Cubic {GauPro}

Cubic Kernel R6 class

Description

Cubic Kernel R6 class

Cubic Kernel R6 class

Format

R6Class object.

Value

Object of R6Class with methods for fitting GP model.

Super classes

GauPro::GauPro_kernel -> GauPro::GauPro_kernel_beta -> GauPro_kernel_Cubic

Methods

Public methods

• Cubic$k()

• Cubic$kone()

• Cubic$dC_dparams()

• Cubic$dC_dx()

• Cubic$print()

• Cubic$clone()

Inherited methods

• GauPro::GauPro_kernel$plot()
• GauPro::GauPro_kernel_beta$C_dC_dparams()
• GauPro::GauPro_kernel_beta$initialize()
• GauPro::GauPro_kernel_beta$param_optim_lower()
• GauPro::GauPro_kernel_beta$param_optim_start()
• GauPro::GauPro_kernel_beta$param_optim_start0()
• GauPro::GauPro_kernel_beta$param_optim_upper()
• GauPro::GauPro_kernel_beta$s2_from_params()
• GauPro::GauPro_kernel_beta$set_params_from_optim()

Method k()

Calculate covariance between two points

Usage

Cubic$k(x, y = NULL, beta = self$beta, s2 = self$s2, params = NULL)

Arguments

x

vector.

y

vector, optional. If excluded, find correlation of x with itself.

beta

Correlation parameters.

s2

Variance parameter.

params

parameters to use instead of beta and s2.

Method kone()

Find covariance of two points

Usage

Cubic$kone(x, y, beta, theta, s2)

Arguments

x

vector

y

vector

beta

correlation parameters on log scale

theta

correlation parameters on regular scale

s2

Variance parameter

Method dC_dparams()

Derivative of covariance with respect to parameters

Usage

Cubic$dC_dparams(params = NULL, X, C_nonug, C, nug)

Arguments

params

Kernel parameters

X

matrix of points in rows

C_nonug

Covariance without nugget added to diagonal

C

Covariance with nugget

nug

Value of nugget

Method dC_dx()

Derivative of covariance with respect to X

Usage

Cubic$dC_dx(XX, X, theta, beta = self$beta, s2 = self$s2)

Arguments

XX

matrix of points

X

matrix of points to take derivative with respect to

theta

Correlation parameters

beta

log of theta

s2

Variance parameter

Method print()

Print this object

Usage

Cubic$print()

Method clone()

The objects of this class are cloneable with this method.

Usage

Cubic$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

k1 <- Cubic$new(beta=runif(6)-.5)
plot(k1)

n <- 12
x <- matrix(seq(0,1,length.out = n), ncol=1)
y <- sin(2*pi*x) + rnorm(n,0,1e-1)
gp <- GauPro_kernel_model$new(X=x, Z=y, kernel=Cubic$new(1),
                              parallel=FALSE, restarts=0)
gp$predict(.454)