gptk: Gaussian Processes Tool-Kit

The gptk package implements a general-purpose toolkit for Gaussian process regression with a variety of covariance functions (e.g. RBF, Mattern, polynomial, etc). Based on a MATLAB implementation by Neil D. Lawrence. See inst/doc/index.html for more details.

Author
Alfredo Kalaitzis <alkalait@gmail.com>, Antti Honkela <antti.honkela@tkk.fi>, Pei Gao <pg349@medschl.cam.ac.uk>, Neil D. Lawrence <N.Lawrence@dcs.shef.ac.uk>
Date of publication
2014-03-07 17:44:33
Maintainer
Alfredo Kalaitzis <alkalait@gmail.com>
License
BSD_2_clause + file LICENSE
Version
1.08
URLs

View on CRAN

Man pages

basePlot
Plot a contour of the 2D Gaussian distribution with...
cmpndKernParamInit
CMPND kernel parameter initialisation.
cmpndNoiseParamInit
CMPND noise parameter initialisation.
demAutoOptimiseGp
Gaussian Process Optimisation Demo
demGpCov2D
Gaussian Process 2D Covariance Demo
demGpSample
Gaussian Process Sampling Demo
demInterpolation
Gaussian Process Interpolation Demo
demOptimiseGp
Gaussian Process Optimisation Demo
demRegression
Gaussian Process Regression Demo
expTransform
Constrains a parameter.
gaussianNoiseOut
Compute the output of the GAUSSIAN noise given the input mean...
gaussianNoiseParamInit
GAUSSIAN noise parameter initialisation.
gaussSamp
Sample from a Gaussian with a given covariance.
gpBlockIndices
Return indices of given block.
gpComputeAlpha
Update the vector 'alpha' for computing posterior mean...
gpComputeM
Compute the matrix m given the model.
gpCovGrads
Sparse objective function gradients wrt Covariance functions...
gpCovGradsTest
Test the gradients of the likelihood wrt the covariance.
gpCreate
Create a GP model with inducing variables/pseudo-inputs.
gpDataIndices
Return indices of present data.
gpExpandParam
Expand a parameter vector into a GP model.
gpExtractParam
Extract a parameter vector from a GP model.
gpGradient
Gradient wrapper for a GP model.
gpLogLikeGradients
Compute the gradients for the parameters and X.
gpLogLikelihood
Compute the log likelihood of a GP.
gpMeanFunctionGradient
Compute the log likelihood gradient wrt the scales.
gpObjective
Wrapper function for GP objective.
gpOptimise
Optimise the inducing variable based kernel.
gpOptions
Return default options for GP model.
gpOut
Evaluate the output of an Gaussian process model.
gpPlot
Gaussian Process Plotter
gpPosteriorMeanVar
Mean and variances of the posterior at points given by X.
gpPosteriorSample
Plot Samples from a GP Posterior.
gpSample
Plot Samples from a GP.
gpScaleBiasGradient
Compute the log likelihood gradient wrt the scales.
gpTest
Test the gradients of the gpCovGrads function and the gp...
gpUpdateAD
Update the representations of A and D associated with the...
gpUpdateKernels
Update the kernels that are needed.
kernCompute
Compute the kernel given the parameters and X.
kernCreate
Initialise a kernel structure.
kernDiagGradient
Compute the gradient of the kernel's parameters for the...
kernDiagGradX
Compute the gradient of the kernel wrt X.
kernGradient
Compute the gradient wrt the kernel parameters.
kernParamInit
Kernel parameter initialisation.
kernTest
Run some tests on the specified kernel.
modelDisplay
Display a model.
modelExpandParam
Update a model structure with new parameters or update the...
modelExtractParam
Extract the parameters of a model.
modelGradient
Model log-likelihood/objective error function and its...
modelGradientCheck
Check gradients of given model.
modelOut
Give the output of a model for given X.
modelOutputGrad
Compute derivatives with respect to params of model outputs.
multiKernParamInit
MULTI kernel parameter initialisation.
noiseCreate
Initialise a noise structure.
noiseOut
Give the output of the noise model given the mean and...
noiseParamInit
Noise model's parameter initialisation.
optimiDefaultConstraint
Returns function for parameter constraint.
rbfKernDiagGradX
Gradient of RBF kernel's diagonal with respect to X.
rbfKernGradX
Gradient of RBF kernel with respect to input locations.
rbfKernParamInit
RBF kernel parameter initialisation.
SCGoptim
Optimise the given function using (scaled) conjugate...
whiteKernDiagGradX
Gradient of WHITE kernel's diagonal with respect to X.
whiteKernGradX
Gradient of WHITE kernel with respect to input locations.
whiteKernParamInit
WHITE kernel parameter initialisation.
zeroAxes
A function to move the axes crossing point to the origin.

