show {FastGaSP} | R Documentation |
Show an fgasp
object.
Description
Function to print the fgasp
object.
Usage
## S4 method for signature 'fgasp'
show(object)
Arguments
object |
an object of class |
Author(s)
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
References
Hartikainen, J. and Sarkka, S. (2010). Kalman filtering and smoothing solutions to temporal gaussian process regression models, Machine Learning for Signal Processing (MLSP), 2010 IEEE International Workshop, 379-384.
M. Gu, Y. Xu (2017), Nonseparable Gaussian stochastic process: a unified view and computational strategy, arXiv:1711.11501.
M. Gu, X. Wang and J.O. Berger (2018), Robust Gaussian Stochastic Process Emulation, Annals of Statistics, 46, 3038-3066.
Examples
#-------------------------------------
# Example: a simple example with noise
#-------------------------------------
y_R<-function(x){
cos(2*pi*x)
}
###let's test for 2000 observations
set.seed(1)
num_obs=2000
input=runif(num_obs)
output=y_R(input)+rnorm(num_obs,mean=0,sd=0.1)
##constucting the fgasp.model
fgasp.model=fgasp(input, output)
show(fgasp.model)
[Package FastGaSP version 0.5.3 Index]