nsgp: Non-Stationary Gaussian Process Regression

A Gaussian process regression using a Gaussian kernel for both one-sample and two-sample cases. Includes non-stationary Gaussian kernel (exponential decay function) and several likelihood ratio tests for differential testing along target points.

Author
Markus Heinonen
Date of publication
2014-10-15 06:54:09
Maintainer
Markus Heinonen <markus.heinonen@gmail.com>
License
GPL-2
Version
1.0.5
URLs

View on CRAN

Man pages

gpr1sample
Perform one-sample GP regression
gpr2sample
Performs two-sample GP regression
gpr_posterior
GPR posterior
gpsimple
gpsimple object, a simple Gaussian Process container with...
nsgp
Gaussian process regression and statistical testing
plot.gp
Plot a gaussian process
plot.gppack
Plots several GP's simultaneously
plot.gpsimple
Plot a simple gaussian process
print.gp
prints the one-sample GP summary
print.gppack
prints the two-sample GP summary
print.gpsimple
prints the gpsimple object
simulategp
Generate simulated GP models
simulategp.perturbed
Generate simulated perturbed GP models
summary.gp
prints the one-sample GP summary
summary.gppack
prints the two-sample GP summary
summary.gpsimple
printss the gpsimple object
toydata
Toy time-series data for testing, contains two time-series,...
toygps
Toy time-series model for testing

Files in this package

nsgp
nsgp/NAMESPACE
nsgp/data
nsgp/data/toydata.rda
nsgp/data/datalist
nsgp/data/toygps.rda
nsgp/R
nsgp/R/gpr_draw.R
nsgp/R/gpr.R
nsgp/R/gpr_optim.R
nsgp/R/gp_aux.R
nsgp/R/gp_gen.R
nsgp/R/gp_methods.R
nsgp/R/nsgp.R
nsgp/README.md
nsgp/MD5
nsgp/DESCRIPTION
nsgp/man
nsgp/man/print.gppack.Rd
nsgp/man/summary.gppack.Rd
nsgp/man/summary.gpsimple.Rd
nsgp/man/plot.gpsimple.Rd
nsgp/man/simulategp.perturbed.Rd
nsgp/man/summary.gp.Rd
nsgp/man/print.gpsimple.Rd
nsgp/man/simulategp.Rd
nsgp/man/toygps.Rd
nsgp/man/toydata.Rd
nsgp/man/plot.gppack.Rd
nsgp/man/gpr_posterior.Rd
nsgp/man/gpsimple.Rd
nsgp/man/gpr2sample.Rd
nsgp/man/nsgp.Rd
nsgp/man/gpr1sample.Rd
nsgp/man/plot.gp.Rd
nsgp/man/print.gp.Rd