quantkriging
Quantile Kriging for Stochastic Simulations with Replication
v0.1.0
·
Mar 6, 2020
·
MIT + file LICENSE
Description
A re-implementation of quantile kriging. Quantile kriging was described by Plumlee and Tuo (2014) <doi:10.1080/00401706.2013.860919>. With computational savings when dealing with replication from the recent paper by Binois, Gramacy, and Ludovski (2018) <doi:10.1080/10618600.2018.1458625> it is now possible to apply quantile kriging to a wider class of problems. In addition to fitting the model, other useful tools are provided such as the ability to automatically perform leave-one-out cross validation.
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0.1.0
Mar 9, 2026