Package: activegp
Type: Package
Title: Gaussian Process Based Design and Analysis for the Active
        Subspace Method
Version: 1.1.1
Date: 2024-05-25
Author: Nathan Wycoff, Mickael Binois
Maintainer: Nathan Wycoff <nathan.wycoff@georgetown.edu>
Description: The active subspace method is a sensitivity analysis technique that finds important linear combinations of input variables for a simulator. This package provides functions allowing estimation of the active subspace without gradient information using Gaussian processes as well as sequential experimental design tools to minimize the amount of data required to do so. Implements Wycoff et al. (JCGS, 2021) <doi:10.48550/arXiv.1907.11572>.
License: BSD_3_clause + file LICENSE
Depends: R (>= 3.4.0)
Imports: Rcpp (>= 0.12.18), hetGP (>= 1.1.1), lhs, numDeriv, methods,
        MASS, RcppProgress
Encoding: UTF-8
LinkingTo: Rcpp, RcppArmadillo, RcppProgress
RoxygenNote: 7.2.3
Suggests: testthat
NeedsCompilation: yes
Repository: CRAN
Packaged: 2024-05-25 19:46:37 UTC; nate
Date/Publication: 2024-05-25 21:30:02 UTC
Built: R 4.2.3; aarch64-apple-darwin20; 2024-05-25 22:18:14 UTC; unix
Archs: activegp.so.dSYM
