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.

AuthorAlfredo Kalaitzis <>, Antti Honkela <>, Pei Gao <>, Neil D. Lawrence <>
Date of publication2014-03-07 17:44:33
MaintainerAlfredo Kalaitzis <>
LicenseBSD_2_clause + file LICENSE

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.


basePlot Man page
boundedTransform Man page
CGoptim Man page
cgpdisimExpandParam Man page
cgpdisimExtractParam Man page
cgpdisimGradient Man page
cgpdisimLogLikeGradients Man page
cgpdisimLogLikelihood Man page
cgpdisimObjective Man page
cgpdisimUpdateProcesses Man page
cgpsimExpandParam Man page
cgpsimExtractParam Man page
cgpsimGradient Man page
cgpsimLogLikeGradients Man page
cgpsimLogLikelihood Man page
cgpsimObjective Man page
cgpsimOptimise Man page
cgpsimUpdateProcesses Man page
cmpndKernCompute Man page
cmpndKernDiagCompute Man page
cmpndKernDiagGradX Man page
cmpndKernDisplay Man page
cmpndKernExpandParam Man page
cmpndKernExtractParam Man page
cmpndKernGradient Man page
cmpndKernGradX Man page
cmpndKernParamInit Man page
cmpndNoiseParamInit Man page
demAutoOptimiseGp Man page
demGpCov2D Man page
demGpSample Man page
demInterpolation Man page
demOptimiseGp Man page
demRegression Man page
disimKernCompute Man page
disimKernDiagCompute Man page
disimKernDisplay Man page
disimKernExpandParam Man page
disimKernExtractParam Man page
disimKernGradient Man page
disimXdisimKernCompute Man page
disimXdisimKernGradient Man page
disimXrbfKernCompute Man page
disimXrbfKernGradient Man page
disimXsimKernCompute Man page
disimXsimKernGradient Man page
expTransform Man page
gaussianNoiseOut Man page
gaussianNoiseParamInit Man page
gaussSamp Man page
gpBlockIndices Man page
gpComputeAlpha Man page
gpComputeM Man page
gpCovGrads Man page
gpCovGradsTest Man page
gpCreate Man page
gpDataIndices Man page
gpdisimDisplay Man page
gpdisimExpandParam Man page
gpdisimExtractParam Man page
gpdisimGradient Man page
gpdisimLogLikeGradients Man page
gpdisimLogLikelihood Man page
gpdisimObjective Man page
gpdisimUpdateProcesses Man page
gpExpandParam Man page
gpExtractParam Man page
gpGradient Man page
gpLogLikeGradients Man page
gpLogLikelihood Man page
gpMeanFunctionGradient Man page
gpObjective Man page
gpOptimise Man page
gpOptions Man page
gpOut Man page
gpPlot Man page
gpPosteriorMeanVar Man page
gpPosteriorSample Man page
gpSample Man page
gpScaleBiasGradient Man page
gpsimDisplay Man page
gpsimExpandParam Man page
gpsimExtractParam Man page
gpsimGradient Man page
gpsimLogLikeGradients Man page
gpsimLogLikelihood Man page
gpsimObjective Man page
gpsimUpdateProcesses Man page
gpTest Man page
gpUpdateAD Man page
gpUpdateKernels Man page
kernCompute Man page
kernCreate Man page
kernDiagCompute Man page
kernDiagGradient Man page
kernDiagGradX Man page
kernDisplay Man page
kernExpandParam Man page
kernExtractParam Man page
kernGradient Man page
kernGradX Man page
kernParamInit Man page
kernTest Man page
localCovarianceGradients Man page
localSCovarianceGradients Man page
mlpKernCompute Man page
mlpKernDiagGradX Man page
mlpKernDisplay Man page
mlpKernExpandParam Man page
mlpKernExtractParam Man page
mlpKernGradient Man page
mlpKernGradX Man page
mlpOptions Man page
modelDisplay Man page
modelExpandParam Man page
modelExtractParam Man page
modelGradient Man page
modelGradientCheck Man page
modelLogLikelihood Man page
modelObjective Man page
modelOptimise Man page
modelOut Man page
modelOutputGrad Man page
modelUpdateProcesses Man page
multiKernCompute Man page
multiKernDiagCompute Man page
multiKernDisplay Man page
multiKernExpandParam Man page
multiKernExtractParam Man page
multiKernGradient Man page
multiKernParamInit Man page
noiseCreate Man page
noiseOut Man page
noiseParamInit Man page
optimiDefaultConstraint Man page
optimiDefaultOptions Man page
rbfKernCompute Man page
rbfKernDiagCompute Man page
rbfKernDiagGradX Man page
rbfKernDisplay Man page
rbfKernExpandParam Man page
rbfKernExtractParam Man page
rbfKernGradient Man page
rbfKernGradX Man page
rbfKernGradXpoint Man page
rbfKernParamInit Man page
SCGoptim Man page
sigmoidTransform Man page
simKernCompute Man page
simKernDiagCompute Man page
simKernDisplay Man page
simKernExpandParam Man page
simKernExtractParam Man page
simKernGradient Man page
simXrbfKernCompute Man page
simXrbfKernGradient Man page
simXsimKernCompute Man page
simXsimKernGradient Man page
translateKernCompute Man page
translateKernDiagCompute Man page
translateKernDisplay Man page
translateKernExpandParam Man page
translateKernExtractParam Man page
translateKernGradient Man page
whiteKernCompute Man page
whiteKernDiagCompute Man page
whiteKernDiagGradX Man page
whiteKernDisplay Man page
whiteKernExpandParam Man page
whiteKernExtractParam Man page
whiteKernGradient Man page
whiteKernGradX Man page
whiteKernParamInit Man page
whiteXwhiteKernCompute Man page
whiteXwhiteKernGradient Man page
zeroAxes Man page


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/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

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