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Magma prediction for ploting GIFs

Source: R/prediction.R
pred_gif.Rd

Generate a Magma or classic GP prediction under a format that is compatible with a further GIF visualisation of the results. For a Magma prediction, either the trained_model or hyperpost argument is required. Otherwise, a classic GP prediction is applied and the prior mean can be specified through the mean argument.

Usage

pred_gif(
  data,
  trained_model = NULL,
  grid_inputs = NULL,
  hyperpost = NULL,
  mean = NULL,
  hp = NULL,
  kern = "SE",
  pen_diag = 1e-10
)

Arguments

data

A tibble or data frame. Required columns: 'Input', 'Output'. Additional columns for covariates can be specified. The 'Input' column should define the variable that is used as reference for the observations (e.g. time for longitudinal data). The 'Output' column specifies the observed values (the response variable). The data frame can also provide as many covariates as desired, with no constraints on the column names. These covariates are additional inputs (explanatory variables) of the models that are also observed at each reference 'Input'.

trained_model

A list, containing the information coming from a Magma model, previously trained using the train_magma function.

grid_inputs

The grid of inputs (reference Input and covariates) values on which the GP should be evaluated. Ideally, this argument should be a tibble or a data frame, providing the same columns as data, except 'Output'. Nonetheless, in cases where data provides only one 'Input' column, the grid_inputs argument can be NULL (default) or a vector. This vector would be used as reference input for prediction and if NULL, a vector of length 500 is defined, ranging between the min and max Input values of data.

hyperpost

A list, containing the elements 'mean' and 'cov', the parameters of the hyper-posterior distribution of the mean process. Typically, this argument should from a previous learning using train_magma, or a previous prediction with pred_magma, with the argument get_hyperpost set to TRUE. The 'mean' element should be a data frame with two columns 'Input' and 'Output'. The 'cov' element should be a covariance matrix with colnames and rownames corresponding to the 'Input' in 'mean'. In all cases, the column 'Input' should contain all the values appearing both in the 'Input' column of data and in grid_inputs.

mean

Mean parameter of the GP. This argument can be specified under various formats, such as:

  • NULL (default). The mean would be set to 0 everywhere.

  • A number. The mean would be a constant function.

  • A function. This function is defined as the mean.

  • A tibble or data frame. Required columns: Input, Output. The Input values should include at least the same values as in the data argument.

hp

A named vector, tibble or data frame of hyper-parameters associated with kern. The columns/elements should be named according to the hyper-parameters that are used in kern. The function train_gp can be used to learn maximum-likelihood estimators of the hyper-parameters,

kern

A kernel function, defining the covariance structure of the GP. Several popular kernels (see The Kernel Cookbook) are already implemented and can be selected within the following list:

  • "SE": (default value) the Squared Exponential Kernel (also called Radial Basis Function or Gaussian kernel),

  • "LIN": the Linear kernel,

  • "PERIO": the Periodic kernel,

  • "RQ": the Rational Quadratic kernel. Compound kernels can be created as sums or products of the above kernels. For combining kernels, simply provide a formula as a character string where elements are separated by whitespaces (e.g. "SE + PERIO"). As the elements are treated sequentially from the left to the right, the product operator '*' shall always be used before the '+' operators (e.g. 'SE * LIN + RQ' is valid whereas 'RQ + SE * LIN' is not).

pen_diag

A number. A jitter term, added on the diagonal to prevent numerical issues when inverting nearly singular matrices.

Value

A tibble, representing Magma or GP predictions as two column 'Mean' and 'Var', evaluated on the grid_inputs. The column 'Input' and additional covariates columns are associated to each predicted values. An additional 'Index' column is created for the sake of GIF creation using the function plot_gif

Examples

TRUE
#> [1] TRUE