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GPFDA (version 1.0)

Apply Gaussian Process in Functional data analysis

Description

Use functional regression as the mean structure and Gaussian Process as the covariance structure.

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Version

Install

install.packages('GPFDA')

Monthly Downloads

224

Version

1.0

License

GPL-3

Maintainer

Yafeng Cheng

Last Published

January 4th, 2014

Functions in GPFDA (1.0)

cov.pow.ex

Covariance function. Powered exponential covariance function.
D2

Second derivative of the likelihood
GPFDA-package

Gaussian Process in Functional Data Analysis
co2

Data used in the real data example. It is obtained from http://cdiac.esd.ornl.gov/ftp/trends/co2/maunaloa.co2.
wrap

Wrap the input data into the certain format.
gpfrpred

Prediction of the Gaussian Process using functional regression
gpfr

Gaussian Process in functional data.
xixj

Linear kernel function component.
cov.rat.qu

Covariance function. Rational quadratic covariance function.
wrap2

Wrapping function to get same sample for each repeated curve.
gppredict

Prediction of the Gaussian Process
gpr

Gaussian Process regression for single curve
xixj_sta

Stationary kernel function component.
cov.linear

Covariance function. Linear covariance function.
fdatrain

Learn the training data using functional data analysis.
fdapred

Predict using result from learning the training data.