demOptimiseGp: Gaussian Process Optimisation Demo

In gptk: Gaussian Processes Tool-Kit

Description

Shows a series of plots of a Gaussian process with different length scales fitted to six data points. For each plot there is a corresponding plot of the log likelihood. The log likelihood peaks for a length scale close to 1. This was the length scale used to generate the data.

Usage

  demOptimiseGp(path=getwd(), filename='demOptimiseGp', 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, gpExpandParam, gpLogLikelihood, gpPosteriorMeanVar, gpPlot.

gptk documentation built on May 2, 2019, 3:27 p.m.