int: Intercept kernel

In goldingn/gpe: Gaussian Process Everything

Description

Construct an intercept kernel

Usage

int(sigma = 1)

Arguments

sigma

a positive scalar parameter giving (the square-root of) the overall variance of the kernel

Details

The intercept kernel takes the form:

k_{int}(\mathbf{x}, \mathbf{x}') = σ^2

where σ^2 is the variance of the prior over the value of the intercept. This is equivalent to a normal prior over the value of an intercept term: α \sim N(0, σ^2).

Value

A kernel object for which there are a range of associated functions, see kernel and access for details.

See Also

Other kernel.constructors: composition, expo, iid, lin, mat32, mat52, per, rbf, rq

Examples

 
# construct an intercept kernel
k1 <- int()

# evaluate and visualise it
image(k1(pressure))

goldingn/gpe documentation built on May 17, 2019, 7:41 a.m.