learnParameters {psgp} | R Documentation |
Projected Sequential Gaussian Process
Description
learnParameters
performs maximum likelihood parameter estimation in the PSGP framework.
Usage
learnParameters(object)
Arguments
object |
a list object of intamap type. Most arguments necessary for
interpolation are passed through this object.
See |
Details
The Projected Spatial Gaussian Process (PSGP) framework provides an approximation to the full Gaussian process in which the observations are projected sequentially onto an optimal subset of 'active' observations. Spatial interpolation is done using a mixture of covariance kernels (exponential and Matern 5/2).
The function learnParameters
is an internal function for estimating the
parameters of the covariance function given the data, using a maximum likelihood
approach. A valid intamap object
must be passed in.
PSGP is able to also take the measurement characteristics (i.e. errors) into
account using possibly many error models. For each error model, assumed Gaussian, the
error variance can be specified. The vector
object$observations$oevar
contains all variances for the error models (one
value per error model).
Which error model is used for a given observation is determined by the
object$observations$oeid
vector of indices, which specifies the index of the
model to be used for each observation.
Warning
It is advised to use the intamap wrapper estimateParameters
rather than calling this method directly.
Author(s)
Ben Ingram, Remi Barillec
References
Csato and Opper, 2002; Ingram et al., 2008
See Also
makePrediction
,
learnParameters
,
estimateParameters
,
createIntamapObject
Examples
# see example in estimateParameters