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

In spectralGP: Approximate Gaussian Processes Using the Fourier Basis

Description

Simulates a process realization by drawing a random draw of coefficients from their prior distribution and updating the process values.

Usage

## S3 method for class 'gp'
simulate(object,...)

Arguments

object	A GP object, created by gp.
...	Other arguments.

Details

Modifies the coeff and process elements of the object.

Value

The function modifies the GP object, which is essentially a pointer (an R environment in this case), so NULL is returned.

Author(s)

Christopher Paciorek [e-mail]

References

Type 'citation("spectralGP")' for references.

See Also

gp, zero.coeff.gp, propose.coeff.gp, updateprocess.gp

Examples

library(spectralGP)
gp1=gp(128,matern.specdens,c(1,4))
gp2=gp(c(64,64),matern.specdens,c(1,4))
simulate(gp1)
simulate(gp2)
plot(gp1)
plot(gp2)

Example output

Package spectralGP (1.3.3) is loaded.
===============================================================
 WARNING: spectralGP uses objects in the form of environments,
 thereby passing by reference.  Various method functions make
 changes to the input gp object as a side effect, thereby
 changing the object in the calling environment, and
 returning NULL.
===============================================================

Attaching package: 'spectralGP'

The following object is masked from 'package:stats':

    simulate

Note that the spatial range parameter is interpreted based
on the process living on a (0,1)^d grid
Note that the spatial range parameter is interpreted based
on the process living on a (0,1)^d grid
NULL
NULL

spectralGP documentation built on May 2, 2019, 2:40 a.m.