CGGP_internal_neglogpost: Calculate negative log posterior

In CGGP: Composite Grid Gaussian Processes

Description

Calculate negative log posterior

Usage

CGGP_internal_neglogpost(
  theta,
  CGGP,
  y,
  ...,
  ys = NULL,
  Xs = NULL,
  HandlingSuppData = "Correct"
)

Arguments

theta	Correlation parameters
CGGP	CGGP object
y	Measured values of CGGP$design
...	Forces you to name remaining arguments
ys	Supplementary output data
Xs	Supplementary input data
HandlingSuppData	How should supplementary data be handled? Correct: full likelihood with grid and supplemental data Only: only use supplemental data Ignore: ignore supplemental data

Value

Likelihood

Examples

cg <- CGGPcreate(d=3, batchsize=20)
Y <- apply(cg$design, 1, function(x){x[1]+x[2]^2})
cg <- CGGPfit(cg, Y)
CGGP_internal_neglogpost(cg$thetaMAP, CGGP=cg, y=cg$y)

CGGP documentation built on May 8, 2021, 5:06 p.m.