logdensity.gp {spectralGP} | R Documentation |
Calculates log prior density of a spectral GP object
Description
Calculates the log prior density of a spectral GP object as the log prior density of the basis coefficients, based on the prior variances and a prior of independent Gaussians.
Usage
## S3 method for class 'gp'
logdensity(object,...)
Arguments
object |
A GP object, created by |
... |
Other arguments. |
Details
The log density is calculated based on the real and imaginary components of the basis function coefficients, but only those coefficients that are not determined as the complex conjugates of other coefficients. The density function is that the coefficients are IID normal with mean zero and prior variance based on the spectral density and correlation parameters.
Value
The logarithm of the prior density.
Author(s)
Christopher Paciorek paciorek@alumni.cmu.edu
References
Type 'citation("spectralGP")' for references.
See Also
gp
, propose.coeff.gp
, calc.variances.gp
Examples
library(spectralGP)
gp1=gp(128,matern.specdens,c(1,4))
gp2=gp(c(64,64),matern.specdens,c(1,4))
propose.coeff(gp1)
propose.coeff(gp2)
print(logdensity(gp1))
print(logdensity(gp2))
[Package spectralGP version 1.3.3 Index]