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GauPro_Gauss

Corr Gauss GP using inherited optim

Description

Corr Gauss GP using inherited optim

Corr Gauss GP using inherited optim

Format

R6Class object.

Value

Object of R6Class with methods for fitting GP model.

Super class

GauPro::GauPro -> GauPro_Gauss

Methods

Public methods

Method new()

Usage
GauPro_Gauss$new(
  X,
  Z,
  verbose = 0,
  separable = T,
  useC = F,
  useGrad = T,
  parallel = FALSE,
  nug = 1e-06,
  nug.min = 1e-08,
  nug.est = T,
  param.est = T,
  theta = NULL,
  theta_short = NULL,
  theta_map = NULL,
  ...
)

Method corr_func()

Usage
GauPro_Gauss$corr_func(x, x2 = NULL, theta = self$theta)

Method deviance_theta()

Usage
GauPro_Gauss$deviance_theta(theta)

Method deviance_theta_log()

Usage
GauPro_Gauss$deviance_theta_log(beta)

Method deviance()

Usage
GauPro_Gauss$deviance(theta = self$theta, nug = self$nug)

Method deviance_grad()

Usage
GauPro_Gauss$deviance_grad(
  theta = NULL,
  nug = self$nug,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_fngr()

Usage
GauPro_Gauss$deviance_fngr(
  theta = NULL,
  nug = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_log()

Usage
GauPro_Gauss$deviance_log(beta = NULL, nug = self$nug, joint = NULL)

Method deviance_log2()

Usage
GauPro_Gauss$deviance_log2(beta = NULL, lognug = NULL, joint = NULL)

Method deviance_log_grad()

Usage
GauPro_Gauss$deviance_log_grad(
  beta = NULL,
  nug = self$nug,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_log2_grad()

Usage
GauPro_Gauss$deviance_log2_grad(
  beta = NULL,
  lognug = NULL,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_log2_fngr()

Usage
GauPro_Gauss$deviance_log2_fngr(
  beta = NULL,
  lognug = NULL,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method get_optim_functions()

Usage
GauPro_Gauss$get_optim_functions(param_update, nug.update)

Method param_optim_lower()

Usage
GauPro_Gauss$param_optim_lower()

Method param_optim_upper()

Usage
GauPro_Gauss$param_optim_upper()

Method param_optim_start()

Usage
GauPro_Gauss$param_optim_start()

Method param_optim_start0()

Usage
GauPro_Gauss$param_optim_start0()

Method param_optim_jitter()

Usage
GauPro_Gauss$param_optim_jitter(param_value)

Method update_params()

Usage
GauPro_Gauss$update_params(restarts, param_update, nug.update)

Method grad()

Usage
GauPro_Gauss$grad(XX)

Method grad_dist()

Usage
GauPro_Gauss$grad_dist(XX)

Method hessian()

Usage
GauPro_Gauss$hessian(XX, useC = self$useC)

Method print()

Usage
GauPro_Gauss$print()

Method clone()

The objects of this class are cloneable with this method.

Usage
GauPro_Gauss$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

Examples

n <- 12
x <- matrix(seq(0,1,length.out = n), ncol=1)
y <- sin(2*pi*x) + rnorm(n,0,1e-1)
gp <- GauPro_Gauss$new(X=x, Z=y, parallel=FALSE)
GauPro

Gaussian Process Fitting

v0.2.4
GPL-3
Authors
Collin Erickson
Initial release

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