Defines a list specifying the structure of the approximate Gaussian
process. Custom settings can be supplied which override the defaults.
Usage
gp_opts(
basis_prop = 0.2,
boundary_scale = 1.5,
ls_mean = 21,
ls_sd = 7,
ls_min = 0,
ls_max = 60,
alpha_sd = 0.05,
kernel = "matern",
matern_type = 3/2
)
Arguments
- basis_prop
Numeric, proportion of time points to use as basis functions. Defaults to 0.2. Decreasing this value results in a decrease in accuracy but a faster compute time (with increasing it having the first effect). In general smaller posterior length scales require a higher proportion of basis functions. See (Riutort-Mayol et al. 2020 https://arxiv.org/abs/2004.11408) for advice on updating this default.
- boundary_scale
Numeric, defaults to 1.5. Boundary scale of the approximate Gaussian process. See (Riutort-Mayol et al. 2020 https://arxiv.org/abs/2004.11408) for advice on updating this default.
- ls_mean
Numeric, defaults to 21 days. The mean of the lognormal length scale.
- ls_sd
Numeric, defaults to 7 days. The standard deviation of the log normal length scale. If
ls_sd = 0
, inverse-gamma prior on Gaussian process length scale will be used with recommended parametersinv_gamma(1.499007, 0.057277 * ls_max)
.- ls_min
Numeric, defaults to 0. The minimum value of the length scale.
- ls_max
Numeric, defaults to 60. The maximum value of the length scale. Updated in
create_gp_data
to be the length of the input data if this is smaller.- alpha_sd
Numeric, defaults to 0.05. The standard deviation of the magnitude parameter of the Gaussian process kernel. Should be approximately the expected standard deviation of the logged Rt.
- kernel
Character string, the type of kernel required. Currently supporting the squared exponential kernel ("se") and the 3 over 2 Matern kernel ("matern", with
matern_type = 3/2
). Defaulting to the Matern 3 over 2 kernel as discontinuities are expected in Rt and infections.- matern_type
Numeric, defaults to 3/2. Type of Matern Kernel to use. Currently only the Matern 3/2 kernel is supported.
Examples
# default settings
gp_opts()
#> $basis_prop
#> [1] 0.2
#>
#> $boundary_scale
#> [1] 1.5
#>
#> $ls_mean
#> [1] 21
#>
#> $ls_sd
#> [1] 7
#>
#> $ls_min
#> [1] 0
#>
#> $ls_max
#> [1] 60
#>
#> $alpha_sd
#> [1] 0.05
#>
#> $kernel
#> [1] "matern_3/2"
#>
#> $matern_type
#> [1] 1.5
#>
# add a custom length scale
gp_opts(ls_mean = 4)
#> $basis_prop
#> [1] 0.2
#>
#> $boundary_scale
#> [1] 1.5
#>
#> $ls_mean
#> [1] 4
#>
#> $ls_sd
#> [1] 7
#>
#> $ls_min
#> [1] 0
#>
#> $ls_max
#> [1] 60
#>
#> $alpha_sd
#> [1] 0.05
#>
#> $kernel
#> [1] "matern_3/2"
#>
#> $matern_type
#> [1] 1.5
#>