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Description

Outer Product Regression.

High-dimensional regression using outer product models. Research on the methods is currently under investigation and published resources will be posted as they are available. As the method is new, the website is the best resource for understanding the principals. Some of the core ideas are based on Plumlee and coauthors' work on analysis of grid-structured experiments described in Plumlee (2014) <doi:10.1080/01621459.2014.900250> and Plumlee, Erickson, Ankenman, Lawrence (2021) <doi:10.1093/biomet/asaa084>. Some additional textbooks for additional information on Gaussian processes are Rasmussen and Williams (2005) <doi:10.7551/mitpress/3206.001.0001> and Gramacy (2022) <doi:10.1201/9780367815493>.

R-CMD-check CRANstatus

outerbase

outerbase is an R package providing regression approaches designed for creating emulators for high-accuracy simulations. The package creates high-dimensional approximations (near-interpolators) using a unique outer product basis function structure. The advantages over other similar approaches are efficiency and robustness. It can be used to construct predictors that

  • are stable and consistent,

  • remain accurate under massive data,

  • leverage large parallel computing resources, and

  • accommodate flexible data generation.

The software is open source, which can be found on Github, and it is licensed under the MIT license. For details on installation and references to papers, see the webpage docs.

A CRAN package is on the way, but Github will be a reliable way to try out the code. The code can be pulled directly using {devtools}.

devtools::install_github("mattplumlee/outerbase")

The project was originated and is actively maintained by Matthew Plumlee ( [email protected])

Metadata

Version

0.1.0

License

Unknown

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