README.md

In rshudde/airline_GP_prediction: What the package does (short line)

This is the readme with function descriptions

File main.R

Wrapper file that calls FUNC_Gibbs_Sampler.R to give back results

File DATA_generate_simulation.R

Function generate_simulation_data - generates simulation data from equation 5 of write up

File FUNC_paramater_estimates.R

Function clean_y - removes NA values from data - necessary for removing NAs from data with days where flight did not occur

Function get_matern_values - function to generate Matern(5/2) values

Function get_matern - calls get_matern_values to get the actual Matern kernel

Function get_K_i - returns the K matrix, sigma_2 * M from get_matern

Function get_V_i - returns the V matrix - calls get_K_i and adds sigma_2 * identity matrix

Function get_V_i - returns the V matrix - calls get_K_i and adds sigma_2 * identity amtrix

Function get_h_j - calculates h vector from equation 6

Function get_g_i - calculates g values from equation 6

Function get_g - calculates actual g vector from equation 6 - calls get_g_i to get values

Function get_sigma_mu_post - function to calculate sigma_mu_post from full conditional of mu_i

Function get_alpha_mu_post - this may be wrong, going to have someone look at it

Function get_mu_i - function to draw mu values - calls get_alpha_mu_post and get_sigma_mu_post to get the mean and variance

Function vector_differences - this is the function to calculate Yi = mu_i - gI - used in calculating the sigma_2 updates

Function get_sigma_squared - function to do IG draw for sigma_2 - calls vector_differences to get one of the terms needed

Function lk_acceptance - function to get alpha(lk, lk')

Function get_lk - function to do MH update of lk - calls lk_acceptance to get values for udpates

Function get_H_matrix - function to create H matrix for the xi draws - calls get_h_j for individual values

Function psi_xi - function to calculate negative log likelihood for xi values

Function get_xi - function to update the xi values - calls psi_xi for acceptance values - calls samp.WC (Pallavi's code) for initial xi values

Function psi_alpha - function for calculating likelihood of alpha

Function get_alpha - function for calculating alpha values - calls psi_alpha for updates

Function lb_acceptance - function to get alpha(lb, lb')

Function get_lb - function to do MH update of lb - calls lb_acceptance to get values for udpates

File FUNC_Gibbs_Sampler.R

Function gibbs_sampler - runs gibbs sampler based on FUNC_paramater_estimates.R functions

File PLOTS_Gibbs_sampler.R

No functions in this file, just for plotting results

rshudde/airline_GP_prediction documentation built on March 29, 2022, 6:52 p.m.