GPM
PackageCalculates the negative log-likelihood (excluding all the constant terms) as described in reference 1
.
NLogL(Omega, X, Y, CorrType, MinEig, Fn, n, dy)
The vector storing all the hyperparameters of the correlation function. The length of Omega
depends on the CorrType
. See reference 1
.
Matrix containing the training (aka design or input) data points. The rows and columns of X
denote individual observation settings and input dimension, respectively.
Matrix containing the output (aka response) data points. The rows and columns of Y
denote individual observation responses and output dimension, respectively.
The correlation function of the GP model. Choices include 'G'
(default), 'PE'
, 'LBG'
, and 'LB'
. See Fit
and the references
.
The smallest eigen value that the correlation matrix is allowed to have, which in return determines the appraopriate nugget that should be added to the correlation matrix.
A matrix of 1
's with nrow(X)
rows and 1
column. See reference 1
.
Number of observations, nrow(X)
.
Number of responses, ncol(Y)
.
nlogl The negative log-likelihood (excluding all the constant terms). See the references
.
Fit
calls this function with scaled X
and Y
. That is, when the user fits a GP model by calling Fit(X, Y)
, X
and Y
are mapped to the [0, 1]
region and then passed to this function.
Bostanabad, R., Kearney, T., Tao, S., Apley, D. W. & Chen, W. (2018) Leveraging the nugget parameter for efficient Gaussian process modeling. Int J Numer Meth Eng, 114, 501-516.
Plumlee, M. & Apley, D. W. (2017) Lifted Brownian kriging models. Technometrics, 59, 165-177.
Fit
to see how a GP model can be fitted to a training dataset.
Predict
to use the fitted GP model for prediction.
Draw
to plot the response via the fitted model.
# NOT RUN {
# see the examples in the fitting function.
# }
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