compute_posterior_sd_nn {GPCERF} | R Documentation |
Calculate posterior standard deviations for nnGP model
Description
Calculates the posterior standard deviation of a point on the CERF based on the nnGP model.
Usage
compute_posterior_sd_nn(
hyperparam,
w,
gps_w,
obs_ord,
sigma2,
kernel_fn = function(x) exp(-x^2),
n_neighbor = 10,
block_size = 10000
)
Arguments
hyperparam |
The values of hyperparameters in the GP model. |
w |
The exposure level for the point of interest on the CERF. |
gps_w |
The GPS for all samples when their exposure levels are set
at |
obs_ord |
A matrix of two columns. The first column is the observed exposure levels of all samples; the second is the GPS at the observed exposure levels. The rows are in ascending order for the first column. |
sigma2 |
A scaler representing |
kernel_fn |
The covariance function of the GP. |
n_neighbor |
Number of nearest neighbors on one side. |
block_size |
Number of samples included in a computation block.
Mainly used to balance the speed and memory requirement.
Larger |
Value
The posterior standard deviation of the estimated CERF at w
.