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leapgp is an R package designed for fast sequential
emulation of computer models. Sequential emulation is common in
applications requiring MCMC. The leapgp package is based on
Rumsey
et al. (2023) and can be viewed as a global model extension of the
laGP method of Apley and Gramacy 2015.
To install the package, use
# install.packages("devtools")
devtools::install_github("knrumsey/leapgp")The method is described in Rumsey et al. (2023) and explicit code examples are given in the vignette associated with this package.
Rumsey, Kellin N., Gabriel Huerta, and J. Derek Tucker. “A localized ensemble of approximate Gaussian processes for fast sequential emulation.” Stat (2023): e576.
Gramacy, Robert B., and Daniel W. Apley. “Local Gaussian process approximation for large computer experiments.” Journal of Computational and Graphical Statistics 24.2 (2015): 561-578.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.