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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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Install
install.packages('GPFDA')
Monthly Downloads
305
Version
1.0
License
GPL-3
Maintainer
Yafeng Cheng
Last Published
January 4th, 2014
Functions in GPFDA (1.0)
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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.