bcgpmodel: Create an object of class bcgpmodel

Description Usage Arguments Details Value See Also Examples

View source: R/bcgpmodel-class.R

Description

bcgpmodel returns an instance of S4 class bcgpmodel

Usage

1
bcgpmodel(x, y, composite = TRUE, stationary = FALSE, noise = FALSE)

Arguments

x

An n x d numeric matrix, where d is the dimension of the data, and n is the number of training data observations.

y

A numeric vector of length n.

composite

A logical, TRUE for a composite of a global process, a local process, and an error process, FALSE for non-composite. Defaults to TRUE.

stationary

A logical, FALSE for a non-stationary process, TRUE for a stationary process. If FALSE, the variance for the process is σ^2(x), and if TRUE, the variance is σ^2. Defaults to FALSE.

noise

If the data should be noise-free (such as from a deterministic computer model), then noise should be FALSE. Otherwise, it should be TRUE. Defaults to FALSE

Details

This creates an instance of S4 class bcgpmodel that contains user-provided data, user-provided information about the type of model desired to be fit (composite/non-composite, stationary/non-stationary, deterministic/noisy), default values for the hyperparameters for the prior distributions, information about the prior distributions, randomly-generated starting values for the Markov chains, user-provided information about whether the user desires the data to be scaled before it is fit, and user- provided information on the number of chains desired to be sampled.

Value

An instance of S4 class bcgpmodel containing the data, default values for all the prior parameters, information about the process, and information about the distributions.

See Also

bcgpmodel bcgpfit bcgp

Other preprocessing functions: create_parameter_list, update_inits,bcgpmodel-method

Examples

1
2
3
simData <- bcgpsims(composite = TRUE, stationary = FALSE, noise = FALSE)
bcgpmodel(x = simData@training$x, y = simData@training$y,
          composite = TRUE, stationary = FALSE, noise = FALSE)

cbdavis33/bcgp documentation built on Oct. 1, 2019, 8:07 a.m.