Command-line utility for Gaussian Process regression. More...

#include <iostream>
#include <getopt.h>
#include <stdlib.h>
#include <stdio.h>
#include <time.h>
#include <math.h>
#include <string>
#include "Array1D.h"
#include "Array2D.h"
#include "PCSet.h"
#include "error_handlers.h"
#include "ftndefs.h"
#include "gen_defs.h"
#include "assert.h"
#include "quad.h"
#include "gproc.h"
#include "arrayio.h"
#include "tools.h"
#include "arraytools.h"
#include "dsfmt_add.h"

Macros
#define	XFILE "xdata.dat"
	default x-file

#define	YFILE "ydata.dat"
	default y-file

#define	MSC "ms"
	default flag to output mean (m), mean+std (ms) or mean+std+cov (msc)

#define	ORD 3
	default PC order

Functions
int	usage ()
	Displays information about this program.

int	main (int argc, char *argv[])
	Main program of building Gaussian Process response surface.

Detailed Description

Command-line utility for Gaussian Process regression.

Author: K. Sargsyan 2015 -

Macro Definition Documentation

◆ MSC

#define MSC "ms"

default flag to output mean (m), mean+std (ms) or mean+std+cov (msc)

◆ ORD

#define ORD 3

default PC order

◆ XFILE

#define XFILE "xdata.dat"

default x-file

◆ YFILE

#define YFILE "ydata.dat"

default y-file

Function Documentation

◆ main()

int main	(	int	argc,
		char *	argv[] )

Main program of building Gaussian Process response surface.

Set the default values

Read the user input

Sanity checks

Print the input information on screen

Read data

Set or read data variance

Read validation check data, if any

Set the correlation parameters

Set the PC trend

Initialize a GP object

Print out the roughness param

Sanity check to ensure the regression is well-defined

Build the GP

Evaluate the GP (actually, a Student-t process, see the UQTk Manual)

Write the mean

If asked, compute and write standard deviation and covariance of the Student-t process

Print out output information

◆ usage()

int usage ( )

Displays information about this program.

Macros

Functions