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").


With parameters r p.

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.


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




The transition matrix of the inferred process
















bibliography("html")


cboettig/nonparametric-bayes documentation built on May 13, 2019, 2:09 p.m.