GauPro (version 0.2.4)

Matern52: Matern 5/2 Kernel R6 class

Description

Matern 5/2 Kernel R6 class

Matern 5/2 Kernel R6 class

Value

Object of R6Class with methods for fitting GP model.

Format

R6Class object.

Super classes

GauPro::GauPro_kernel -> GauPro::GauPro_kernel_beta -> GauPro_kernel_Matern52

Public fields

sqrt5

Saved value of square root of 5

Methods

Public methods

• Matern52$k()

• Matern52$kone()

• Matern52$dC_dparams()

• Matern52$dC_dx()

• Matern52$clone()

• GauPro::GauPro_kernel_beta$C_dC_dparams()

• GauPro::GauPro_kernel_beta$initialize()

• GauPro::GauPro_kernel_beta$param_optim_lower()

• GauPro::GauPro_kernel_beta$param_optim_start()

• GauPro::GauPro_kernel_beta$param_optim_start0()

• GauPro::GauPro_kernel_beta$param_optim_upper()

• GauPro::GauPro_kernel_beta$s2_from_params()

• GauPro::GauPro_kernel_beta$set_params_from_optim()

Method k()

Calculate covariance between two points

Usage

Matern52$k(x, y = NULL, beta = self$beta, s2 = self$s2, params = NULL)

Arguments

x

vector.

y

vector, optional. If excluded, find correlation of x with itself.

beta

Correlation parameters.

s2

Variance parameter.

params

parameters to use instead of beta and s2.

Method kone()

Find covariance of two points

Usage

Matern52$kone(x, y, beta, theta, s2)

Arguments

x

vector

y

vector

beta

correlation parameters on log scale

theta

correlation parameters on regular scale

s2

Variance parameter

Method dC_dparams()

Derivative of covariance with respect to parameters

Usage

Matern52$dC_dparams(params = NULL, X, C_nonug, C, nug)

Arguments

params

Kernel parameters

X

matrix of points in rows

C_nonug

Covariance without nugget added to diagonal

C

Covariance with nugget

nug

Value of nugget

Method dC_dx()

Derivative of covariance with respect to X

Usage

Matern52$dC_dx(XX, X, theta, beta = self$beta, s2 = self$s2)

Arguments

XX

matrix of points

X

matrix of points to take derivative with respect to

theta

Correlation parameters

beta

log of theta

s2

Variance parameter

Method clone()

The objects of this class are cloneable with this method.

Usage

Matern52$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

# NOT RUN {
k1 <- Matern52$new(beta=0)
# }