GPFDA: GPFDA: A package for Gaussian Process Regression for...
In GPFDA: Gaussian Process for Functional Data Analysis
GPFDA R Documentation
GPFDA: A package for Gaussian Process Regression for Functional Data Analysis
Description
Gaussian Process Regression for Functional Data Analysis
Details
The main functions of the package are:
- gpr
Gaussian process regression using stationary separable
covariance kernels.
- nsgpr
Gaussian process regression using
nonstationary and/or nonseparable covariance kernels.
- mgpr
Multivariate Gaussian process – regression for multivariate outputs.
- gpfr
Functional regression model given by
y_m(t)=\mu_m(t)+\tau_m(x)+\epsilon_m(t),
where m is the
m-th curve or surface; \mu_m is from functional regression;
and \tau_m is from Gaussian Process regression with mean 0 covariance
matrix k(\bf \theta).
Author(s)
Jian Qing Shi, Yafeng Cheng, Evandro Konzen
References
Shi, J. Q., and Choi, T. (2011), “Gaussian Process Regression
Analysis for Functional Data”, CRC Press.
GPFDA documentation built on Sept. 11, 2023, 1:08 a.m.
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| GPFDA | R Documentation |
GPFDA: A package for Gaussian Process Regression for Functional Data Analysis
Description
Gaussian Process Regression for Functional Data Analysis
Details
The main functions of the package are:
- gpr
Gaussian process regression using stationary separable covariance kernels.
- nsgpr
Gaussian process regression using nonstationary and/or nonseparable covariance kernels.
- mgpr
Multivariate Gaussian process – regression for multivariate outputs.
- gpfr
Functional regression model given by
y_m(t)=\mu_m(t)+\tau_m(x)+\epsilon_m(t),where
mis them-th curve or surface;\mu_mis from functional regression; and\tau_mis from Gaussian Process regression with mean 0 covariance matrixk(\bf \theta).
Author(s)
Jian Qing Shi, Yafeng Cheng, Evandro Konzen
References
Shi, J. Q., and Choi, T. (2011), “Gaussian Process Regression Analysis for Functional Data”, CRC Press.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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