covANOVA-class: Class '"covANOVA"'

In kergp: Gaussian Process Laboratory

Class "covANOVA"

Description

S4 class representing a Tensor Product (ANOVA) covariance kernel.

Objects from the Class

Objects can be created by calls of the form new("covANOVA", ...) or by using the covANOVA function.

Slots

k1Fun1:

Object of class "function" A function of a scalar numeric variable.

k1Fun1Char:

Object of class "character" describing the function in the slot k1Fun1.

hasGrad:

Object of class "logical". Tells if the value returned by the function kern1Fun has an attribute named "der" giving the derivative(s).

cov:

Object of class "integer". The value 1L corresponds to a general covariance kernel. The value of 0L sets the variance parameter to 1, which does not correspond to a correlation kernel. See Section 'details' of covANOVA.

iso:

Object of class "integer". The value 1L corresponds to an isotropic covariance, with all the inputs sharing the same range value.

iso1:

Object of class "integer" used only when the function in the slot k1Fun1 depends on parameters i.e. has more than one formal argument. NOT IMPLEMENTED YET.

label:

Object of class "character". Short description of the object.

d:

Object of class "integer". Dimension, i.e. number of inputs.

inputNames:

Object of class "optCharacter". Names of the inputs.

parLower:

Object of class "numeric". Numeric values for the lower bounds on the parameters. Can be -Inf.

parUpper:

Object of class "numeric". Numeric values for the upper bounds on the parameters. Can be Inf.

par:

Object of class "numeric". Numeric values for the parameters. Can be NA.

kern1ParN1:

Object of class "integer". The number of parameters in k1Fun1 (such as a shape).

parN1:

Object of class "integer". Number of parameters of the function kern1Fun (such as a shape).

parN:

Object of class "integer". Number of parameters for the object. The include: direct parameters in the function kern1Fun, ranges, and variance.

kern1ParNames:

Object of class "character". Names of the direct parameters.

kernParNames:

Object of class "character". Names of the parameters.

Extends

Class "covAll", directly.

Methods

coef

signature(object = "covANOVA"): Get the vector of values for the parameters.

coef<-

signature(object = "covANOVA", value = "numeric"): Set the vector of values for the parameters.

coefLower

signature(object = "covANOVA"): Get the vector of lower bounds on the parameters.

coefLower<-

signature(object = "covANOVA"): Set the vector of lower bounds on the parameters.

coefUpper

signature(object = "covANOVA"): Get the vector of upper bounds on the parameters.

coefUpper<-

signature(object = "covANOVA"): Set the vector of upper bounds on the parameters.

covMat

signature(object = "covANOVA"): Compute the covariance matrix for given sites.

npar

signature(object = "covANOVA"): Get the number of parameters.

scores

signature(object = "covANOVA"): Compute the scores i.e. the derivatives w.r.t. the parameters of the contribution of the covariance in the log-likelihood of a gp.

show

signature(object = "covANOVA"): Print or show the object.

varVec

signature(object = "covANOVA"): Compute the variance vector for given sites.

See Also

covTP.

Examples

showClass("covANOVA")

kergp documentation built on April 4, 2025, 2:29 a.m.