gptk (version 1.0)

demOptimiseGp: Gaussian Process Optimisation Demo

Description

Shows a series of plots of a Gaussian process with different length scales fitted to six data points. For each plot there is a corresponding plot of the log likelihood. The log likelihood peaks for a length scale close to 1. This was the length scale used to generate the data.

Usage

demOptimiseGp(path=getwd(), filename='demOptimiseGp')

Arguments

path

path where the plot images are saved.

filename

name of saved images.

See Also

gpOptions, kernCreate, kernCompute, gaussSamp, kernDiagCompute, gpCreate, gpExpandParam, gpLogLikelihood, gpPosteriorMeanVar, gpPlot.