Description Usage Arguments Details Value Author(s) References See Also Examples
Augmenting method for the "lineqGP"
S3 class.
1 2 | ## S3 method for class 'lineqGP'
augment(x, ...)
|
x |
an object with class |
... |
further arguments passed to or from other methods. |
Some paramaters of the finite-dimensional GP with linear inequality constraints are computed. Here, ξ is a centred Gaussian vector with covariance Γ, s.t. Φ ξ = y (interpolation constraints) and lb ≤ Λ ξ ≤ ub (inequality constraints).
An expanded "lineqGP"
object with the following additional elements.
Phi |
a matrix corresponding to the hat basis functions. The basis functions are indexed by rows. |
Gamma |
the covariance matrix of the Gassian vector ξ. |
(Lambda,lb,ub) |
the linear system of inequalities. |
... |
further parameters passed to or from other methods. |
A. F. Lopez-Lopera.
Lopez-Lopera, A. F., Bachoc, F., Durrande, N., and Roustant, O. (2017), "Finite-dimensional Gaussian approximation with linear inequality constraints". ArXiv e-prints [link]
create.lineqGP
, predict.lineqGP
,
simulate.lineqGP
1 2 3 4 5 6 7 8 9 10 11 | # creating the model
sigfun <- function(x) return(1/(1+exp(-7*(x-0.5))))
x <- seq(0, 1, length = 5)
y <- sigfun(x)
model <- create(class = "lineqGP", x, y, constrType = "monotonicity")
# updating and expanding the model
model$localParam$m <- 30
model$kernParam$par <- c(1, 0.2)
model2 <- augment(model)
image(model2$Gamma, main = "covariance matrix")
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.