tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models

tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models

The tgp package for R is a tool for fully Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes with jumps to the limiting linear model. Special cases also implemented include Bayesian linear models, linear CART, stationary separable and isotropic Gaussia...

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Bibliographic Details
Main Author: Robert B. Gramacy
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2007-06-01
Series:Journal of Statistical Software
Subjects:
Bayesian treed model
Gaussian process
nonstationary and nonparametric regression
linear model
CART
Bayesian model averaging
sequential design of experiments
adaptive sampling
R
Online Access:http://www.jstatsoft.org/v19/i09/paper

Internet

http://www.jstatsoft.org/v19/i09/paper

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