examples/BJX.R

In cbdavis33/bcgp1: Bayesian Composite Gaussian Processes

rm(list = ls())
cat("\014")

BJX <- function(x){
  if(!is.matrix(x)){
    stop("x should be a matrix.")
  }
  if(dim(x)[2] != 1){
    stop("x must have exactly one column.")
  }
  y <- sin(30*(x - .9)^4)*cos(2*(x - .9)) + (x - .9)/2
  return(y)
}

xTrain <- matrix(c(seq(0, .4 + .4/11, by = .4/11), seq(0.5, 1, by = 0.5/3)), ncol = 1)
yTrain <- BJX(xTrain)
xPred <- matrix(c(xTrain, seq(min(xTrain), max(xTrain), 0.005)), ncol = 1)
priors <- createPriors(xTrain)
inits <- createInits(xTrain, priors)

fit <- bcgp(xTrain = xTrain, yTrain = yTrain)