunpackupdatevalidatevigfwindowwrite

Dependencies:askpassbenchmarkmebenchmarkmeDatabitopsclassclassIntclhscliclustercodetoolscolorspacecpp11curlDBIdoParalleldplyre1071fansifarverforeachgenericsggforceggplot2gluegtableherehttrisobanditeratorsjsonliteKernSmoothlabelinglatticelhslifecyclemagrittrMASSMatrixmgcvmimemunsellnlmeopensslpatchworkpillarpkgconfigplyrpngpolyclipproxyR6rappdirsrasterRColorBrewerRcppRcppArmadilloRcppEigenRcppTOMLreshape2reticulaterlangrprojroots2scalessfspstringistringrsyssystemfontsterratibbletidyselecttweenrunitsutf8uuidvctrsviridisLitewithrwk

A Quick Guide to dgpsi

Rendered fromdgpsi.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-01-15
Started: 2022-08-16

DGP Emulation with the Heteroskedastic Gaussian Likelihood

Rendered frommotorcycle.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2023-11-14
Started: 2022-08-23

Large-scale DGP Emulation

Rendered fromlarge_scale_emulation.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-06-07
Started: 2024-06-07

Linked (D)GP Emulation

Rendered fromlinked_DGP.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2023-11-14
Started: 2022-08-13

Sequential Design I

Rendered fromseq_design.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-01-15
Started: 2022-11-14

Sequential Design II

Rendered fromseq_design_2.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-06-07
Started: 2022-11-18

Readme and manuals

Help Manual

Help pageTopics
Locate the next design point for a (D)GP emulator or a bundle of (D)GP emulators using ALMalm alm.bundle alm.dgp alm.gp
Combine layerscombine
Continue the training of a DGP emulatorcontinue
Sequential design of a (D)GP emulator or a bundle of (D)GP emulatorsdesign design.bundle design.dgp design.gp
Deep Gaussian process emulator constructiondgp
Validation plots of a sequential designdraw draw.bundle draw.dgp draw.gp
Get the number of threadsget_thread_num
Gaussian process emulator constructiongp
Initialize a heteroskedastic Gaussian likelihood nodeHetero
'python' environment initializationinit_py
Initialize a Gaussian process nodekernel
Linked (D)GP emulator constructionlgp
Locate the next design point for a (D)GP emulator or a bundle of (D)GP emulators using MICEmice mice.bundle mice.dgp mice.gp
Initialize a negative Binomial likelihood nodeNegBin
Calculate negative predicted log-likelihoodnllik
Pack GP and DGP emulators into a bundlepack
Locate the next design point for a (D)GP emulator or a bundle of (D)GP emulators using PEIpei pei.bundle pei.dgp pei.gp
Validation plots of a constructed GP, DGP, or linked (D)GP emulatorplot plot.dgp plot.gp plot.lgp
Initialize a Poisson likelihood nodePoisson
Predictions from GP, DGP, or linked (D)GP emulatorspredict predict.dgp predict.gp predict.lgp
Static pruning of a DGP emulatorprune
Load the stored emulatorread
Reset number of imputations for a DGP emulatorset_imp
Set linked indicesset_linked_idx
Random seed generatorset_seed
Set the number of threadsset_thread_num
Add or remove the Vecchia approximationset_vecchia
Summary of a constructed GP, DGP, or linked (D)GP emulatorsummary summary.dgp summary.gp summary.lgp
Plot of DGP model parameter tracestrace_plot
Unpack a bundle of (D)GP emulatorsunpack
Update a GP or DGP emulatorupdate update.dgp update.gp
Validate a constructed GP, DGP, or linked (D)GP emulatorvalidate validate.dgp validate.gp validate.lgp
Locate the next design point for a (D)GP emulator or a bundle of (D)GP emulators using VIGFvigf vigf.bundle vigf.dgp vigf.gp
Trim the sequences of model parameters of a DGP emulatorwindow
Save the constructed emulatorwrite