The R package
dgpsi provides R interface to Python package
dgpsi for deep and linked Gaussian process emulations using stochastic imputation (SI).
Hassle-free Python Setup
You don’t need prior knowledge of Python to start using the package, all you need is a single click in R (see Installation section below) that automatically installs and activates the required Python environment for you!
dgpsi currently has following features:
- Gaussian process emulations with separable or non-separable squared exponential and Matérn-2.5 kernels.
- Deep Gaussian process emulations with flexible structures including:
- multiple layers;
- multiple GP nodes;
- separable or non-separable squared exponential and Matérn-2.5 kernels;
- global input connections;
- non-Gaussian likelihoods (Poisson, Negative-Binomial, and heteroskedastic Gaussian).
- Linked emulations of feed-forward systems of computer models by linking (D)GP emulators of deterministic individual computer models.
- Fast Leave-One-Out (LOO) and Out-Of-Sample (OOS) validations for GP, DGP, and linked (D)GP emulators.
- Multi-core predictions and validations for GP, DGP, and Linked (D)GP emulators.
- Sequential designs for (D)GP emulators and bundles of (D)GP emulators.
- Automatic pruning of DGP emulators, both statically and dynamically (development version).
You can install the package from CRAN:
or its development version from GitHub:
After the installation, run
to load the package. To install or activate the required Python environment automatically, simply run a function from the package. That’s it, the package is now ready to use!
dgpsi, the package may take some time to compile and initiate the underlying Python environment the first time a function from
dgpsiis executed. Any subsequent function calls won’t require re-compiling or re-activation of the Python environment, and will be faster.
If you experience Python related issues while using the package, please try to reinstall the Python environment:
dgpsi::init_py(reinstall = T)
Or uninstall completely the Python environment:
dgpsi::init_py(uninstall = T)
and then reinstall:
This package is part of an ongoing research initiative. For detailed information about the research aspects and guidelines for use, please refer to our Research Notice.