compute_rl_deriv_gp {GPCERF} | R Documentation |
Detect change-point in standard GP
Description
Calculates the posterior mean of the difference between left- and right-derivatives at an exposure level for the detection of change points.
Usage
compute_rl_deriv_gp(
w,
w_obs,
y_obs,
gps_m,
hyperparam,
kernel_fn = function(x) exp(-x),
kernel_deriv_fn = function(x) -exp(-x)
)
Arguments
w |
A scalar of exposure level of interest. |
w_obs |
A vector of observed exposure levels of all samples. |
y_obs |
A vector of observed outcome values of all samples. |
gps_m |
An S3 gps object including: gps: A data.frame of GPS vectors. - Column 1: GPS - Column 2: Prediction of exposure for covariate of each data sample (e_gps_pred). - Column 3: Standard deviation of e_gps (e_gps_std) used_params: - dnorm_log: TRUE or FLASE |
hyperparam |
A vector of hyper-parameters in the GP model. |
kernel_fn |
The covariance function. |
kernel_deriv_fn |
The partial derivative of the covariance function. |
Value
A numeric value of the posterior mean of the difference between two one-sided derivatives.
Examples
set.seed(847)
data <- generate_synthetic_data(sample_size = 100)
gps_m <- estimate_gps(cov_mt = data[,-(1:2)],
w_all = data$treat,
sl_lib = c("SL.xgboost"),
dnorm_log = FALSE)
wi <- 8.6
val <- compute_rl_deriv_gp(w = wi,
w_obs = data$treat,
y_obs = data$Y,
gps_m = gps_m,
hyperparam = c(1,1,2))
[Package GPCERF version 0.2.4 Index]