predictobj.fgasp-class | R Documentation |
S4 class for prediction for a Fast GaSP model with or without a noise.
Objects of this class are created and initialized with the function predict
that computes the prediction and the uncertainty quantification.
num_testing
:object of class integer
. Number of testing inputs.
testing_input
:object of class vector
. The testing input locations.
a vector of parameters. The first parameter is the natural logarithm of the inverse range parameter in the kernel function. If the data contain noise, the second parameter is the logarithm of the nugget-variance ratio parameter.
mean
:object of class vector
. The predictive mean at testing inputs.
var
:object of class vector
. The predictive variance at testing inputs. If the var_data
is true, the predictive variance of the data is calculated. Otherwise, the predictive variance of the mean is calculated.
var_data
:object of class logical
. If the var_data
is true, the predictive variance of the data is calculated for var
. Otherwise, the predictive variance of the mean is calculated for var
.
Mengyang Gu [aut, cre], Xinyi Fang [aut], Yizi Lin [aut]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
Hartikainen, J. and Sarkka, S. (2010). Kalman filtering and smoothing solutions to temporal gaussian process regression models, Machine Learning for Signal Processing (MLSP), 2010 IEEE International Workshop, 379-384.
M. Gu, Y. Xu (2017), Nonseparable Gaussian stochastic process: a unified view and computational strategy, arXiv:1711.11501.
M. Gu, X. Wang and J.O. Berger (2018), Robust Gaussian Stochastic Process Emulation, Annals of Statistics, 46, 3038-3066.
predict.fgasp
for more details about how to do prediction for a fgasp
object.
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