Kriging Models using the 'libKriging' Library


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Documentation for package ‘rlibkriging’ version 1.0-0

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A B C F H I K L M N P R S T U W X Y Z

-- A --

activation Get activation function name
activation.MLPKriging Get activation function for an MLPKriging model
as.km Coerce an Object into a 'km' Object
as.km-method Coerce a 'Kriging' object into the '"km"' class of the 'DiceKriging' package.
as.km.Kriging Coerce a 'Kriging' object into the '"km"' class of the 'DiceKriging' package.
as.list-method Coerce a 'Kriging' Object into a List
as.list.Kriging Coerce a 'Kriging' Object into a List

-- B --

beta Get trend coefficients beta
beta.MLPKriging Get trend coefficients beta for an MLPKriging model
beta.WarpKriging Get trend coefficients beta for a WarpKriging model

-- C --

centerX Get input centering vector
centerX.MLPKriging Get input centering vector for an MLPKriging model
centerX.WarpKriging Get input centering vector for a WarpKriging model
centerY Get output centering value
centerY.MLPKriging Get output centering value for an MLPKriging model
centerY.WarpKriging Get output centering value for a WarpKriging model
classKriging Shortcut to provide functions to the S3 class "Kriging"
classMLPKriging Shortcut to provide functions to the S3 class "MLPKriging"
classWarpKriging Shortcut to provide functions to the S3 class "WarpKriging"
copy Duplicate object.
copy-method Duplicate a Kriging Model
copy.Kriging Duplicate a Kriging Model
copy.MLPKriging Deep copy of MLPKriging model
copy.WarpKriging Deep copy of WarpKriging model
covMat covariance function
covMat-method Compute Covariance Matrix of Kriging Model
covMat.Kriging Compute Covariance Matrix of Kriging Model

-- F --

feature_dim Get feature dimensionality (d_out)
feature_dim.MLPKriging Get feature dimensionality for an MLPKriging model
feature_dim.WarpKriging Get feature dimensionality of warped space
fit Fit model on data.
fit.Kriging Fit 'Kriging' object on given data.
fit.MLPKriging Fit an MLPKriging model to data
fit.WarpKriging Fit a WarpKriging model to data
F_ Get trend matrix F
F_.MLPKriging Get trend matrix F for an MLPKriging model
F_.WarpKriging Get trend matrix F for a WarpKriging model

-- H --

hidden_dims Get hidden layer sizes
hidden_dims.MLPKriging Get hidden layer sizes for an MLPKriging model

-- I --

is_fitted Check if the model has been fitted
is_fitted.MLPKriging Check whether an MLPKriging model is fitted
is_fitted.WarpKriging Check whether a WarpKriging model is fitted

-- K --

kernel Get kernel name
kernel.WarpKriging Get kernel name
KM Create an 'KM' Object
KM-class S4 class for Kriging Models Extending the '"km"' Class
Kriging Create an object with S3 class '"Kriging"' using the 'libKriging' library.

-- L --

leaveOneOut Compute Leave-One-Out
leaveOneOut-method Get leaveOneOut of Kriging Model
leaveOneOut.Kriging Get leaveOneOut of Kriging Model
leaveOneOutFun Leave-One-Out function
leaveOneOutFun-method Compute Leave-One-Out (LOO) error for an object with S3 class '"Kriging"' representing a kriging model.
leaveOneOutFun.Kriging Compute Leave-One-Out (LOO) error for an object with S3 class '"Kriging"' representing a kriging model.
leaveOneOutVec Leave-One-Out vector
leaveOneOutVec-method Compute Leave-One-Out (LOO) vector error for an object with S3 class '"Kriging"' representing a kriging model.
leaveOneOutVec.Kriging Compute Leave-One-Out (LOO) vector error for an object with S3 class '"Kriging"' representing a kriging model.
load Load any Kriging Model from a file storage. Back to base::load if not a Kriging object.
load.Kriging Load a Kriging Model from a file storage
load.MLPKriging Load an MLPKriging model from file
load.WarpKriging Load a WarpKriging model from file
logLikelihood Compute Log-Likelihood
logLikelihood-method Get Log-Likelihood of Kriging Model
logLikelihood.Kriging Get Log-Likelihood of Kriging Model
logLikelihood.WarpKriging Log-likelihood of the fitted model
logLikelihoodFun Log-Likelihood function
logLikelihoodFun-method Compute Log-Likelihood of Kriging Model
logLikelihoodFun.Kriging Compute Log-Likelihood of Kriging Model
logLikelihoodFun.MLPKriging Evaluate log-likelihood at given GP theta
logLikelihoodFun.WarpKriging Evaluate log-likelihood at given theta
logMargPost Compute log-Marginal Posterior
logMargPost-method Get logMargPost of Kriging Model
logMargPost.Kriging Get logMargPost of Kriging Model
logMargPostFun log-Marginal Posterior function
logMargPostFun-method Compute the log-marginal posterior of a kriging model, using the prior XXXY.
logMargPostFun.Kriging Compute the log-marginal posterior of a kriging model, using the prior XXXY.

