libKriging

This organization is dedicated to libKriging project: a C++ library for Kriging/Gaussian process regression.

Main features of libKriging are:

• Standard implementation of most common kriging:
  • ordinary/universal kriging
  • nugget (homoskedastic) or noise (heteroskedastic)
  • optimization of hyper-parameters (range, nugget, variance, ...) based on log-likelihood, leave-one-out, log-marginal-posterior
  • (pre-)normalization of conditional data
• Comparison/testing against some standarad kriging libraries:
  • https://CRAN.R-project.org/package=DiceKriging
  • https://CRAN.R-project.org/package=RobustGaSP
• Compatibility with commons OS:
  • Windows
  • Linux
  • OSX (intel & ARM)
• (Almost) full wrapper availables for:
  • Python: https://pypi.org/project/pylibkriging/
  • R: https://github.com/libKriging/rlibkriging
  • Octave
  • Matlab
• Documentation: https://libKriging.readthedocs.io

Entry points:

• for users: https://libKriging.readthedocs.io
• for developpers: https://github.com/libKriging/libkriging