gptk: Gaussian Processes Tool-Kit
Version 1.08

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 <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 publication2014-03-07 17:44:33
MaintainerAlfredo Kalaitzis <alkalait@gmail.com>
LicenseBSD_2_clause + file LICENSE
Version1.08
URL
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("gptk")

Popular man pages

basePlot: Plot a contour of the 2D Gaussian distribution with...
gpCovGrads: Sparse objective function gradients wrt Covariance functions...
gpPosteriorSample: Plot Samples from a GP Posterior.
kernCompute: Compute the kernel given the parameters and X.
kernCreate: Initialise a kernel structure.
kernGradient: Compute the gradient wrt the kernel parameters.
rbfKernDiagGradX: Gradient of RBF kernel's diagonal with respect to X.
See all...

All man pages Function index File listing

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.

Functions

CGoptim Man page Source code
SCGoptim Man page Source code
basePlot Man page Source code
boundedTransform Man page Source code
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 Source code
cmpndKernDiagCompute Man page Source code
cmpndKernDiagGradX Man page Source code
cmpndKernDisplay Man page Source code
cmpndKernExpandParam Man page Source code
cmpndKernExtractParam Man page Source code
cmpndKernGradX Man page Source code
cmpndKernGradient Man page Source code
cmpndKernParamInit Man page Source code
cmpndNoiseParamInit Man page Source code
complexLog Source code
demAutoOptimiseGp Man page Source code
demGpCov2D Man page Source code
demGpSample Man page Source code
demInterpolation Man page Source code
demOptimiseGp Man page Source code
demRegression Man page Source code
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
dist2 Source code
distfit Source code
distfit_obj Source code
expTransform Man page Source code
fn_line Source code
gaussSamp Man page Source code
gaussianNoiseOut Man page Source code
gaussianNoiseParamInit Man page Source code
gpBlockIndices Man page Source code
gpComputeAlpha Man page Source code
gpComputeM Man page Source code
gpCovGrads Man page Source code
gpCovGradsTest Man page Source code
gpCreate Man page Source code
gpDataIndices Man page Source code
gpExpandParam Man page Source code
gpExtractParam Man page Source code
gpGradient Man page Source code
gpLogLikeGradients Man page Source code
gpLogLikelihood Man page Source code
gpMeanFunctionGradient Man page Source code
gpObjective Man page Source code
gpOptimise Man page Source code
gpOptions Man page Source code
gpOut Man page Source code
gpPlot Man page Source code
gpPosteriorMeanVar Man page Source code
gpPosteriorSample Man page Source code
gpSample Man page Source code
gpScaleBiasGradient Man page Source code
gpTest Man page Source code
gpUpdateAD Man page Source code
gpUpdateKernels Man page Source code
gpdisimDisplay Man page
gpdisimExpandParam Man page
gpdisimExtractParam Man page
gpdisimGradient Man page
gpdisimLogLikeGradients Man page
gpdisimLogLikelihood Man page
gpdisimObjective Man page
gpdisimUpdateProcesses 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
gradLnDiffErfs Source code
jitChol Source code
jitCholInv Source code
kernCompute Man page Source code
kernCreate Man page Source code
kernDiagCompute Man page Source code
kernDiagGradX Man page Source code
kernDiagGradient Man page Source code
kernDisplay Man page Source code
kernExpandParam Man page Source code
kernExtractParam Man page Source code
kernFactors Source code
kernGradX Man page Source code
kernGradient Man page Source code
kernParamInit Man page Source code
kernTest Man page Source code
kernTestCombinationFunction Source code
localCovarianceGradients Man page Source code
localSCovarianceGradients Man page Source code
mlpKernCompute Man page
mlpKernDiagGradX Man page
mlpKernDisplay Man page
mlpKernExpandParam Man page
mlpKernExtractParam Man page
mlpKernGradX Man page
mlpKernGradient Man page
mlpOptions Man page Source code
modelDisplay Man page Source code
modelExpandParam Man page Source code
modelExtractParam Man page Source code
modelGradient Man page Source code
modelGradientCheck Man page Source code
modelLogLikelihood Man page Source code
modelObjective Man page Source code
modelOptimise Man page Source code
modelOut Man page Source code
modelOutputGrad Man page Source code
modelUpdateProcesses Man page Source code
multiKernCacheBlock Source code
multiKernCompute Man page Source code
multiKernComputeBlock Source code
multiKernDiagCompute Man page Source code
multiKernDisplay Man page Source code
multiKernExpandParam Man page Source code
multiKernExtractParam Man page Source code
multiKernGradient Man page Source code
multiKernGradientBlock Source code
multiKernParamInit Man page Source code
noiseCreate Man page Source code
noiseOut Man page Source code
noiseParamInit Man page Source code
optimiDefaultConstraint Man page Source code
optimiDefaultOptions Man page Source code
rbfKernCompute Man page Source code
rbfKernDiagCompute Man page Source code
rbfKernDiagGradX Man page Source code
rbfKernDisplay Man page Source code
rbfKernExpandParam Man page Source code
rbfKernExtractParam Man page Source code
rbfKernGradX Man page Source code
rbfKernGradXpoint Man page Source code
rbfKernGradient Man page Source code
rbfKernParamInit Man page Source code
sigmoidTransform Man page Source code
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 Source code
whiteKernDiagCompute Man page Source code
whiteKernDiagGradX Man page Source code
whiteKernDisplay Man page Source code
whiteKernExpandParam Man page Source code
whiteKernExtractParam Man page Source code
whiteKernGradX Man page Source code
whiteKernGradient Man page Source code
whiteKernParamInit Man page Source code
whiteXwhiteKernCompute Man page Source code
whiteXwhiteKernGradient Man page Source code
zeroAxes Man page Source code

