mgpCovMat: Calculate a multivariate Gaussian processes covariance matrix...

Description Usage Arguments Value References Examples

View source: R/mgp.functions.R

Description

Calculate a multivariate Gaussian processes covariance matrix given a vector of hyperparameters

Usage

1
mgpCovMat(Data, hp)

Arguments

Data

List of two elements: 'input' and 'response'. The element 'input' is a list of N vectors, where each vector represents the input covariate values for a particular output. The element 'response' is the corresponding list of N matrices (if there are multiple realisations) or vectors (for a single realisation) representing the response variables.

hp

Vector of hyperparameters

Value

Covariance matrix

References

Shi, J. Q., and Choi, T. (2011), “Gaussian Process Regression Analysis for Functional Data”, CRC Press.

Examples

1
2
## See examples in vignette:
# vignette("mgpr", package = "GPFDA")

Example output

Loading required package: fda.usc
Loading required package: fda
Loading required package: splines
Loading required package: Matrix
Loading required package: fds
Loading required package: rainbow
Loading required package: MASS
Loading required package: pcaPP
Loading required package: RCurl

Attaching package:fdaThe following object is masked frompackage:graphics:

    matplot

Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-33. For overview type 'help("mgcv-package")'.
----------------------------------------------------------------------------------
 Functional Data Analysis and Utilities for Statistical Computing
 fda.usc version 2.0.2 (built on 2020-02-17) is now loaded
 fda.usc is running sequentially usign foreach package
 Please, execute ops.fda.usc() once to run in local parallel mode
 Deprecated functions: min.basis, min.np, anova.hetero, anova.onefactor, anova.RPm
 New functions: optim.basis, optim.np, fanova.hetero, fanova.onefactor, fanova.RPm
----------------------------------------------------------------------------------

Loading required package: spam
Loading required package: dotCall64
Loading required package: grid
Spam version 2.5-1 (2019-12-12) is loaded.
Type 'help( Spam)' or 'demo( spam)' for a short introduction 
and overview of this package.
Help for individual functions is also obtained by adding the
suffix '.spam' to the function name, e.g. 'help( chol.spam)'.

Attaching package:spamThe following object is masked frompackage:Matrix:

    det

The following objects are masked frompackage:base:

    backsolve, forwardsolve

GPFDA documentation built on Jan. 29, 2021, 5:14 p.m.