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GPFDA (version 3.1.2)

Gaussian Process for Functional Data Analysis

Description

Functionalities for modelling functional data with multidimensional inputs, multivariate functional data, and non-separable and/or non-stationary covariance structure of function-valued processes. In addition, there are functionalities for functional regression models where the mean function depends on scalar and/or functional covariates and the covariance structure depends on functional covariates. The development version of the package can be found on .

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Version

Install

install.packages('GPFDA')

Monthly Downloads

271

Version

3.1.2

License

GPL-3

Maintainer

Evandro Konzen

Last Published

May 7th, 2022

Functions in GPFDA (3.1.2)

distanceMatrix

Calculate generalised distances
gpfrPredict

Prediction of GPFR model
dataExampleMGPR

Data simulated in the MGPR example
gpfr

Gaussian process functional regression (GPFR) model
covMat

Calculate a covariance matrix
calcScaleDistMats

Calculate matrices for NSGP covariance function
D2

Second derivative of the likelihood
nsgpr

Estimation of a nonseparable and/or nonstationary covariance structure (NSGPR model)
nsgpCovMatAsym

Calculate an asymmetric NSGP covariance matrix
nsgpCovMat

Calculate a NSGP covariance matrix given a vector of hyperparameters
mgpr

Multivariate Gaussian process regression (MGPR) model
plotmgpCovFun

Plot auto- or cross-covariance function of a multivariate Gaussian process
plot.mgpr

Plot predictions of GPR model
plotImage

Draw an image plot for a given two-dimensional input
dataExampleGPFR

Data simulated in the GPFR example
gprPredict

Prediction of GPR model
plot.gpr

Plot GPR model for either training or prediction
plot.gpfr

Plot GPFR model for either training or prediction
unscaledCorr

Calculate an unscaled NSGP correlation matrix
gpr

Gaussian process regression (GPR) model
nsgprPredict

Prediction of NSGPR model
mat2fd

Create an 'fd' object from a matrix
mgprPredict

Prediction of MGPR model
mgpCovMat

Calculate a multivariate Gaussian processes covariance matrix given a vector of hyperparameters
GPFDA

GPFDA: A package for Gaussian Process Regression for Functional Data Analysis
co2

co2: data set for a real data example