GP_deviance
(Package: GPfit) :
Computes the Deviance of a GP model
Evaluates the deviance (negative 2*log-likelihood), as defined in Ranjan et al. (2011), however the correlation is reparametrized and can be either power exponential or Matern as discussed in corr_matrix.
● Data Source:
CranContrib
● Keywords: Deviance
● Alias: GP_deviance
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GP_fit
(Package: GPfit) :
Gaussian Process Model fitting
For an (n x d) design matrix, X, and the corresponding (n x 1) simulator output Y, this function fits the GP model and returns the parameter estimates. The optimization routine assumes that the inputs are scaled to the unit hypercube [0,1]^d.
● Data Source:
CranContrib
● Keywords: Gaussian Process
● Alias: GP_fit
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predict.GP
(Package: GPfit) :
Model Predictions from GPfit
Computes the regularized predicted response hat{y}_{δ_{lb},M}(x) and the mean squared error s^2_{δ_{lb},M}(x) for a new set of inputs using the fitted GP model.
● Data Source:
CranContrib
● Keywords: Gaussian Process Model Prediction
● Alias: predict.GP
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corr_matrix
(Package: GPfit) :
Power Exponential or Matern Correlation Matrix
Computes the power exponential or Matern correlation matrix for a set of n design points in d-dimensional input region and a vector of d correlation hyper-parameters.
● Data Source:
CranContrib
● Keywords: Gaussian Correlation, Matern Correlation, Power Exponential Correlation
● Alias: corr_matrix
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A computationally stable approach of fitting a Gaussian process (GP) model to simulator outputs. It is assumed that the input variables are continuous and the outputs are obtained from scalar valued deterministic computer simulator.
● Data Source:
CranContrib
● Keywords:
● Alias: GPfit, GPfit-package
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plot.GP
(Package: GPfit) :
Plotting GP model fits
Plots the predicted response and mean squared error (MSE) surfaces for simulators with 1 and 2 dimensional inputs (i.e. d = 1,2).
● Data Source:
CranContrib
● Keywords:
● Alias: plot.GP
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summary.GP
(Package: GPfit) :
Summary of GP model fit
Prints the summary of a class GP object estimated by GP_fit
● Data Source:
CranContrib
● Keywords:
● Alias: summary.GP
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print.GP
(Package: GPfit) :
GP model fit Summary
Prints the summary of a class GP object estimated by GP_fit
● Data Source:
CranContrib
● Keywords:
● Alias: print.GP
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providing 
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