vecchia_laplace_likelihood_from_posterior: 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_from_posterior(
  z,
  posterior,
  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
posterior	posterior distribution obtained from calculate_posterior_VL()
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

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