Scalable Gaussian Process Regression with Hierarchical Shrinkage Priors


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Documentation for package ‘shrinkGPR’ version 1.1

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calc_pred_moments Calculate Predictive Moments
eval_pred_dens Evaluate Predictive Densities
gen_marginal_samples Generate Marginal Samples of Predictive Distribution
gen_posterior_samples Generate Posterior Samples
kernel_functions Kernel Functions for Gaussian Processes
kernel_matern_12 Kernel Functions for Gaussian Processes
kernel_matern_32 Kernel Functions for Gaussian Processes
kernel_matern_52 Kernel Functions for Gaussian Processes
kernel_se Kernel Functions for Gaussian Processes
LPDS Log Predictive Density Score
plot.shrinkGPR Graphical summary of posterior of theta
plot.shrinkGPR_marg_samples_1D Plot method for 1D marginal predictions
plot.shrinkGPR_marg_samples_2D Plot method for 2D marginal predictions from 'shrinkGPR'
plot.shrinkTPR Graphical summary of posterior of theta
predict.shrinkGPR Generate Predictions
predict.shrinkTPR Generate Predictions
shrinkGPR Gaussian Process Regression with Shrinkage and Normalizing Flows
shrinkTPR Student-t Process Regression with Shrinkage and Normalizing Flows
simGPR Simulate Data for Gaussian Process Regression
sylvester Sylvester Normalizing Flow