VeccTMVN (version 1.3.1)

FIC_reorder_univar: Univariate ordering under FIC approximation, first m chosen by m iter of dense univariate reordering

Description

Univariate ordering under FIC approximation, first m chosen by m iter of dense univariate reordering

Usage

FIC_reorder_univar(
  a,
  b,
  m,
  locs = NULL,
  covName = NULL,
  covParms = NULL,
  covMat = NULL
)

Value

a vector of new order based on FIC assumption and maxmin ordering

Arguments

a

lower bound vector for TMVN

b

upper bound vector for TMVN

m

Vecchia conditioning set size

locs

location (feature) matrix n X d

covName

covariance function name from the `GpGp` package

covParms

parameters for `covName`

covMat

dense covariance matrix, not needed when `locs` is not null

Examples

library(VeccTMVN)
n1 <- 5
n2 <- 5
n <- n1 * n2
m <- 5
locs <- as.matrix(expand.grid((1:n1) / n1, (1:n2) / n2))
covparms <- c(2, 0.1, 0)
cov_name <- "matern15_isotropic"
a <- rep(-Inf, n)
b <- seq(from = -3, to = 3, length.out = n)
cat("The output order should be roughly 1 to ", n)
cat(FIC_reorder_univar(a, b, m, locs, cov_name, covparms))