In CollinErickson/GauPro: Gaussian Process Fitting

set.seed(0)
x <- c(0,.1, .3,.5,.8,  1)
x <- c(0,.1,.2,.3,1)
f <- function(x) (sin(2*pi*x)) + rnorm(length(x), 0,.05)
f <- function (x) (2*x) %%1
f <- function(xx) sin(10*pi*xx)
y <- f(x)
plot(x,y)

library(GauPro)
gp <- GauPro$new()
gp$fit(X=x, Z=y)
gp$all_update()
gp$cool1Dplot()

thetas <- c(2,3,4,5,6,7,8,9,10)
preds <- c()
predat <- .5
maxvarat <- c()
for (theta in thetas) {
  gp$theta <- theta
  gp$update_params()
  pred <- gp$pred(predat)$mean
  preds <- c(preds, pred)
  mv1 <- optimize(function(xx) {gp$pred(xx)$s2}, c(.4,.78), maximum = T)$max
  maxvarat <- c(maxvarat, mv1)
}
preds
maxvarat
#curve(Vectorize(function(th){gp$theta <- th;gp$update_params();optimize(function(xx) {gp$pred(xx)$s2}, c(.4,.78), maximum = T)$max}),.5,30)
curve(sapply(x,tc),.1,10)

CollinErickson/GauPro documentation built on March 25, 2024, 11:20 p.m.