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GPFDA (version 1.1)

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

262

Version

1.1

License

GPL-3

Maintainer

Yafeng Cheng

Last Published

April 2nd, 2014

Functions in GPFDA (1.1)

gpfr

Gaussian Process in functional data.
D2

Second derivative of the likelihood
cov.rat.qu

Covariance function. Rational quadratic covariance function.
xixj_sta

Stationary kernel function component.
wrap

Wrap the input data into the certain format.
gpr

Gaussian Process regression for single curve
xixj

Linear kernel function component.
fdapred

Predict using result from learning the training data.
fdatrain

Learn the training data using functional data analysis.
co2

co2 data set for real example.
gpfrpred

Prediction of the Gaussian Process using functional regression
gppredict

Prediction of the Gaussian Process
GPFDA-package

Gaussian Process in Functional Data Analysis
wrap2

Wrapping function to get same sample for each repeated curve.
cov.linear

Covariance function. Linear covariance function.
cov.pow.ex

Covariance function. Powered exponential covariance function.