compute_sd_gp {GPCERF}R Documentation

Compute posterior credible interval

Description

Computes posterior credible interval for requested exposure level.

Usage

compute_sd_gp(
  w,
  scaled_obs,
  hyperparam,
  sigma,
  gps_m,
  kernel_fn = function(x) exp(-x^2)
)

Arguments

w

A scalar of exposure level of interest.

scaled_obs

A matrix of two columns.

  • First column is the scaled GPS value of all samples (GPS * 1/sqrt(alpha))

  • Second column is the scaled exposure value of all samples (w * 1/sqrt(beta))

hyperparam

A vector of hyper-parameters for the GP.

  • First element: alpha

  • Second element: beta

  • Third element: gamma/sigma

sigma

A scaler that represents noise.

gps_m

An S3 gps object including: gps: A data.frame of GPS vectors. - Column 1: GPS - Column 2: Prediction of exposure for covariate of each data sample (e_gps_pred). - Column 3: Standard deviation of e_gps (e_gps_std) used_params: - dnorm_log: TRUE or FLASE

kernel_fn

The covariance function of GP.

Value

Posterior credible interval (scaler) for the requested exposure level (w).


[Package GPCERF version 0.2.4 Index]