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Add or remove the Vecchia approximation

Source: R/utils.R
set_vecchia.Rd

[New]

This function adds or removes the Vecchia approximation from a GP, DGP or linked (D)GP emulator constructed by gp(), dgp() or lgp().

Usage

set_vecchia(object, vecchia = TRUE, M = 25, ord = NULL)

Arguments

object

an instance of the S3 class gp, dgp, or lgp.

vecchia

a bool or a list of bools to indicate the addition or removal of the Vecchia approximation:

  • if object is an instance of the gp or dgp class, vecchia is a bool that indicates either addition (vecchia = TRUE) or removal (vecchia = FALSE) of the Vecchia approximation from object.

  • if object is an instance of the lgp class, x can be a bool or a list of bools:

    • if vecchia is a bool, it indicates either addition (vecchia = TRUE) or removal (vecchia = FALSE) of the Vecchia approximation from all individual (D)GP emulators contained in object.

    • if vecchia is a list of bools, it should have same shape as struc that was supplied to lgp(). Each bool in the list indicates if the corresponding (D)GP emulator contained in object shall have the Vecchia approximation added or removed.

M

the size of the conditioning set for the Vecchia approximation in the (D)GP emulator training. Defaults to 25.

ord

an R function that returns the ordering of the input to the (D)GP emulator for the Vecchia approximation. The function must satisfy the following basic rules:

  • the first argument represents the lengthscale-scaled input to the GP emulator or the lengthscale-scaled input to a GP node of the DGP emulator.

  • the output of the function is a vector of indices that gives the ordering of the input to the GP emulator or the input to the GP nodes of the DGP emulator.

If ord = NULL, the default random ordering is used. Defaults to NULL.

Value

An updated object with the Vecchia approximation either added or removed.

Details

See further examples and tutorials at https://mingdeyu.github.io/dgpsi-R/.

Note

This function is useful for quickly switching between Vecchia and non-Vecchia approximations for an existing emulator without the need to reconstruct the emulator. If the emulator was built without the Vecchia approximation, the function can add it, and if the emulator was built with the Vecchia approximation, the function can remove it. If the current state already matches the requested state, the emulator remains unchanged.