GauPro: Class providing object with methods for fitting a GP model

Description Usage Format Value Fields Methods Examples

Description

Class providing object with methods for fitting a GP model

Usage

1

Format

R6Class object.

Value

Object of R6Class with methods for fitting GP model.

Fields

X

Design matrix

Z

Responses

N

Number of data points

D

Dimension of data

corr

Type of correlation function

nug.min

Minimum value of nugget

nug

Value of the nugget, is estimated unless told otherwise

theta

Length-scale parameters

separable

Are the dimensions separable?

verbose

0 means nothing printed, 1 prints some, 2 prints most.

useGrad

Should grad be used?

useC

Should C code be used?

parallel

Should the code be run in parallel?

parallel.cores

How many cores are there? It will self detect, do not set yourself.

Methods

Documentation

For full documentation of each method go to https://github.com/lightning-viz/lightining-r/

new(X, Z, corr="Gauss", verbose=0, separable=T, useC=F,useGrad=T, parallel=T, useOptim2=T, nug.est=T, ...)

This method is used to create object of this class with X and Z as the data.

update(Xnew=NULL, Znew=NULL, Xall=NULL, Zall=NULL, restarts = 5, useOptim2=self$useOptim2, theta.update = T, nug.update = self$nug.est)

This method updates the model, adding new data if given, then running optimization again.

Examples

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n <- 12
x <- matrix(seq(0,1,length.out = n), ncol=1)
y <- sin(2*pi*x) + rnorm(n,0,1e-1)
gp <- GauPro$new(X=x, Z=y, parallel=FALSE)


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