Gaussian Process Interpolation Demo

Description

Plots, consecutively, an increasing number of data points, followed by an interpolated fit through the data points using a Gaussian process. This is a noiseless system, and the data is sampled from a GP with a known covariance function. The curve is then recovered with minimal uncertainty after only nine data points are included.

Usage

1
  demInterpolation(path=getwd(), filename='demInterpolation', png=FALSE, gif=FALSE)

Arguments

path

path where the plot images are saved.

filename

name of saved images.

png

save image as png.

gif

save series of images as animated gif.

See Also

gpOptions, kernCreate, kernCompute, gaussSamp, kernDiagCompute, gpCreate, gpPlot.

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