Renext - Renewal Method for Extreme Values Extrapolation

Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.

Last updated 1 years ago

4.99 score 4 dependents 82 scripts 511 downloads

DiceView - Methods for Visualization of Computer Experiments Design and Surrogate

View 2D/3D sections, contour plots, mesh of excursion sets for computer experiments designs, surrogates or test functions.

Last updated 2 months ago

4.06 score 1 stars 33 scripts 896 downloads

rlibkriging - Kriging Models using the 'libKriging' Library

Interface to 'libKriging' 'C++' library <https://github.com/libKriging> that should provide most standard Kriging / Gaussian process regression features (like in 'DiceKriging', 'kergp' or 'RobustGaSP' packages). 'libKriging' relies on Armadillo linear algebra library (Apache 2 license) by Conrad Sanderson, 'lbfgsb_cpp' is a 'C++' port around by Pascal Have of 'lbfgsb' library (BSD-3 license) by Ciyou Zhu, Richard Byrd, Jorge Nocedal and Jose Luis Morales used for hyperparameters optimization.

Last updated 2 months ago

openblasarpackcpp

3.40 score 126 scripts 306 downloads

templr - MASCOTNUM Algorithms Template Tools

Helper functions for MASCOTNUM algorithm template, for design of numerical experiments practice: algorithm template parser to support MASCOTNUM specification <https://www.gdr-mascotnum.fr/template.html>, 'ask & tell' decoupling injection (inspired by <https://search.r-project.org/CRAN/refmans/sensitivity/html/decoupling.html>) to use "crimped" algorithms (like uniroot(), optim(), ...) from outside R, basic template examples: Brent algorithm for 1 dim root finding and L-BFGS-B from base optim().

Last updated 2 years ago

2.70 score 1 scripts 204 downloads