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test-NestedKriging.R design/test sizes to avoid
a check timeout on slow CRAN workers
(e.g. r-devel-linux-x86_64-fedora-*, which exceeded the
45-minute test time limit under 1.1-0).New NestedKriging class: a divide-and-conquer
Gaussian process for large designs. The data are partitioned into
groups, one Kriging submodel is fitted per group with a
common prior, and predictions are aggregated with the optimal
nested-kriging aggregation ("NK", interpolating) or a
product-of-experts rule ("PoE", "gPoE",
"BCM", "rBCM").
New Vecchia approximated log-likelihood objective for large
designs: fit a Kriging model with
objective = "VLL(m)" (or "VLL", default
m = 30), costing O(n m^3) per evaluation instead of
O(n^3).
Kriging() / fit():
objective now also accepts "VLL" /
"VLL(m)", and regmodel now accepts
"quadratic".
Kriging() / fit(): the
noise argument has been moved to the last
position, for consistency with WarpKriging and the other
language bindings. Code that passes noise by name is
unaffected; positional calls that relied on noise being the
4th argument must be updated.
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.