Package 'PEcAn.emulator'

Title: Gausian Process Emulator
Description: Implementation of a Gaussian Process model (both likelihood and bayesian approaches) for kriging and model emulation. Includes functions for sampling design and prediction.
Authors: Mike Dietze [aut, cre], University of Illinois, NCSA [cph]
Maintainer: Mike Dietze <[email protected]>
License: BSD_3_clause + file LICENSE
Version: 1.8.0.9000
Built: 2024-11-20 22:21:06 UTC
Source: https://github.com/PecanProject/pecan

Help Index


arate

Description

Acceptance rate

Usage

arate(x)

Arguments

x

vector of MCMC samples

Author(s)

Michael Dietze


calcSpatialCov

Description

calcSpatialCov

Usage

calcSpatialCov(x, ...)

Arguments

x

either a spatial distance matrix or a list of component spatial distance matrices

...

Additional arguments

Author(s)

Michael Dietze


calcSpatialCov.list

Description

Currently assumes an exponential spatial dependency

Usage

## S3 method for class 'list'
calcSpatialCov(d, psi, tau)

Arguments

d

list of component spatial distance matrices

psi

spatial corr

tau

spatial var

Details

can make gaussian by passing squared distance matrix

Author(s)

Michael Dietze


calcSpatialCov.matrix

Description

Currently assumes an exponential spatial dependency

Usage

## S3 method for class 'matrix'
calcSpatialCov(d, psi, tau)

Arguments

d

spatial distance matrix

psi

spatial corr

tau

spatial var

Details

can make gaussian by passing squared distance matrix

Author(s)

Michael Dietze


distance

Description

distance

Usage

distance(x, power = 1)

Arguments

x

matrix of locations in physical or parameter space

power

exponent used for calculating distance, default value of 2 = Pythagorean distance

Value

dst

Author(s)

Michael Dietze


distance.matrix

Description

distance.matrix

Usage

distance.matrix(x, power = 1, dim = 2)

Arguments

x

matrix of locations in physical or parameter space

power

exponent used for calculating distance, default value of 2 = Pythagorean distance

dim

dimenstion

Value

d

Author(s)

Michael Dietze


distance12.matrix

Description

distance12.matrix

Usage

distance12.matrix(x, n1, power = 1)

Arguments

x

matrix of locations in parameter space

n1

number of rows in the original dataset

power

exponent used for calculating distance, default value of 2 = Pythagorean distance

Value

d

Author(s)

Michael Dietze


GaussProcess

Description

GaussProcess

Usage

GaussProcess(
  x,
  y,
  isotropic = TRUE,
  nugget = TRUE,
  method = "bayes",
  ngibbs = 5000,
  burnin = 1000,
  thin = 1,
  jump.ic = c(1.1, 0.2),
  prior = "IG",
  mix = "joint",
  psi = NULL,
  zeroMean = FALSE,
  exclude = NULL,
  ...
)

Arguments

x

set of independent variables

y

dependent variable

isotropic

Boolean indicating whether the GP is fit isotropically. If FALSE, distances are calculated deparately for each direction

nugget

allows additional error in Y rather than fix interpolation to go through points

method

method for calculating correlations

ngibbs

number of MCMC iterations (per chain) to run

burnin

Number of samples to discard as burnin (auto must be FALSE)

thin

thinning of the matrix to make things faster. Default is to thin to 1

jump.ic

initial condition for jump standard deviation.

prior

'unif', 'IG'

mix

joint=mix over psi simultanously, each=mix over psi individually

psi

spatial corr

zeroMean

True if mean is 0, else false

exclude

<- isn't used anywhere, should be dropped

...

