gpkm: Gaussian process regression model

In CollinErickson/GauPro: Gaussian Process Fitting

Gaussian process regression model

Description

Fits a Gaussian process regression model to data.

An R6 object is returned with many methods.

'gpkm()' is an alias for 'GauPro_kernel_model$new()'. For full documentation, see documentation for 'GauPro_kernel_model'.

Standard methods that work include 'plot()', 'summary()', and 'predict()'.

Usage

gpkm(
  X,
  Z,
  kernel,
  trend,
  verbose = 0,
  useC = TRUE,
  useGrad = TRUE,
  parallel = FALSE,
  parallel_cores = "detect",
  nug = 1e-06,
  nug.min = 1e-08,
  nug.max = 100,
  nug.est = TRUE,
  param.est = TRUE,
  restarts = 0,
  normalize = FALSE,
  optimizer = "L-BFGS-B",
  track_optim = FALSE,
  formula,
  data,
  ...
)

Arguments

X	Matrix whose rows are the input points
Z	Output points corresponding to X
kernel	The kernel to use. E.g., Gaussian$new().
trend	Trend to use. E.g., trend_constant$new().
verbose	Amount of stuff to print. 0 is little, 2 is a lot.
useC	Should C code be used when possible? Should be faster.
useGrad	Should the gradient be used?
parallel	Should code be run in parallel? Make optimization faster but uses more computer resources.
parallel_cores	When using parallel, how many cores should be used?
nug	Value for the nugget. The starting value if estimating it.
nug.min	Minimum allowable value for the nugget.
nug.max	Maximum allowable value for the nugget.
nug.est	Should the nugget be estimated?
param.est	Should the kernel parameters be estimated?
restarts	How many optimization restarts should be used when estimating parameters?
normalize	Should the data be normalized?
optimizer	What algorithm should be used to optimize the parameters.
track_optim	Should it track the parameters evaluated while optimizing?
formula	Formula for the data if giving in a data frame.
data	Data frame of data. Use in conjunction with formula.
...	Not used

Details

The default kernel is a Matern 5/2 kernel, but factor/character inputs will be given factor kernels.

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