gp.predict: Predictive mean, variance and log marginal likelihood of a...

Description Usage Arguments

View source: R/gp.r

Description

Predictive mean, variance and log marginal likelihood of a GP. See "2.3 Varying the Hyperparameters" on page 19 of Rasmussen and Williams' book.

Usage

1
gp.predict(y, K = NULL, Kstar, Kstarstar, U = chol(K))

Arguments

y

The targets.

K

The covariance matrix (kernel) for input points, not needed if U is provided.

Kstar

The cross covariance matrix (kernel)

Kstarstar

The cross covariance matrix (kernel) for test points

U

Cholesky decomposition of K


DeLorean documentation built on May 2, 2019, 9:24 a.m.