Files

inst
inst/doc
inst/doc/demGpCov2D1_5.gif
inst/doc/index.html
inst/doc/gpSampleRbfSamples10InverseWidth16Variance1.png
inst/doc/demOptimiseGp2.gif
inst/doc/demInterpolation.gif
inst/doc/demRegression.gif
inst/doc/demGpCov2D1_2.gif
inst/doc/gpPosteriorSampleRbfSamples5InverseWidth16Variance1.png
inst/doc/gpSample.png
inst/doc/gpCovariance.png
inst/doc/gpSampleRbfSamples10InverseWidth1Variance1.png
inst/doc/gpPosteriorSampleRbfSamples5InverseWidth1Variance1.png
inst/doc/demOptimiseGp1.gif
NAMESPACE
R
R/kernDiagCompute.R
R/expTransform.R
R/rbfKernExtractParam.R
R/multiKernParamInit.R
R/noiseParamInit.R
R/whiteKernParamInit.R
R/gpLogLikeGradients.R
R/rbfKernDisplay.R
R/sigmoidTransform.R
R/gpUpdateKernels.R
R/rbfKernDiagGradX.R
R/cmpndKernExtractParam.R
R/kernExpandParam.R
R/modelDisplay.R
R/gpComputeM.R
R/localCovarianceGradients.R
R/gpTest.R
R/whiteKernGradX.R
R/whiteKernDisplay.R
R/whiteKernDiagCompute.R
R/whiteKernGradient.R
R/modelGradientCheck.R
R/gpBlockIndices.R
R/gpScaleBiasGradient.R
R/gpOut.R
R/noiseOut.R
R/multiKernGradient.R
R/rbfKernParamInit.R
R/gpCovGradsTest.R
R/boundedTransform.R
R/rbfKernCompute.R
R/kernCreate.R
R/CGoptim.R
R/gpCreate.R
R/multiKernDiagCompute.R
R/modelOptimise.R
R/gaussSamp.R
R/modelExpandParam.R
R/modelUpdateProcesses.R
R/rbfKernExpandParam.R
R/rbfKernGradX.R
R/cmpndKernDiagGradX.R
R/basePlot.R
R/cmpndKernDisplay.R
R/modelExtractParam.R
R/gpMeanFunctionGradient.R
R/whiteKernExpandParam.R
R/localSCovarianceGradients.R
R/cmpndKernGradX.R
R/cmpndKernDiagCompute.R
R/kernDiagGradient.R
R/modelLogLikelihood.R
R/gpLogLikelihood.R
R/modelOut.R
R/gptk-internal.R
R/gpPosteriorSample.R
R/rbfKernGradXpoint.R
R/optimiDefaultOptions.R
R/SCGoptim.R
R/demRegression.R
R/gpPosteriorMeanVar.R
R/cmpndNoiseParamInit.R
R/gpOptimise.R
R/gaussianNoiseParamInit.R
R/demGpSample.R
R/gpDataIndices.R
R/gpExpandParam.R
R/multiKernDisplay.R
R/optimiDefaultConstraint.R
R/gpPlot.R
R/multiKernCompute.R
R/kernDiagGradX.R
R/zeroAxes.R
R/whiteKernExtractParam.R
R/gpComputeAlpha.R
R/cmpndKernCompute.R
R/gaussianNoiseOut.R
R/kernParamInit.R
R/kernDisplay.R
R/gpUpdateAD.R