Files in this package

gptk
gptk/inst
gptk/inst/doc
gptk/inst/doc/demGpCov2D1_5.gif
gptk/inst/doc/index.html
gptk/inst/doc/gpSampleRbfSamples10InverseWidth16Variance1.png
gptk/inst/doc/demOptimiseGp2.gif
gptk/inst/doc/demInterpolation.gif
gptk/inst/doc/demRegression.gif
gptk/inst/doc/demGpCov2D1_2.gif
gptk/inst/doc/gpPosteriorSampleRbfSamples5InverseWidth16Variance1.png
gptk/inst/doc/gpSample.png
gptk/inst/doc/gpCovariance.png
gptk/inst/doc/gpSampleRbfSamples10InverseWidth1Variance1.png
gptk/inst/doc/gpPosteriorSampleRbfSamples5InverseWidth1Variance1.png
gptk/inst/doc/demOptimiseGp1.gif
gptk/NAMESPACE
gptk/R
gptk/R/kernDiagCompute.R
gptk/R/expTransform.R
gptk/R/rbfKernExtractParam.R
gptk/R/multiKernParamInit.R
gptk/R/noiseParamInit.R
gptk/R/whiteKernParamInit.R
gptk/R/gpLogLikeGradients.R
gptk/R/rbfKernDisplay.R
gptk/R/sigmoidTransform.R
gptk/R/gpUpdateKernels.R
gptk/R/rbfKernDiagGradX.R
gptk/R/cmpndKernExtractParam.R
gptk/R/kernExpandParam.R
gptk/R/modelDisplay.R
gptk/R/gpComputeM.R
gptk/R/localCovarianceGradients.R
gptk/R/gpTest.R
gptk/R/whiteKernGradX.R
gptk/R/whiteKernDisplay.R
gptk/R/whiteKernDiagCompute.R
gptk/R/whiteKernGradient.R
gptk/R/modelGradientCheck.R
gptk/R/gpBlockIndices.R
gptk/R/gpScaleBiasGradient.R
gptk/R/gpOut.R
gptk/R/noiseOut.R
gptk/R/multiKernGradient.R
gptk/R/rbfKernParamInit.R
gptk/R/gpCovGradsTest.R
gptk/R/boundedTransform.R
gptk/R/rbfKernCompute.R
gptk/R/kernCreate.R
gptk/R/CGoptim.R
gptk/R/gpCreate.R
gptk/R/multiKernDiagCompute.R
gptk/R/modelOptimise.R
gptk/R/gaussSamp.R
gptk/R/modelExpandParam.R
gptk/R/modelUpdateProcesses.R
gptk/R/rbfKernExpandParam.R
gptk/R/rbfKernGradX.R
gptk/R/cmpndKernDiagGradX.R
gptk/R/basePlot.R
gptk/R/cmpndKernDisplay.R
gptk/R/modelExtractParam.R
gptk/R/gpMeanFunctionGradient.R
gptk/R/whiteKernExpandParam.R
gptk/R/localSCovarianceGradients.R
gptk/R/cmpndKernGradX.R
gptk/R/cmpndKernDiagCompute.R
gptk/R/kernDiagGradient.R
gptk/R/modelLogLikelihood.R
gptk/R/gpLogLikelihood.R
gptk/R/modelOut.R
gptk/R/gptk-internal.R
gptk/R/gpPosteriorSample.R
gptk/R/rbfKernGradXpoint.R
gptk/R/optimiDefaultOptions.R
gptk/R/SCGoptim.R
gptk/R/demRegression.R
gptk/R/gpPosteriorMeanVar.R
gptk/R/cmpndNoiseParamInit.R
gptk/R/gpOptimise.R
gptk/R/gaussianNoiseParamInit.R
gptk/R/demGpSample.R
gptk/R/gpDataIndices.R
gptk/R/gpExpandParam.R
gptk/R/multiKernDisplay.R
gptk/R/optimiDefaultConstraint.R
gptk/R/gpPlot.R
gptk/R/multiKernCompute.R
gptk/R/kernDiagGradX.R
gptk/R/zeroAxes.R
gptk/R/whiteKernExtractParam.R
gptk/R/gpComputeAlpha.R
gptk/R/cmpndKernCompute.R
gptk/R/gaussianNoiseOut.R
