Description Usage Arguments Value Author(s) Examples
Function for setting initial parameters to reasonable values after performing a grid search over parameters within their pre-set ranges. Loglikelihood is computed for each combination of parameter values on the grid, and those which lead to the highest loglikelihood value are set as initial values.
1 | setInitParams(model, grid_size = 5)
|
model |
GP model. |
grid_size |
Size of the grid over which the search for maximum likelihood will be done. Default value is 5. |
Return GP model with the parameters initialized at reasonable values.
Hande Topa, hande.topa@helsinki.fi
1 2 3 4 5 6 | x=as.matrix(seq(1,10))
y=as.matrix(sin(x))
v=as.matrix(runif(10,0,0.5))
kernelTypes=c("rbf","white","fixedvariance")
model=constructModel(x,y,v,kernelTypes)
model=setInitParams(model)
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