fgpKern-class

This is the formal representation for data structures linked to the kernel of a Gaussian
 process model within the funGp package.

Construction and smart selection of Gaussian process models
for analysis of computer experiments
with emphasis on treatment of functional inputs that are regularly sampled. This package
offers: (i) flexible modeling of functional-input regression
problems through the fairly general Gaussian process model; (ii)
built-in dimension reduction for functional inputs; (iii)
heuristic optimization of the structural parameters of the model
(e.g., active inputs, kernel function, type of distance).
An in-depth tutorial in the use of funGp is provided in
Betancourt et al. (2024) <doi:10.18637/jss.v109.i05> and
Metamodeling background is provided in
Betancourt et al. (2020) <doi:10.1016/j.ress.2020.106870>.
The algorithm for structural parameter optimization is described
in <https://hal.science/hal-02532713>.

Jose Betancourt

funGp

Gaussian Process Models for Scalar and Functional Inputs

François Bachoc

Thierry Klein

Jeremy Rohmer

Yves Deville

Deborah Idier

fgpKern-class function

<dl>
<dt><code>kerType</code></dt>
<dd>Object of class <code>"character"</code>. Kernel type. To be set from {"gauss", "matern5_2",
"matern3_2"}.</dd></dl>
<dt><code>f_disType</code></dt>
<dd>Object of class <code>"character"</code>. Distance type. To be set from {"L2_bygroup",
"L2_index"}.</dd>
<dt><code>varHyp</code></dt>
<dd>Object of class <code>"numeric"</code>. Estimated variance parameter.</dd>
<dt><code>s_lsHyps</code></dt>
<dd>Object of class <code>"numeric"</code>. Estimated length-scale parameters for scalar inputs.</dd>
<dt><code>f_lsHyps</code></dt>
<dd>Object of class <code>"numeric"</code>. Estimated length-scale parameters for functional
inputs.</dd>
<dt><code>f_lsOwners</code></dt>
<dd>Object of class <code>"character"</code>. Index of functional input variable linked to each
element in f_lsHyps</dd>

Slots

José Betancourt, François Bachoc, Thierry Klein and Jérémy Rohmer

Author

S4 class for structures linked to the kernel of a fgpm model — fgpKern-class

<dl>
<dt><code>kerType</code></dt>
<dd>Object of class <code>"character"</code>. Kernel type. To be set from {"gauss", "matern5_2",
"matern3_2"}.</dd>


<dt><code>f_disType</code></dt>
<dd>Object of class <code>"character"</code>. Distance type. To be set from {"L2_bygroup",
"L2_index"}.</dd>


<dt><code>varHyp</code></dt>
<dd>Object of class <code>"numeric"</code>. Estimated variance parameter.</dd>


<dt><code>s_lsHyps</code></dt>
<dd>Object of class <code>"numeric"</code>. Estimated length-scale parameters for scalar inputs.</dd>


<dt><code>f_lsHyps</code></dt>
<dd>Object of class <code>"numeric"</code>. Estimated length-scale parameters for functional
inputs.</dd>


<dt><code>f_lsOwners</code></dt>
<dd>Object of class <code>"character"</code>. Index of functional input variable linked to each
element in f_lsHyps</dd>


</dl>

fgpKern-class: S4 class for structures linked to the kernel of a `fgpm` model

Description

Arguments

Slots

Author