EpiNow2 Stan Functions
gaussian_process.stan File Reference

Functions in this File

vector diagSPD_EQ (real alpha, real rho, real L, int M)
 
vector diagSPD_Matern12 (real alpha, real rho, real L, int M)
 
vector diagSPD_Matern32 (real alpha, real rho, real L, int M)
 
vector diagSPD_Matern52 (real alpha, real rho, real L, int M)
 
vector diagSPD_Periodic (real alpha, real rho, int M)
 
matrix PHI (int N, int M, real L, vector x)
 
matrix PHI_periodic (int N, int M, real w0, vector x)
 
int setup_noise (int ot_h, int t, int horizon, int estimate_r, int stationary, int future_fixed, int fixed_from)
 
matrix setup_gp (int M, real L, int dimension, int is_periodic, real w0)
 
vector update_gp (matrix PHI, int M, real L, real alpha, real rho, vector eta, int type, real nu)
 
void gaussian_process_lp (vector eta)
 

Function Documentation

◆ update_gp()

vector update_gp ( matrix PHI,
int M,
real L,
real alpha,
real rho,
vector eta,
int type,
real nu )

Update Gaussian process using spectral densities

Parameters
PHIBasis functions matrix
MNumber of basis functions
LLength of the interval
alphaScaling parameter
rhoLength scale parameter
etaVector of noise terms
typeType of kernel (0: SE, 1: Periodic, 2: Matern)
nuSmoothness parameter for Matern kernel
Returns
A vector of updated noise terms

Definition at line 196 of file gaussian_process.stan.

References diagSPD_EQ(), diagSPD_Matern12(), diagSPD_Matern32(), diagSPD_Matern52(), diagSPD_Periodic(), and PHI().

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