opts_chunk$set(external = TRUE, cache = FALSE, cache.path = "may-cache/") read_chunk('gaussian-process-control.R') library(knitcitations)
We use the model of r citet("10.1126/science.205.4403.267")
.
With parameters r p
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xT <- x_grid[2] x_0_observed <- x_grid[60]
We simulate data under this model, starting from a size of r x_0_observed
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We consider the observations as ordered pairs of observations of current stock size $x_t$ and observed stock in the following year, $x_{t+1}$. We add the pseudo-observation of $0,0$. Alternatively we could condition strictly on solutions passing through the origin, though in practice the weaker assumption is often sufficient.
We fit a Gaussian process with
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