hetGP

Performs Gaussian process regression with heteroskedastic noise following the model by Binois, M., Gramacy, R., Ludkovski, M. (2016) doi:10.48550/arXiv.1611.05902, with implementation details in Binois, M. & Gramacy, R. B. (2021) doi:10.18637/jss.v098.i13. The input dependent noise is modeled as another Gaussian process. Replicated observations are encouraged as they yield computational savings. Sequential design procedures based on the integrated mean square prediction error and lookahead heuristics are provided, and notably fast update functions when adding new observations.

Last 30 days

This package has been downloaded 329 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 11 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 5,097 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Sep 11, 2024 with 75 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.