twingp-package {twingp}R Documentation

A Global-Local Approximation Framework for Large-Scale Gaussian Process Modeling

Description

For further details on the methodology, please refer to Vakayil and Joseph (2024). The package uses nlopt (Johnson, 2007) C++ library for hyperparameter optimization, nanoflann (Blanco and Rai, 2014) C++ library for nearest neighbor queries, and Eigen (Guennebaud and Jacob, 2010) C++ library for matrix operations.

References

Vakayil, A., & Joseph, V. R. (2024). A Global-Local Approximation Framework for Large-Scale Gaussian Process Modeling. Technometrics, 66(2), 295-305.

Johnson, S. G. (2007), The NLopt nonlinear-optimization package. http://github.com/stevengj/nlopt

Guennebaud, G., Jacob, B., & Others. (2010). Eigen v3. http://eigen.tuxfamily.org

Blanco, J. L. & Rai, P. K. (2014). nanoflann: a C++ header-only fork of FLANN, a library for nearest neighbor (NN) with kd-trees. https://github.com/jlblancoc/nanoflann


[Package twingp version 1.0.0 Index]