covMan-class {kergp}

Class "covMan"

Description

S4 class representing a covariance kernel defined manually by a (semi-)positive definite function.

Objects from the Class

Objects can be created by calling new("covMan", ...) or by using the covMan function.

Slots

kernel:

object of class "function" defining the kernel (supposed to be (semi-)positive definite).

hasGrad:

logical indicating whether kernel returns the gradient (w.r.t. the vector of parameters) as "gradient" attribute of the result.

acceptMatrix:

logical indicating whether kernel admits matrix arguments. Default is FALSE.

label:

object of class character, typically one or two words, used to describe the kernel.

d:

object of class "integer", the spatial dimension or number of inputs of the covariance.

inputNames:

object of class "character", vector of input names. Length d.

parLower:

,

parUpper:

object of class "numeric", vector of (possibly infinite) lower/upper bounds on parameters.

par:

object of class "numeric", numeric vector of parameter values.

parN:

object of class "integer", total number of parameters.

kernParNames:

object of class "character", name of the kernel parameters.

Methods

coef<-

signature(object = "covMan"): replace the whole vector of coefficients, as required during ML estimation.

coefLower<-

signature(object = "covMan"): replacement method for lower bounds on covMan coefficients.

coefLower

signature(object = "covMan"): extracts the numeric values of the lower bounds.

coef

signature(object = "covMan"): extracts the numeric values of the covariance parameters.

coefUpper<-

signature(object = "covMan"): replacement method for upper bounds on covMan coefficients.

coefUpper

signature(object = "covMan"): ...

covMat

signature(object = "covMan"): builds the covariance matrix or the cross covariance matrix between two sets of locations for a covMan object.

scores

signature(object = "covMan"): computes the scores (derivatives of the log-likelihood w.r.t. the covariance parameters.

show

signature(object = "covMan"): prints in a custom format.

Note

While the coef<- replacement method is typically intended for internal use during likelihood maximization, the coefLower<- and coefUpper<- replacement methods can be used when some information is available on the possible values of the parameters.

Author(s)

Y. Deville, O. Roustant, D. Ginsbourger and N. Durrande.

See Also

The covMan function providing a creator.

Examples

showClass("covMan")