-- M --

M Get whitened trend matrix M
M.MLPKriging Get whitened trend matrix M for an MLPKriging model
M.WarpKriging Get whitened trend matrix M for a WarpKriging model
MLPKriging Create an MLPKriging model (Deep Kernel Learning)

-- N --

NoiseKM Create a KM object with heteroscedastic noise (deprecated)
normalize Get normalize flag
normalize.MLPKriging Get normalize flag for an MLPKriging model
normalize.WarpKriging Get normalize flag for a WarpKriging model
NuggetKM Create a KM object with nugget effect (deprecated)

-- P --

predict-method Prediction Method for a 'KM' Object
predict.Kriging Predict from a 'Kriging' object.
predict.MLPKriging Predict with an MLPKriging model
predict.WarpKriging Predict with a WarpKriging model
print.Kriging Print the content of a 'Kriging' object.

-- R --

regmodel Get regression model type
regmodel.MLPKriging Get regression model type for an MLPKriging model
regmodel.WarpKriging Get regression model type for a WarpKriging model

-- S --

save Save a Kriging Model inside a file. Back to base::save if argument is not a Kriging object.
save-method Save a Kriging Model to a file storage
save.Kriging Save a Kriging Model to a file storage
save.MLPKriging Save an MLPKriging model to file
save.WarpKriging Save a WarpKriging model to file
scaleX Get input scaling vector
scaleX.MLPKriging Get input scaling vector for an MLPKriging model
scaleX.WarpKriging Get input scaling vector for a WarpKriging model
scaleY Get output scaling value
scaleY.MLPKriging Get output scaling value for an MLPKriging model
scaleY.WarpKriging Get output scaling value for a WarpKriging model
sigma2 Get process variance
sigma2.WarpKriging Get process variance (concentrated MLE)
simulate-method Simulation from a 'KM' Object
simulate.Kriging Simulation from a 'Kriging' model object.
simulate.MLPKriging Simulate from an MLPKriging model
simulate.WarpKriging Simulate from a WarpKriging model

-- T --

theta Get GP range parameters
theta.WarpKriging Get GP range parameters
T_ Get Cholesky factor T
T_.MLPKriging Get Cholesky factor T for an MLPKriging model
T_.WarpKriging Get Cholesky factor T for a WarpKriging model

-- U --

update-method Update a 'KM' Object with New Points
update.Kriging Update a 'Kriging' model object with new points
update.MLPKriging Update an MLPKriging model with new observations
update.WarpKriging Update a WarpKriging model with new observations
update_simulate Update simulation of model on data.
update_simulate.Kriging Update previous simulation of a 'Kriging' model object.
update_simulate.MLPKriging Update simulated paths with new observations (FOXY algorithm)
update_simulate.WarpKriging Update simulated paths with new observations (FOXY algorithm)

-- W --

warping Get warping specifications as strings
warping.WarpKriging Get warping specification for a WarpKriging model
WarpKriging Create a WarpKriging model
warp_affine Affine warping: w(x) = a*x + b
warp_boxcox Box-Cox warping
warp_categorical Categorical embedding
warp_knots Piecewise-linear monotone warping with knots (Xiong et al. 2007)
warp_kumaraswamy Kumaraswamy CDF warping on [0,1]
warp_mlp Per-variable MLP warping (unconstrained, multi-dim output)
warp_neural_mono Monotone neural network warping
warp_none No warping (identity)
warp_ordinal Ordinal warping (learned ordered positions)

-- X --

X Get training input matrix
X.MLPKriging Get training input matrix

-- Y --

y Get training output vector
y.MLPKriging Get training output vector

-- Z --

z Get whitened residuals z
z.MLPKriging Get whitened residuals z for an MLPKriging model
z.WarpKriging Get whitened residuals z for a WarpKriging model