vecchia_laplace_likelihood_from_posterior: Wrapper for VL version of vecchia_likelihood

View source: R/vecchia_laplace_NR.R

vecchia_laplace_likelihood_from_posteriorR Documentation

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 June 22, 2024, 11:13 a.m.