GauPro (version 0.2.2)

GauPro_base: Class providing object with methods for fitting a GP model

Description

Class providing object with methods for fitting a GP model

Usage

GauPro_base

Value

Object of R6Class with methods for fitting GP model.

Format

R6Class object.

Fields

X

Design matrix

Z

Responses

N

Number of data points

D

Dimension of data

corr

Type of correlation function

nug.min

Minimum value of nugget

nug

Value of the nugget, is estimated unless told otherwise

separable

Are the dimensions separable?

verbose

0 means nothing printed, 1 prints some, 2 prints most.

useGrad

Should grad be used?

useC

Should C code be used?

parallel

Should the code be run in parallel?

parallel_cores

How many cores are there? It will self detect, do not set yourself.

Methods

Documentation

For full documentation of each method go to https://github.com/lightning-viz/lightining-r/

new(X, Z, corr="Gauss", verbose=0, separable=T, useC=F,useGrad=T, parallel=T, nug.est=T, ...)

This method is used to create object of this class with X and Z as the data.

update(Xnew=NULL, Znew=NULL, Xall=NULL, Zall=NULL, restarts = 5, param_update = T, nug.update = self$nug.est)

This method updates the model, adding new data if given, then running optimization again.

Examples

# NOT RUN {
n <- 12
x <- matrix(seq(0,1,length.out = n), ncol=1)
y <- sin(2*pi*x) + rnorm(n,0,1e-1)
gp <- GauPro(X=x, Z=y, parallel=FALSE)
# }