R/cmpndKernParamInit.R
R/kernGradX.R
R/gpExtractParam.R
R/rbfKernGradient.R
R/demGpCov2D.R
R/modelObjective.R
R/gpGradient.R
R/demInterpolation.R
R/gpSample.R
R/kernGradient.R
R/noiseCreate.R
R/gpOptions.R
R/demOptimiseGp.R
R/whiteKernCompute.R
R/kernTest.R
R/whiteKernDiagGradX.R
R/mlpOptions.R
R/gpObjective.R
R/multiKernExtractParam.R
R/whiteXwhiteKernGradient.R
R/modelOutputGrad.R
R/whiteXwhiteKernCompute.R
R/kernCompute.R
R/kernExtractParam.R
R/multiKernExpandParam.R
R/gpCovGrads.R
R/rbfKernDiagCompute.R
R/cmpndKernGradient.R
R/cmpndKernExpandParam.R
R/demAutoOptimiseGp.R
R/modelGradient.R
MD5
DESCRIPTION
man
man/gpTest.Rd
man/gpExtractParam.Rd
man/kernCreate.Rd
man/gpOut.Rd
man/modelExpandParam.Rd
man/gpOptimise.Rd
man/demRegression.Rd
man/gpLogLikelihood.Rd
man/whiteKernGradX.Rd
man/noiseParamInit.Rd
man/kernDiagGradX.Rd
man/gpExpandParam.Rd
man/gpObjective.Rd
man/whiteKernDiagGradX.Rd
man/demOptimiseGp.Rd
man/noiseCreate.Rd
man/kernTest.Rd
man/gpScaleBiasGradient.Rd
man/kernDiagGradient.Rd
man/gpUpdateKernels.Rd
man/kernCompute.Rd
man/whiteKernParamInit.Rd
man/gpCovGradsTest.Rd
man/gpCreate.Rd
man/modelGradientCheck.Rd
man/gpUpdateAD.Rd
man/gaussianNoiseParamInit.Rd
man/noiseOut.Rd
man/gpPlot.Rd
man/gpGradient.Rd
man/modelDisplay.Rd
man/kernGradient.Rd
man/zeroAxes.Rd
man/multiKernParamInit.Rd
man/gpOptions.Rd
man/kernParamInit.Rd
man/gpComputeAlpha.Rd
man/demInterpolation.Rd
man/gpPosteriorMeanVar.Rd
man/modelExtractParam.Rd
man/demGpCov2D.Rd
man/rbfKernGradX.Rd
man/expTransform.Rd
man/modelOutputGrad.Rd
man/gaussianNoiseOut.Rd
man/rbfKernDiagGradX.Rd
man/gpSample.Rd
man/gpLogLikeGradients.Rd
man/modelGradient.Rd
man/gpBlockIndices.Rd
man/gaussSamp.Rd
man/demAutoOptimiseGp.Rd
man/gpComputeM.Rd
man/SCGoptim.Rd
man/gpPosteriorSample.Rd
man/rbfKernParamInit.Rd
man/modelOut.Rd
man/gpMeanFunctionGradient.Rd
man/optimiDefaultConstraint.Rd
man/gpDataIndices.Rd
man/gpCovGrads.Rd
man/demGpSample.Rd
man/cmpndNoiseParamInit.Rd
man/basePlot.Rd
man/cmpndKernParamInit.Rd
LICENSE
gptk documentation built on May 20, 2017, 4:29 a.m.

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