Additional arguments

Author(s)

Michael Dietze


gp_mle

Description

gp_mle

Usage

gp_mle(theta, d, nugget, myY, maxval = Inf)

Arguments

theta

proposed parameter vector: [mu, tauw, tauv, phi1...phiK]

d

spatial distance matrix

nugget

allows additional error in Y rather than fix interpolation to go through points

myY

vector of observed data

maxval

maximum value

Value

val

Author(s)

Michael Dietze


gp_mle2

Description

zero mean version

Usage

gp_mle2(theta, d, nugget, myY, maxval = Inf)

Arguments

theta

proposed parameter vector: [mu, tauw, tauv, phi1...phiK]

d

spatial distance matrix

nugget

allows additional error in Y rather than fix interpolation to go through points

myY

vector of observed data

maxval

maximum value


groupid

Description

groupid

Usage

groupid(x)

Arguments

x

matrix of parameter values

Author(s)

Michael Dietze


jump

Description

jump

Usage

jump(ic = 0, rate = 0.4, ...)

Arguments

ic

optional data vector

rate

target acceptance rate

...

Addtional arguments

Author(s)

Michael Dietze


define a class for automatically tuning jump distributions

Description

define a class for automatically tuning jump distributions

Author(s)

Michael Dietze


ldinvgamma

Description

Log-dinvgamma, based on MCMCpack

Usage

ldinvgamma(x, shape, scale = 1)

Arguments

x

vector of quantiles

shape, scale

shape and scale parameters for the inverse Gamma distribution

Value

log.density

Author(s)

Michael Dietze


lhc

Description

Latin Hyper Cube

Usage

lhc(x, n.samp)

Arguments

x

<- list (n.dim x 2)

n.samp

number of samples

Details

Simple uniform sampling with LHC permutation

Author(s)

Michael Dietze


mvjump

Description

multivariate version

Usage

mvjump(ic = 0, rate = 0.4, nc = 2, ...)

Arguments

ic

optional data vector

rate

target acceptance rate

nc

NetCDF object containing target variable

...

Additional arguments


multivariate version of jump class

Description

multivariate version of jump class


nderiv

Description

nderiv

Usage

nderiv(x, y)

Arguments

x

Name of variable to plot on X axis

y

Name of variable to plot on Y axis

Value

der

Author(s)

Michael Dietze


p

Description

p

Usage

p(x, ...)

Arguments

x

jump distribution

...

Additional arguments


p.jump

Description

p.jump

Usage

## S3 method for class 'jump'
p(jmp)

Arguments

jmp

jump parameter

Author(s)

Michael Dietze


p.mvjump

Description

p.mvjump

Usage

## S3 method for class 'mvjump'
p(jmp)

Arguments

jmp

jump parameter


plot.jump

Description

plot.jump

Usage

## S3 method for class 'jump'
plot(jmp)

Arguments

jmp

jump parameter

Author(s)

Michael Dietze


plot.mvjump

Description

plot.mvjump

Usage

## S3 method for class 'mvjump'
plot(jmp)

Arguments

jmp

jump parameter

Author(s)

Michael Dietze


predict.density

Description

Simple interpolation of a density object to new points

Usage

## S3 method for class 'density'
predict(den, xnew)

Arguments

den

density object

xnew

new x coordinate

Value

ynew

Author(s)

Michael Dietze


predict.GP

Description

predict.GP

Usage

## S3 method for class 'GP'
predict(gp, xpred, cI = NULL, pI = NULL, splinefcns = NULL)

Arguments

gp

Gaussian Process

xpred

value of x where prediction should be made

cI

credible interval

pI

prediction interval

splinefcns

spline functions

Author(s)

Michael Dietze


summarize.GP

Description

summarize.GP

Usage

summarize.GP(gp, pdf_file = NULL, txt_file = NULL)

Arguments

gp

Gaussian Process

pdf_file

filename you want figures written out to

txt_file

filename you want figures written out to

Author(s)

Michael Dietze


update.jump

Description

update.jump

Usage

## S3 method for class 'jump'
update(jmp, chain)

Arguments

jmp

jump parameter

chain

mcmc chain

Value

jmp updated jump parameter

Author(s)

Michael Dietze


update.mvjump

Description

update.mvjump

Usage

## S3 method for class 'mvjump'
update(jmp, chain)

Arguments

jmp

jump parameter

chain

mcmc chain