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dgpsi (version 2.6.0)

set_vecchia: Add or remove the Vecchia approximation

Description

This function adds or removes the Vecchia approximation from a GP, DGP or linked (D)GP emulator constructed by gp(), dgp() or lgp().

Usage

set_vecchia(object, vecchia = TRUE, M = 25, ord = NULL)

Value

An updated object with the Vecchia approximation either added or removed.

Arguments

object

an instance of the S3 class gp, dgp, or lgp.

vecchia

a bool to indicate the addition or removal of the Vecchia approximation:

  • if object is an instance of the gp or dgp class, vecchia indicates either addition (vecchia = TRUE) or removal (vecchia = FALSE) of the Vecchia approximation from object.

  • if object is an instance of the lgp class, vecchia indicates either addition (vecchia = TRUE) or removal (vecchia = FALSE) of the Vecchia approximation from all individual (D)GP emulators contained in object.

Defaults to TRUE.

M

the size of the conditioning set for the Vecchia approximation in the (D)GP emulator training. Defaults to 25.

ord

an R function that returns the ordering of the input to the (D)GP emulator for the Vecchia approximation. The function must satisfy the following basic rules:

  • the first argument represents the lengthscale-scaled input to the GP emulator or the lengthscale-scaled input to a GP node of the DGP emulator.

  • the output of the function is a vector of indices that gives the ordering of the input to the GP emulator or the input to the GP nodes of the DGP emulator.

If ord = NULL, the default random ordering is used. Defaults to NULL.

Details

See further examples and tutorials at https://mingdeyu.github.io/dgpsi-R/.