CGGPpred: S3 predict method for CGGP

In CollinErickson/CGGP: Composite Grid Gaussian Processes

S3 predict method for CGGP

Description

Passes to CGGPpred

Predict using SG with y values at xp? Shouldn't y values already be stored in SG?

Usage

## S3 method for class 'CGGP'
predict(object, xp, ...)

CGGPpred(CGGP, xp, theta = NULL, outdims = NULL)

Arguments

object	CGGP object
xp	x value to predict at
...	Other arguments passed to 'CGGPpred'
CGGP	SG object
theta	Leave as NULL unless you want to use a value other than thetaMAP. Much slower.
outdims	If multiple outputs fit without PCA and with separate parameters, you can predict just for certain dimensions to speed it up. Will leave other columns in the output, but they will be wrong.

Value

Predicted mean values

See Also

Other CGGP core functions: CGGPappend(), CGGPcreate(), CGGPfit()

Examples

SG <- CGGPcreate(d=3, batchsize=100)
y <- apply(SG$design, 1, function(x){x[1]+x[2]^2+rnorm(1,0,.01)})
SG <- CGGPfit(SG, Y=y)
CGGPpred(SG, matrix(c(.1,.1,.1),1,3))
cbind(CGGPpred(SG, SG$design)$mean, y) # Should be near equal

CollinErickson/CGGP documentation built on Feb. 6, 2024, 2:24 a.m.