Function to sample from a GP model that is assumed to be a -lnLikelihood surface with flat priors and bounded region
Usage
mcmc.GP(
gp,
x0,
nmcmc,
rng,
format = "lin",
mix = "joint",
splinefuns = NULL,
jmp0 = 0.35 * (rng[, 2] - rng[, 1]),
ar.target = 0.5,
priors = NA,
settings,
run.block = TRUE,
n.of.obs,
llik.fn,
hyper.pars,
resume.list = NULL
)Arguments
- gp
Gaussian Process
- x0
initial values
- nmcmc
number of iterations
- rng
range of knots
- format
lin = lnlike fcn, log = log(lnlike)
- mix
each = jump each dim. independently, joint = jump all at once
- splinefuns
spline functions, not used
- jmp0
initial jump variances
- ar.target
acceptance rate target
- priors
prior list
- settings
PEcAn settings list
- run.block
is this a new run or making the previous chain longer
- n.of.obs
number of observations
- llik.fn
list that contains likelihood functions
- hyper.pars
hyper parameters
- resume.list
list of needed info if we are running the chain longer