Interface to 'dgpsi' for Deep and Linked Gaussian Process
Emulations
c(
person('Deyu', 'Ming', role = c('aut', 'cre', 'cph'),
email = 'deyu.ming.16@ucl.ac.uk'),
person('Daniel', 'Williamson', role = c('aut'),
email = 'd.williamson@exeter.ac.uk')
)
Interface to the 'python' package 'dgpsi' for Gaussian process, deep Gaussian process,
and linked Gaussian process emulations of computer models and systems of computer
models. The implementations follow Ming & Guillas (2021) <doi:10.1137/20M1323771> and
Ming, Williamson, & Guillas (2022) <arXiv:2107.01590>. To get started with the package,
see <https://mingdeyu.github.io/dgpsi-R/>.
reticulate (>= 1.26), benchmarkme (>= 1.0.8), utils, ggplot2,
reshape2, patchwork
knitr, rmarkdown, MASS, R.utils, spelling
Deyu Ming [aut, cre, cph],
Daniel Williamson [aut]

The Gumbel Distribution Functions and Gradients
c(person("Berent Ånund Strømnes","Lunde",role=c("aut","cre","cph"),email="lundeberent@gmail.com"),
person("Robin","Hogan",role="ctb", comment = "Author of included Adept library"),
person("The University of Reading", role=c("cph"), comment = "Copyright holder of included Adept library"))
Gumbel distribution functions (De Haan L. (2007)
<doi:10.1007/0-387-34471-3>) implemented with the techniques of automatic
differentiation (Griewank A. (2008) <isbn:978-0-89871-659-7>).
With this tool, a user should be able to quickly model extreme
events for which the Gumbel distribution is the domain of attraction.
The package makes available the density function, the distribution
function the quantile function and a random generating function. In
addition, it supports gradient functions. The package combines 'Adept'
(C++ templated automatic differentiation) (Hogan R. (2017)
<doi:10.5281/zenodo.1004730>) and 'Eigen' (templated matrix-vector
library) for fast computations of both objective functions and exact
gradients. It relies on 'RcppEigen' for easy access to 'Eigen' and
bindings to R.
Berent Ånund Strømnes Lunde [aut, cre, cph],
Robin Hogan [ctb] (Author of included Adept library),
The University of Reading [cph] (Copyright holder of included Adept
library)