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updated docs of GP formula fn to include more details on hyperparameters #1726

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24 changes: 24 additions & 0 deletions R/formula-gp.R
Original file line number Diff line number Diff line change
Expand Up @@ -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}.
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24 changes: 24 additions & 0 deletions man/gp.Rd

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