R/DATA_read_t20.R

Defines functions read_data

rm(list = ls())
library(invgamma)
library(MASS)
library(nlme)
library(invgamma)
library(MASS)
library(FastGP)
library(emulator)

source('R/FUNC_woodchan_samples.R')
source('R/FUNC_paramater_estimates.R')
source('R/DATA_generate_simulation.R')
source('R/FUNC_Gibbs_Sampler.R')
source('R/FUNC_Gibbs_Sampler_r.R')
Rcpp::sourceCpp("src/FUNC_paramater_estimates_c.cpp")


read_data = function(i){
  X_initial = read.csv(file = paste0("t20/X_data_n100_t20_rep",i,".csv"), header = T)
  Y = as.matrix(read.csv(file = paste0("t20/Y_data_n100_t20_rep",i,".csv"), header = T))
  T_val = 20
  X = list()
  range = nrow(X_initial)/20
  k = 1
  for(j in 1:range){
    X[[j]] = as.matrix(X_initial[(k:(j*T_val)), ])
    k = (j*T_val)+1
    
  }
  
  return(list("X" = X, "y" = Y, "T_val" = T_val))
}

i = 2
data = read_data(i)
print("GOT DATA")
results = gibbs_sampler_r(data_gibbs = data, 
                          B = 1000,
                          xi_initial = runif(data$T_val, -1, 1),
                          burn_in = 0.5,
                          NNGP = FALSE,
                          n_to_store = 200)
save(results, file = "TESTRESULTS100.rda")

data_gibbs = data
  B = 100000
  xi_initial = runif(data$T_val, -1, 1)
  burn_in = 0.5
  NNGP = FALSE
  n_to_store = 20000

a = as.matrix(data$X[[1]])
rshudde/airline_GP_prediction documentation built on March 29, 2022, 6:52 p.m.