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

Description Usage Arguments Value References Examples

View source: R/mgp.functions.R


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


mgpCovMat(Data, hp)



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.


Vector of hyperparameters


Covariance matrix


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


## 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:


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,, anova.hetero, anova.onefactor, anova.RPm
 New functions: optim.basis,, 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:


The following objects are masked frompackage:base:

    backsolve, forwardsolve

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