libKriging is a C++ library for Kriging/Gaussian process regression.
Main features of libKriging are:
- Standard implementation of most common 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
- Compatibility with commons OS/arch:
OSX (intel & ARM)
Check out the Usage section for further information, and how to install the project.
This project is under active development.