View source: R/gp.functions6.R

D2 | R Documentation |

Calculate the second derivative of the likelihood function with respect to one of the hyperparameters, given the first and second derivative of the kernel with respect to that hyperparameter.

```
D2(d1, d2, inv.Q, Alpha.Q)
```

`d1` |
First derivative of the kernel function with respect to the required hyperparameter. |

`d2` |
Second derivative of the kernel function with respect to the required hyperparameter. |

`inv.Q` |
Inverse of covariance matrix Q. |

`Alpha.Q` |
This is alpha * alpha'- invQ, where invQ is the inverse of the covariance matrix Q, and alpha = invQ * Y, where Y is the response. |

The function calculates the second derivative of the log-likelihood, using the first and second derivative of the kernel functions.

A number.

Shi, J. Q., and Choi, T. (2011), “Gaussian Process Regression Analysis for Functional Data”, CRC Press.

```
## This function is used in the vignette 'co2':
# vignette("co2", package = "GPFDA")
```

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