simulategp: Generate simulated GP models

In nsgp: Non-Stationary Gaussian Process Regression

Description

Generate simulated GP models

Usage

simulategp(N = 100, reps = 3, obs = c(0, 5, 10, 15, 20), xs = seq(0, 20,
  0.2), filename = NULL, l.noise = 12, l.shape = 4, l.scale = 4,
  sigmaf.noise = 0.25, sigmaf.shape = 1.5, sigmaf.scale = 0.3)

Arguments

N	number of gp's
reps	replicate observations
obs	observation timepoints
xs	target timepoints
filename	file to save the results
l.noise	Noise model lengthscale
l.shape	shape of lengthscale Gamma distribution
l.scale	scale of lengthscale Gamma distribution
sigmaf.noise	Noise model sigma.f
sigmaf.shape	shape of sigma.f Gamma distribution
sigmaf.scale	scale of sigma.f Gamma distribution

Value

List with

simdata	Simulated datamatrix
gps	Simulated GPs

See Also

simulategp.perturbed

nsgp documentation built on May 2, 2019, 9:19 a.m.