GauPro (version 0.2.4)

GauPro_Gauss: Corr Gauss GP using inherited optim

Description

Corr Gauss GP using inherited optim

Corr Gauss GP using inherited optim

Value

Object of R6Class with methods for fitting GP model.

Format

R6Class object.

Super class

GauPro::GauPro -> GauPro_Gauss

Methods

Public methods

• GauPro_Gauss$new()

• GauPro_Gauss$corr_func()

• GauPro_Gauss$deviance_theta()

• GauPro_Gauss$deviance_theta_log()

• GauPro_Gauss$deviance()

• GauPro_Gauss$deviance_grad()

• GauPro_Gauss$deviance_fngr()

• GauPro_Gauss$deviance_log()

• GauPro_Gauss$deviance_log2()

• GauPro_Gauss$deviance_log_grad()

• GauPro_Gauss$deviance_log2_grad()

• GauPro_Gauss$deviance_log2_fngr()

• GauPro_Gauss$get_optim_functions()

• GauPro_Gauss$param_optim_lower()

• GauPro_Gauss$param_optim_upper()

• GauPro_Gauss$param_optim_start()

• GauPro_Gauss$param_optim_start0()

• GauPro_Gauss$param_optim_jitter()

• GauPro_Gauss$update_params()

• GauPro_Gauss$grad()

• GauPro_Gauss$grad_dist()

• GauPro_Gauss$hessian()

• GauPro_Gauss$print()

• GauPro_Gauss$clone()

• GauPro::GauPro$cool1Dplot()

• GauPro::GauPro$deviance_searchnug()

• GauPro::GauPro$fit()

• GauPro::GauPro$grad_norm()

• GauPro::GauPro$initialize_GauPr()

• GauPro::GauPro$loglikelihood()

• GauPro::GauPro$nugget_update()

• GauPro::GauPro$optim()

• GauPro::GauPro$optimRestart()

• GauPro::GauPro$plot1D()

• GauPro::GauPro$plot2D()

• GauPro::GauPro$pred()

• GauPro::GauPro$pred_LOO()

• GauPro::GauPro$pred_mean()

• GauPro::GauPro$pred_meanC()

• GauPro::GauPro$pred_one_matrix()

• GauPro::GauPro$pred_var()

• GauPro::GauPro$predict()

• GauPro::GauPro$sample()

• GauPro::GauPro$update()

• GauPro::GauPro$update_K_and_estimates()

• GauPro::GauPro$update_corrparams()

• GauPro::GauPro$update_data()

• GauPro::GauPro$update_nugget()

Method new()

Usage

GauPro_Gauss$new(
  X,
  Z,
  verbose = 0,
  separable = T,
  useC = F,
  useGrad = T,
  parallel = FALSE,
  nug = 1e-06,
  nug.min = 1e-08,
  nug.est = T,
  param.est = T,
  theta = NULL,
  theta_short = NULL,
  theta_map = NULL,
  ...
)

Method corr_func()

Usage

GauPro_Gauss$corr_func(x, x2 = NULL, theta = self$theta)

Method deviance_theta()

Usage

GauPro_Gauss$deviance_theta(theta)

Method deviance_theta_log()

Usage

GauPro_Gauss$deviance_theta_log(beta)

Method deviance()

Usage

GauPro_Gauss$deviance(theta = self$theta, nug = self$nug)

Method deviance_grad()

Usage

GauPro_Gauss$deviance_grad(
  theta = NULL,
  nug = self$nug,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_fngr()

Usage

GauPro_Gauss$deviance_fngr(
  theta = NULL,
  nug = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_log()

Usage

GauPro_Gauss$deviance_log(beta = NULL, nug = self$nug, joint = NULL)

Method deviance_log2()

Usage

GauPro_Gauss$deviance_log2(beta = NULL, lognug = NULL, joint = NULL)

Method deviance_log_grad()

Usage

GauPro_Gauss$deviance_log_grad(
  beta = NULL,
  nug = self$nug,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_log2_grad()

Usage

GauPro_Gauss$deviance_log2_grad(
  beta = NULL,
  lognug = NULL,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method deviance_log2_fngr()

Usage

GauPro_Gauss$deviance_log2_fngr(
  beta = NULL,
  lognug = NULL,
  joint = NULL,
  overwhat = if (self$nug.est) "joint" else "theta"
)

Method get_optim_functions()

Usage

GauPro_Gauss$get_optim_functions(param_update, nug.update)

Method param_optim_lower()

Usage

GauPro_Gauss$param_optim_lower()

Method param_optim_upper()

Usage

GauPro_Gauss$param_optim_upper()

Method param_optim_start()

Usage

GauPro_Gauss$param_optim_start()

Method param_optim_start0()

Usage

GauPro_Gauss$param_optim_start0()

Method param_optim_jitter()

Usage

GauPro_Gauss$param_optim_jitter(param_value)

Method update_params()

Usage

GauPro_Gauss$update_params(restarts, param_update, nug.update)

Method grad()

Usage

GauPro_Gauss$grad(XX)

Method grad_dist()

Usage

GauPro_Gauss$grad_dist(XX)

Method hessian()

Usage

GauPro_Gauss$hessian(XX, useC = self$useC)

Method print()

Usage

GauPro_Gauss$print()

Method clone()

The objects of this class are cloneable with this method.

Usage

GauPro_Gauss$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

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_Gauss$new(X=x, Z=y, parallel=FALSE)
# }