This logo was designed by Imagine AI Art Studio
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.