rkriging (version 1.0.2)

Get.Kernel: Kernel

Description

This function provides a common interface to specify various kernels. See arguments section for the available kernels in this package.

Usage

Get.Kernel(lengthscale, type, parameters = list())

Value

A Kernel Class Object.

Arguments

lengthscale

a vector for the positive length scale parameters

type

kernel type: Gaussian, RQ, Matern12, Matern32, Matern52, Matern, UDF, MultiplicativeRQ, MultiplicativeMatern, MultiplicativeUDF

parameters

a list of parameters required for the specific kernel

Author

Chaofan Huang and V. Roshan Joseph

References

Duvenaud, D. (2014). The kernel cookbook: Advice on covariance functions.

Rasmussen, C. E. & Williams, C. K. (2006). Gaussian Processes for Machine Learning. The MIT Press.

See Also

Evaluate.Kernel, Gaussian.Kernel, RQ.Kernel, Matern12.Kernel, Matern32.Kernel, Matern52.Kernel Matern.Kernel, UDF.Kernel, MultiplicativeRQ.Kernel, MultiplicativeMatern.Kernel, MultiplicativeUDF.Kernel.

Examples

n <- 5
p <- 3
X <- matrix(rnorm(n*p), ncol=p)
lengthscale <- c(1:p)

# Gaussian 
kernel <- Get.Kernel(lengthscale, type="Gaussian")
Evaluate.Kernel(kernel, X)

# Rational Quadratic (RQ)
kernel <- Get.Kernel(lengthscale, type="RQ", parameters=list(alpha=1))
Evaluate.Kernel(kernel, X) 

# Matern(1/2)
kernel <- Get.Kernel(lengthscale, type="Matern12")
Evaluate.Kernel(kernel, X) 

# Matern(3/2)
kernel <- Get.Kernel(lengthscale, type="Matern32")
Evaluate.Kernel(kernel, X) 

# Matern(5/2)
kernel <- Get.Kernel(lengthscale, type="Matern52")
Evaluate.Kernel(kernel, X) 

# Generalized Matern
kernel <- Get.Kernel(lengthscale, type="Matern", parameters=list(nu=2.01))
Evaluate.Kernel(kernel, X) 

# User Defined Function (UDF) Kernel
kernel.function <- function(sqdist) {return (exp(-sqrt(sqdist)))} 
kernel <- Get.Kernel(lengthscale, type="UDF", 
                     parameters=list(kernel.function=kernel.function))
Evaluate.Kernel(kernel, X) 

# Multiplicative Rational Quadratic (RQ)
kernel <- Get.Kernel(lengthscale, type="MultiplicativeRQ", parameters=list(alpha=1))
Evaluate.Kernel(kernel, X) 

# Multiplicative Generalized Matern
kernel <- Get.Kernel(lengthscale, type="MultiplicativeMatern", parameters=list(nu=2.01))
Evaluate.Kernel(kernel, X)

# Multiplicative User Defined Function (UDF)
kernel.function <- function(sqdist) {return (exp(-sqrt(sqdist)))} 
kernel <- Get.Kernel(lengthscale, type="MultiplicativeUDF", 
                     parameters=list(kernel.function=kernel.function))
Evaluate.Kernel(kernel, X)