gptk/R/kernParamInit.R
gptk/R/kernDisplay.R
gptk/R/gpUpdateAD.R
gptk/R/cmpndKernParamInit.R
gptk/R/kernGradX.R
gptk/R/gpExtractParam.R
gptk/R/rbfKernGradient.R
gptk/R/demGpCov2D.R
gptk/R/modelObjective.R
gptk/R/gpGradient.R
gptk/R/demInterpolation.R
gptk/R/gpSample.R
gptk/R/kernGradient.R
gptk/R/noiseCreate.R
gptk/R/gpOptions.R
gptk/R/demOptimiseGp.R
gptk/R/whiteKernCompute.R
gptk/R/kernTest.R
gptk/R/whiteKernDiagGradX.R
gptk/R/mlpOptions.R
gptk/R/gpObjective.R
gptk/R/multiKernExtractParam.R
gptk/R/whiteXwhiteKernGradient.R
gptk/R/modelOutputGrad.R
gptk/R/whiteXwhiteKernCompute.R
gptk/R/kernCompute.R
gptk/R/kernExtractParam.R
gptk/R/multiKernExpandParam.R
gptk/R/gpCovGrads.R
gptk/R/rbfKernDiagCompute.R
gptk/R/cmpndKernGradient.R
gptk/R/cmpndKernExpandParam.R
gptk/R/demAutoOptimiseGp.R
gptk/R/modelGradient.R
gptk/MD5
gptk/DESCRIPTION
gptk/man
gptk/man/gpTest.Rd
gptk/man/gpExtractParam.Rd
gptk/man/kernCreate.Rd
gptk/man/gpOut.Rd
gptk/man/modelExpandParam.Rd
gptk/man/gpOptimise.Rd
gptk/man/demRegression.Rd
gptk/man/gpLogLikelihood.Rd
gptk/man/whiteKernGradX.Rd
gptk/man/noiseParamInit.Rd
gptk/man/kernDiagGradX.Rd
gptk/man/gpExpandParam.Rd
gptk/man/gpObjective.Rd
gptk/man/whiteKernDiagGradX.Rd
gptk/man/demOptimiseGp.Rd
gptk/man/noiseCreate.Rd
gptk/man/kernTest.Rd
gptk/man/gpScaleBiasGradient.Rd
gptk/man/kernDiagGradient.Rd
gptk/man/gpUpdateKernels.Rd
gptk/man/kernCompute.Rd
gptk/man/whiteKernParamInit.Rd
gptk/man/gpCovGradsTest.Rd
gptk/man/gpCreate.Rd
gptk/man/modelGradientCheck.Rd
gptk/man/gpUpdateAD.Rd
gptk/man/gaussianNoiseParamInit.Rd
gptk/man/noiseOut.Rd
gptk/man/gpPlot.Rd
gptk/man/gpGradient.Rd
gptk/man/modelDisplay.Rd
gptk/man/kernGradient.Rd
gptk/man/zeroAxes.Rd
gptk/man/multiKernParamInit.Rd
gptk/man/gpOptions.Rd
gptk/man/kernParamInit.Rd
gptk/man/gpComputeAlpha.Rd
gptk/man/demInterpolation.Rd
gptk/man/gpPosteriorMeanVar.Rd
gptk/man/modelExtractParam.Rd
gptk/man/demGpCov2D.Rd
gptk/man/rbfKernGradX.Rd
gptk/man/expTransform.Rd
gptk/man/modelOutputGrad.Rd
gptk/man/gaussianNoiseOut.Rd
gptk/man/rbfKernDiagGradX.Rd
gptk/man/gpSample.Rd
gptk/man/gpLogLikeGradients.Rd
gptk/man/modelGradient.Rd
gptk/man/gpBlockIndices.Rd
gptk/man/gaussSamp.Rd
gptk/man/demAutoOptimiseGp.Rd
gptk/man/gpComputeM.Rd
gptk/man/SCGoptim.Rd
gptk/man/gpPosteriorSample.Rd
gptk/man/rbfKernParamInit.Rd
gptk/man/modelOut.Rd
gptk/man/gpMeanFunctionGradient.Rd
gptk/man/optimiDefaultConstraint.Rd
gptk/man/gpDataIndices.Rd
gptk/man/gpCovGrads.Rd
gptk/man/demGpSample.Rd
gptk/man/cmpndNoiseParamInit.Rd
gptk/man/basePlot.Rd
gptk/man/cmpndKernParamInit.Rd
gptk/LICENSE