diff --git a/R/formula-gp.R b/R/formula-gp.R index 5e1cc36d..f77b671a 100644 --- a/R/formula-gp.R +++ b/R/formula-gp.R @@ -64,6 +64,30 @@ #' \url{https://mc-stan.org/docs/functions-reference/matrix_operations.html} #' under "Gaussian Process Covariance Functions". #' +#' There are several parameters estimated by the GP, the most important of which +#' are as follows (these apply to both standard GPs as well as grouped GPs as +#' specified by the \code{by} argument of \code{gp()}): +#' \tabular{llll}{ +#' \strong{Parameter} \tab \strong{Notation} \tab \strong{Support} \tab \strong{Name} \cr +#' \code{lscale} \tab \eqn{\ell} \tab \eqn{\mathbb{R}^+} \tab length-scale of the GP's covariance kernel \cr +#' \code{sd} \tab \eqn{\sigma} \tab \eqn{\mathbb{R}^+} \tab marginal standard deviation of the GP's covariance kernel \cr +#' \code{z} \tab \eqn{z} \tab ??? \tab ??? \cr +#' } +#' Assuming an exponential quadratic covariance structure, the parameters +#' can be broadly interpreted as follows (taking mostly from +#' \url{https://mc-stan.org/docs/stan-users-guide/gaussian-processes.html#gaussian-process-regression}). +#' Note that in the above documentation the parameter \eqn{\sigma} is denoted +#' as \eqn{\alpha} instead, and the parameter \eqn{\ell} as \eqn{\rho}. +#' The length-scale \eqn{\ell} controls the frequency of the functions +#' represented by the GP prior i.e., values of \eqn{\ell \gg 0} lead to +#' lower-frequency functions, while values of \eqn{\ell \approx 0} lead to +#' higher-frequency functions. In slightly simpler terms, \eqn{\ell} sets +#' the distance over which observations in the input space are strongly +#' correlated. The marginal standard deviation \eqn{\sigma} controls the +#' magnitude of the range of the function represented by the GP i.e., it +#' represents how much the values of the function tend to deviate from the +#' mean level. Lastly, the parameter \eqn{z} represents ???. +#' #' @return An object of class \code{'gp_term'}, which is a list #' of arguments to be interpreted by the formula #' parsing functions of \pkg{brms}. diff --git a/man/gp.Rd b/man/gp.Rd index 8f5dca73..467a9796 100644 --- a/man/gp.Rd +++ b/man/gp.Rd @@ -93,6 +93,30 @@ A GP is a stochastic process, which For mathematical details on the supported kernels, please see the Stan manual: \url{https://mc-stan.org/docs/functions-reference/matrix_operations.html} under "Gaussian Process Covariance Functions". + + There are several parameters estimated by the GP, the most important of which + are as follows (these apply to both standard GPs as well as grouped GPs as + specified by the \code{by} argument of \code{gp()}): + \tabular{llll}{ + \strong{Parameter} \tab \strong{Notation} \tab \strong{Support} \tab \strong{Name} \cr + \code{lscale} \tab \eqn{\ell} \tab \eqn{\mathbb{R}^+} \tab length-scale of the GP's covariance kernel \cr + \code{sd} \tab \eqn{\sigma} \tab \eqn{\mathbb{R}^+} \tab marginal standard deviation of the GP's covariance kernel \cr + \code{z} \tab \eqn{z} \tab ??? \tab ??? \cr + } + Assuming an exponential quadratic covariance structure, the parameters + can be broadly interpreted as follows (taking mostly from + \url{https://mc-stan.org/docs/stan-users-guide/gaussian-processes.html#gaussian-process-regression}). + Note that in the above documentation the parameter \eqn{\sigma} is denoted + as \eqn{\alpha} instead, and the parameter \eqn{\ell} as \eqn{\rho}. + The length-scale \eqn{\ell} controls the frequency of the functions + represented by the GP prior i.e., values of \eqn{\ell \gg 0} lead to + lower-frequency functions, while values of \eqn{\ell \approx 0} lead to + higher-frequency functions. In slightly simpler terms, \eqn{\ell} sets + the distance over which observations in the input space are strongly + correlated. The marginal standard deviation \eqn{\sigma} controls the + magnitude of the range of the function represented by the GP i.e., it + represents how much the values of the function tend to deviate from the + mean level. Lastly, the parameter \eqn{z} represents ???. } \examples{ \dontrun{