quantkriging

A re-implementation of quantile kriging. Quantile kriging was described by Plumlee and Tuo (2014) doi:10.1080/00401706.2013.860919. With computational savings when dealing with replication from the recent paper by Binois, Gramacy, and Ludovski (2018) doi:10.1080/10618600.2018.1458625 it is now possible to apply quantile kriging to a wider class of problems. In addition to fitting the model, other useful tools are provided such as the ability to automatically perform leave-one-out cross validation.

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