quantkriging - Quantile Kriging for Stochastic Simulations with Replication
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.