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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

morie_ghosal_np_regression(x = rnorm(50), y = rnorm(50))
#> $estimate
#> [1] 0.1194677
#> 
#> $se
#> [1] 0.03344252
#> 
#> $mu
#>  [1]  0.08373154  0.08966508  0.36074030  0.57761326 -0.29096326  0.09533367
#>  [7] -0.24096685 -0.10992229  0.53151951 -0.17294515  0.63162629 -0.18923964
#> [13]  0.59815734  0.59617612  0.56395345  0.15891160 -0.28875131  0.26149126
#> [19]  0.13327751  0.47973769  0.70210765  0.41180470 -0.26846434  0.04604136
#> [25] -0.28724505 -0.05878704  0.02408455  0.33846717 -0.27354209  0.62454471
#> [31]  0.01117130  0.56305800  0.08683965 -0.19106926  0.07572124 -0.17100635
#> [37] -0.27415450 -0.17221035 -0.05756124 -0.11494179  0.07795698  0.55534665
#> [43]  0.69745549 -0.27737399 -0.23126497  0.10471086 -0.28878024  0.59498421
#> [49]  0.14761351 -0.29126650
#> 
#> $sd
#>  [1] 0.03937807 0.02768082 0.03110638 0.03021408 0.02610666 0.03362807
#>  [7] 0.03534697 0.04909508 0.03242036 0.06036015 0.03276423 0.02359676
#> [13] 0.03026739 0.03026105 0.09121340 0.05507816 0.02567968 0.03153874
#> [19] 0.03276869 0.03027196 0.03115270 0.03054060 0.02417509 0.02700401
#> [25] 0.02546416 0.04438563 0.04550035 0.03097488 0.03182068 0.03037915
#> [31] 0.04471818 0.03257282 0.04013827 0.02358408 0.03591848 0.02375283
#> [37] 0.03173889 0.02374104 0.02533690 0.02445482 0.03766427 0.03018519
#> [43] 0.03261762 0.02460404 0.02351401 0.02790784 0.02568426 0.03268936
#> [49] 0.03258030 0.02854891
#> 
#> $ci_lower
#>  [1] -0.12708783 -0.11388205  0.15530162  0.37268680 -0.49370981 -0.11162564
#>  [7] -0.44902362 -0.32843409  0.32530185 -0.40203940  0.42519995 -0.39080085
#> [13]  0.39320066  0.39122304  0.29853008 -0.06501201 -0.49128827  0.05579950
#> [19] -0.07315155  0.27477842  0.49664201  0.20669239 -0.47028867 -0.15715620
#> [25] -0.48967745 -0.27339405 -0.19141739  0.13310483 -0.47940060  0.41952452
#> [31] -0.20370076  0.35674807 -0.12452974 -0.39262478 -0.13271121 -0.37263798
#> [37] -0.47996450 -0.37383664 -0.25993228 -0.31689553 -0.13165593  0.35043655
#> [43]  0.49111837 -0.47939736 -0.43278903 -0.09895532 -0.49131944  0.38860348
#> [49] -0.05870095 -0.49527374
#> 
#> $ci_upper
#>  [1]  0.29455090  0.29321221  0.56617898  0.78253972 -0.08821671  0.30229297
#>  [7] -0.03291008  0.10858951  0.73773716  0.05614911  0.83805262  0.01232157
#> [13]  0.80311402  0.80112920  0.82937681  0.38283521 -0.08621435  0.46718303
#> [19]  0.33970656  0.68469696  0.90757329  0.61691702 -0.06664002  0.24923893
#> [25] -0.08481265  0.15581996  0.23958649  0.54382951 -0.06768358  0.82956490
#> [31]  0.22604335  0.76936793  0.29820904  0.01048625  0.28415368  0.03062527
#> [37] -0.06834449  0.02941593  0.14480981  0.08701196  0.28756990  0.76025676
#> [43]  0.90379260 -0.07535063 -0.02974091  0.30837704 -0.08624105  0.80136494
#> [49]  0.35392798 -0.08725927
#> 
#> $r2
#> [1] 0.1257658
#> 
#> $log_marginal
#> [1] -1880.633
#> 
#> $length_scale
#> [1] 0.9079563
#> 
#> $noise
#> [1] 0.1000935
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "GP regression posterior"
#>