gaussian_process: Gaussian process regression with linear kernel...

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gaussian_processR Documentation

Gaussian process regression with linear kernel (gaussian_process)

Description

Carries out a gaussian process regression with a linear kernel (dot product). For internal use only!

Usage

gaussian_process(X, Y, noisev, scale)

Arguments

X

a matrix of predictor variables

Y

a matrix with a single response variable

noisev

a value indicating the variance of the noise for Gaussian process regression. Default is 0.001. a matrix with a single response variable

scale

a logical indicating whether both the predictors and the response variable must be scaled to zero mean and unit variance.

Value

a list containing the following elements:

  • b: the regression coefficients.

  • Xz: the (final transformed) matrix of predictor variables.

  • alpha: the alpha matrix.

  • is.scaled: logical indicating whether both the predictors and response variable were scaled to zero mean and unit variance.

  • Xcenter: if matrix of predictors was scaled, the centering vector used for X.

  • Xscale: if matrix of predictors was scaled, the scaling vector used for X.

  • Ycenter: if matrix of predictors was scaled, the centering vector used for Y.

  • Yscale: if matrix of predictors was scaled, the scaling vector used for Y.

Author(s)

Leonardo Ramirez-Lopez


resemble documentation built on May 29, 2024, 8:49 a.m.