spectralGP: Approximate Gaussian Processes Using the Fourier Basis

Routines for creating, manipulating, and performing Bayesian inference about Gaussian processes in one and two dimensions using the Fourier basis approximation: simulation and plotting of processes, calculation of coefficient variances, calculation of process density, coefficient proposals (for use in MCMC). It uses R environments to store GP objects as references/pointers.

AuthorChris Paciorek <paciorek@alumni.cmu.edu>
Date of publication2015-07-01 06:11:48
MaintainerChris Paciorek <paciorek@alumni.cmu.edu>
LicenseGPL (>= 2)
Version1.3.3
http://www.jstatsoft.org/v19/a2

View on CRAN

Man pages

add.blocks.gp: Adds coefficient block structure to a spectral GP object

calc.variances.gp: Calculates prior variances of coefficients in a spectral GP...

change.param.gp: Changes correlation function parameter values of a spectral...

copy.gp: Copy a spectral GP object.

expand.gpgrid.gp: Calculate grid locations for a spectral GP object.

getgrid.gp: Calculates the gridpoints in a spectral GP object

Gibbs.sample.coeff.gp: Samples new coeffients via Gibbs sampling in a spectral GP...

gp: Create a new GP object

Hastings.coeff.gp: Calculates Hastings value of coefficients

image.plot: Draws image plot with a legend strip for the color scale.

is.gp: Test if object is a spectral GP

lines.gp: Add a line plot for a one-dimensional process based on a...

logdensity.gp: Calculates log prior density of a spectral GP object

lonlat2xy: Projects lon/lat coordinates to x/y Euclidean coordinate...

matern.specdens: Matern correlation spectral density function

names.gp: The names of the elements of a GP object

new.mapping: Map arbitrary locations to gridpoints of spectral GP object

plot.gp: Plot a process based on a spectral GP object

points.gp: Add points for a one-dimensional process based on a spectral...

predict.gp: Prediction from a spectral GP object

print.gp: Spectral GP default print statement

propose.coeff.gp: Proposes new coeffients in a spectral GP object.

rdist.earth: Great circle distance matrix

simulate.gp: Simulates a process realization from a spectral GP object

spectralGP: spectralGP - tools for specifying Gaussian processes using...

spectralGP-generic: spectralGP generic functions

updateprocess.gp: Recalculate process values in a spectral GP object

xy2unit: Scales locations to the unit hypercube for use in spectral GP

zero.coeff.gp: Sets coefficients to zero in a spectral GP object

Files in this package

spectralGP
spectralGP/inst
spectralGP/inst/CITATION
spectralGP/NAMESPACE
spectralGP/NEWS
spectralGP/R
spectralGP/R/gp.R spectralGP/R/logdensity.R spectralGP/R/print.gp.R spectralGP/R/copy.R spectralGP/R/onLoad.R spectralGP/R/calc.variances.R spectralGP/R/propose.coeff.gp.R spectralGP/R/is.gp.R spectralGP/R/expand.gpgrid.R spectralGP/R/image.plot.R spectralGP/R/logdensity.gp.R spectralGP/R/expand.gpgrid.gp.R spectralGP/R/rdist.earth.R spectralGP/R/lonlat2xy.R spectralGP/R/propose.coeff.R spectralGP/R/names.gp.R spectralGP/R/Gibbs.sample.coeff.gp.R spectralGP/R/xy2unit.R spectralGP/R/change.param.gp.R spectralGP/R/new.mapping.R spectralGP/R/Gibbs.sample.coeff.R spectralGP/R/copy.gp.R spectralGP/R/updateprocess.R spectralGP/R/image.plot.info.R spectralGP/R/predict.gp.R spectralGP/R/zero.coeff.R spectralGP/R/matern.specdens.R spectralGP/R/Hastings.coeff.R spectralGP/R/getgrid.gp.R spectralGP/R/zero.coeff.gp.R spectralGP/R/plot.gp.R spectralGP/R/add.blocks.gp.R spectralGP/R/simulate.R spectralGP/R/points.gp.R spectralGP/R/calc.variances.gp.R spectralGP/R/lines.gp.R spectralGP/R/simulate.gp.R spectralGP/R/getgrid.R spectralGP/R/add.blocks.R spectralGP/R/image.plot.plt.R spectralGP/R/Hastings.coeff.gp.R spectralGP/R/updateprocess.gp.R spectralGP/R/change.param.R
spectralGP/MD5
spectralGP/DESCRIPTION
spectralGP/man
spectralGP/man/gp.Rd spectralGP/man/points.gp.Rd spectralGP/man/spectralGP.Rd spectralGP/man/updateprocess.gp.Rd spectralGP/man/xy2unit.Rd spectralGP/man/image.plot.Rd spectralGP/man/propose.coeff.gp.Rd spectralGP/man/add.blocks.gp.Rd spectralGP/man/matern.specdens.Rd spectralGP/man/copy.gp.Rd spectralGP/man/Gibbs.sample.coeff.gp.Rd spectralGP/man/rdist.earth.Rd spectralGP/man/logdensity.gp.Rd spectralGP/man/Hastings.coeff.gp.Rd spectralGP/man/simulate.gp.Rd spectralGP/man/is.gp.Rd spectralGP/man/plot.gp.Rd spectralGP/man/new.mapping.Rd spectralGP/man/change.param.gp.Rd spectralGP/man/predict.gp.Rd spectralGP/man/expand.gpgrid.gp.Rd spectralGP/man/calc.variances.gp.Rd spectralGP/man/spectralGP-generic.Rd spectralGP/man/lonlat2xy.Rd spectralGP/man/lines.gp.Rd spectralGP/man/print.gp.Rd spectralGP/man/zero.coeff.gp.Rd spectralGP/man/getgrid.gp.Rd spectralGP/man/names.gp.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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