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Wraps morie_ghosal_gp_squared_exponential.

Usage

morie_ghosal_np_regression(
  x,
  y,
  length_scale = NULL,
  sigma_f = 1,
  noise = NULL
)

Arguments

x

Numeric vector or matrix of input points.

y

Numeric response vector.

length_scale

Optional kernel length-scale.

sigma_f

Numeric signal sd (default 1).

noise

Optional observation noise sd.

Value

Named list with estimate, se, mu, sd, ci_lower, ci_upper, r2, log_marginal, length_scale, noise, n, method.

Examples

set.seed(1)
morie_ghosal_np_regression(x = rnorm(50), y = rnorm(50))
#> $estimate
#> [1] 0.1170772
#> 
#> $se
#> [1] 0.03487577
#> 
#> $mu
#>  [1]  0.80390118 -0.20399032  1.20217771  0.25887980 -0.04464533  1.18485493
#>  [7]  0.10509424  0.17369597  0.15549033 -0.02250289  0.20168695  0.01934957
#> [13]  0.79061893 -0.17392582  0.05468760 -0.31921145 -0.32112680  0.10588530
#> [19]  0.15302918  0.16221678  0.11587455  0.16461122 -0.29236834 -0.67174490
#> [25]  0.16968374 -0.31688732 -0.25494405  0.07578198  0.40370783  0.04674204
#> [31]  0.10502807 -0.29727329  0.01715742 -0.31744398  0.38584683  0.23513475
#> [37]  0.18233809 -0.31606077  0.05801875  0.16911315 -0.24590275 -0.12128079
#> [43]  0.17751476  0.14704263  0.95312345  0.99386451 -0.00672778  0.16792436
#> [49] -0.29123316  0.13105517
#> 
#> $sd
#>  [1] 0.03329001 0.02882010 0.04411942 0.07236252 0.02888946 0.04307109
#>  [7] 0.02709173 0.02590847 0.02600087 0.02867464 0.05605108 0.02835028
#> [13] 0.03314600 0.08640793 0.04256209 0.02647477 0.02666642 0.03257666
#> [19] 0.02758870 0.02583243 0.03135294 0.02662205 0.02765663 0.07396358
#> [25] 0.02564364 0.02642408 0.02665284 0.06580259 0.03081810 0.02801917
#> [31] 0.04886122 0.02637643 0.02837411 0.02643342 0.06363126 0.03015074
#> [37] 0.02990941 0.02641231 0.04125640 0.02626646 0.02672981 0.02787028
#> [43] 0.02556680 0.02620533 0.03550223 0.03635348 0.02860875 0.02635956
#> [49] 0.02640063 0.02967948
#> 
#> $ci_lower
#>  [1]  0.60311356 -0.40210427  0.99352470  0.02186880 -0.24279809  0.97704507
#>  [7] -0.09208056 -0.02286695 -0.04111946 -0.22053574 -0.01769299 -0.17850380
#> [13]  0.58992285 -0.42836829 -0.15271899 -0.51606404 -0.51807875 -0.09445234
#> [19] -0.04441017 -0.03430770 -0.08371160 -0.03231766 -0.48984419 -0.91064700
#> [25] -0.02674572 -0.51371374 -0.45188893 -0.15376620  0.20444194 -0.15093005
#> [31] -0.10764497 -0.49407517 -0.18070907 -0.51427522  0.15866252  0.03626146
#> [37] -0.01639517 -0.51288113 -0.14837181 -0.02763221 -0.44288770 -0.31887200
#> [43] -0.01887622 -0.04967141  0.75088523  0.79104617 -0.20472403 -0.02886883
#> [49] -0.48804750 -0.06754561
#> 
#> $ci_upper
#>  [1]  1.004688808 -0.005876361  1.410830722  0.495890806  0.153507430
#>  [6]  1.392664793  0.302269035  0.370258899  0.352100117  0.175529966
#> [11]  0.421066894  0.217202936  0.991315008  0.080516646  0.262094185
#> [16] -0.122358858 -0.124174860  0.306222940  0.350468526  0.358741251
#> [21]  0.315460708  0.361540106 -0.094892483 -0.432842790  0.366113210
#> [26] -0.120060888 -0.057999172  0.305330164  0.602973718  0.244414125
#> [31]  0.317701108 -0.100471420  0.215023911 -0.120612734  0.613031142
#> [36]  0.434008041  0.381071336 -0.119240414  0.264409321  0.365858504
#> [41] -0.048917803  0.076310424  0.373905747  0.343756679  1.155361670
#> [46]  1.196682848  0.191268465  0.364717551 -0.094418824  0.329655947
#> 
#> $r2
#> [1] 0.1813669
#> 
#> $log_marginal
#> [1] -1696.74
#> 
#> $length_scale
#> [1] 0.7740596
#> 
#> $noise
#> [1] 0.09688279
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "GP regression posterior"
#>