vecchia_laplace_likelihood: Wrapper for VL version of vecchia_likelihood

In GPvecchia: Scalable Gaussian-Process Approximations

Wrapper for VL version of vecchia_likelihood

Description

Wrapper for VL version of vecchia_likelihood

Usage

vecchia_laplace_likelihood(
  z,
  vecchia.approx,
  likelihood_model,
  covparms,
  likparms = list(alpha = 2, sigma = sqrt(0.1)),
  covmodel = "matern",
  max.iter = 50,
  convg = 1e-05,
  return_all = FALSE,
  y_init = NA,
  prior_mean = rep(0, length(z)),
  vecchia.approx.IW = NA
)

Arguments

z	an array of real numbers representing observations
vecchia.approx	a vecchia object as generated by vecchia_specify()
likelihood_model	text describing likelihood model to be used for observations
covparms	covariance parameters as a vector
likparms	likelihood parameters for the likelihood_model, as a list
covmodel	describes the covariance model, "matern" by default
max.iter	maximum iterations to perform
convg	convergence criteria. End iterations if the Newton step is this small
return_all	Return additional posterior covariance terms
y_init	Specify initial guess for posterior mode
prior_mean	specify the prior latent mean
vecchia.approx.IW	an optional vecchia approximation object, can reduce computation if method is called repeatedly

Value

(multivariate normal) loglikelihood implied by the Vecchia approximation

Examples

z=rnorm(10); locs=matrix(1:10,ncol=1); vecchia.approx=vecchia_specify(locs,m=5)
vecchia_laplace_likelihood(z,vecchia.approx,"gaussian",covparms=c(1,2,.5))

GPvecchia documentation built on Oct. 25, 2022, 1:06 a.m.