## hetGP 1.1.6 * Add new GP model allowing for common random numbers * Fix some sign problems in derivatives with Matern3_2 * Avoid some name propagations in internal functions ## hetGP 1.1.5 * bug corrections * modify class checks ## hetGP 1.1.4 * add JSS article CITATION file * add citation in DESCRIPTION and some .Rd files ## hetGP 1.1.3 * update vignette * new fonction to predict at noisy inputs: pred_noisy_input * update references * bug corrections (mclapply in IMSPE_search) * add fast (approximated) batch Expected Improvement ## hetGP 1.1.2 ## change / hetGP 1.1.1 * arguments factr and pgtol can now be passed to optim via settings * prevent optim from returning values not strictly inside [0,1] with IMSPE * update contour functions: MCU is now MEE, a new MCU is defined following updates in the paper * parallel computation with mclapply available with IMSPE_optim and crit_optim * add predictive variance to plot method * add score function * new 1d test function + noisy versions * add generic loglikelihood function * update vignette ## hetGP 1.1.1 ## change / hetGP 1.1.0 * add vignette describing the package * precisions on noise.var with predict.hetGP in the documentation * change print method to return summary * add plot methods to GP and TP models * catch optim errors when at least one likelihood evaluation worked * lower and upper are now optional parameters * IMSPE include the extra term with estimated beta0 (but not crit_IMSPE at this stage) * IMSE.search and IMSE_nsteps_ahead are now a single function: IMSPE_optim * update defaults of IMSE.search * new functions crit_optim mimicking IMSPE_optim for contour/optim criteria * catch numerical errors in updated variance in contour criteria * improve partial derivatives wrt theta for Matern kernels * add time slot in model fitting outputs * faster trace computations in the symmetric case * initial theta values when providing lower and upper is now 10% of the range * fix strip and crit_EI methods (thanks to Rob Smith) ## hetGP 1.1.0 ## change / hetGP 1.0.2 * better handling of the penalty term * update the documentation, rename nu2_hat by nu_hat for consistency with JCGS paper * several performance improvements (e.g., predict with xprime argument) * contour finding infill criteria related to arXiv:1807.06712 * add Expected Improvement criterion (beta version) * correct bug with known mean not used for initialization with mleHetGP/TP * add leave one out predictions ## hetGP 1.0.2 ## change / hetGP 1.0.1 * homTP/heTP update methods * option settings$return.hom to return or not modHom models with hetGP and hetTP * new functions to export/import hetGP objects, including a robust re-computation of inverse covariance matrices * accordingly, predict now only threshold negative predictive variances occuring due to numerical instability with Cholesky inverse * better initialization with mleHetTP * improved warnings and error handling ## hetGP 1.0.1 ## change / hetGP 1.0.0 * add Student-t modeling (equivalent of mleHetGP and mleHomGP, with predict functions) * various typos and bugs corrections * now works on Solaris