gpsmoothing {magi} | R Documentation |
Gaussian process smoothing
Description
Estimate hyper-parameters phi
and noise standard deviation sigma
for a vector of observations using Gaussian process smoothing.
Usage
gpsmoothing(yobs, tvec, kerneltype = "generalMatern", sigma = NULL)
Arguments
yobs |
vector of observations |
tvec |
vector of time points corresponding to observations |
kerneltype |
the covariance kernel, types |
sigma |
the noise level (if known). By default, both |
Value
A list containing the elements phi
and sigma
with their estimated values.
Examples
# Sample data and observation times
tvec <- seq(0, 20, by = 0.5)
y <- c(-1.16, -0.18, 1.57, 1.99, 1.95, 1.85, 1.49, 1.58, 1.47, 0.96,
0.75, 0.22, -1.34, -1.72, -2.11, -1.56, -1.51, -1.29, -1.22,
-0.36, 1.78, 2.36, 1.78, 1.8, 1.76, 1.4, 1.02, 1.28, 1.21, 0.04,
-1.35, -2.1, -1.9, -1.49, -1.55, -1.35, -0.98, -0.34, 1.9, 1.99, 1.84)
gpsmoothing(y, tvec)
[Package magi version 1.2.4 Index]