Man pages for MagmaClustR
Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean
| check_symmetric | Round a matrix to make if symmetric |
| chol_inv_jitter | Inverse a matrix using an adaptive jitter term |
| data_allocate_cluster | Allocate training data into the most probable cluster |
| dmnorm | Compute the Multivariate Gaussian likelihood |
| draw | Draw a number |
| elbo_clust_multi_GP | Evidence Lower Bound for a mixture of GPs |
| elbo_clust_multi_GP_common_hp_i | Penalised elbo for multiple individual GPs with common HPs |
| elbo_GP_mod_common_hp_k | Penalised elbo for multiple mean GPs with common HPs |
| elbo_monitoring_VEM | Evidence Lower Bound maximised in MagmaClust |
| e_step | E-Step of the EM algorithm |
| expand_grid_inputs | Expand a grid of inputs |
| gr_clust_multi_GP | Gradient of the elbo for a mixture of GPs |
| gr_clust_multi_GP_common_hp_i | Gradient of the penalised elbo for multiple individual GPs... |
| gr_GP | Gradient of the logLikelihood of a Gaussian Process |
| gr_GP_mod | Gradient of the modified logLikelihood for GPs in Magma |
| gr_GP_mod_common_hp | Gradient of the modified logLikelihood with common HPs for... |
| gr_GP_mod_common_hp_k | Gradient of the penalised elbo for multiple mean GPs with... |
| gr_sum_logL_GP_clust | Gradient of the mixture of Gaussian likelihoods |
| hp | Generate random hyper-parameters |
| hyperposterior | Compute the hyper-posterior distribution in Magma |
| hyperposterior_clust | Compute the hyper-posterior distribution for each cluster in... |
| ini_kmeans | Run a k-means algorithm to initialise clusters' allocation |
| ini_mixture | Mixture initialisation with kmeans |
| kern_to_cov | Create covariance matrix from a kernel |
| kern_to_inv | Create inverse of a covariance matrix from a kernel |
| lin_kernel | Linear Kernel |
| list_kern_to_cov | Compute a covariance matrix for multiple individuals |
| list_kern_to_inv | Compute an inverse covariance matrix for multiple individuals |
| logL_GP | Log-Likelihood function of a Gaussian Process |
| logL_GP_mod | Modified log-Likelihood function for GPs |
| logL_GP_mod_common_hp | Modified log-Likelihood function with common HPs for GPs |
| logL_monitoring | Log-Likelihood for monitoring the EM algorithm in Magma |
| MagmaClustR | MagmaClustR : Clustering and Prediction using Multi-Task... |
| m_step | M-Step of the EM algorithm |
| perio_kernel | Periodic Kernel |
| pipe | Pipe operator |
| plot_db | Plot smoothed curves of raw data |
| plot_gif | Create a GIF of Magma or GP predictions |
| plot_gp | Plot Magma or GP predictions |
| plot_magmaclust | Plot MagmaClust predictions |
| plot_samples | Display realisations from a (mixture of) GP prediction |
| pred_gif | Magma prediction for ploting GIFs |
| pred_gp | Gaussian Process prediction |
| pred_magma | Magma prediction |
| pred_magmaclust | MagmaClust prediction |
| proba_max_cluster | Indicates the most probable cluster |
| regularize_data | Regularise a grid of inputs in a dataset |
| rq_kernel | Rational Quadratic Kernel |
| sample_gp | Draw samples from a posterior GP/Magma distribution |
| sample_magmaclust | Draw samples from a MagmaClust posterior distribution |
| se_kernel | Squared Exponential Kernel |
| select_nb_cluster | Select the optimal number of clusters |
| simu_db | Simulate a dataset tailored for MagmaClustR |
| simu_indiv_se | Simulate a batch of data |
| sum_logL_GP_clust | Compute a mixture of Gaussian log-likelihoods |
| swimmers | French swimmers performances data on 100m freestyle events |
| train_gp | Learning hyper-parameters of a Gaussian Process |
| train_gp_clust | Prediction in MagmaClust: learning new HPs and mixture... |
| train_magma | Training Magma with an EM algorithm |
| train_magmaclust | Training MagmaClust with a Variational EM algorithm |
| update_mixture | Update the mixture probabilities for each individual and each... |
| ve_step | E-Step of the VEM algorithm |
| vm_step | V-Step of the VEM algorithm |
| weight | Weight follow-up data of children in Singapore |
