opts_chunk$set(external = TRUE, cache = FALSE, cache.path = "myers-cache/", warning=FALSE) read_chunk('gaussian-process-control.R') library(knitcitations)
We use the model of r citet("10.1126/science.269.5227.1106")
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With parameters r p
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x_0_observed <- allee + x_grid[5] xT <- 0 set.seed(1)
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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