list_kern_to_inv: Compute an inverse covariance matrix for multiple individuals

In MagmaClustR: Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean

Compute an inverse covariance matrix for multiple individuals

Description

Compute the inverse covariance matrices associated with all individuals in the database, taking into account their specific inputs and hyper-parameters.

Usage

list_kern_to_inv(db, kern, hp, pen_diag, deriv = NULL)

Arguments

db	A tibble or data frame of input data. Required column: 'ID'. Suggested column: 'Input' (for indicating the reference input).
kern	A kernel function.
hp	A tibble or data frame, containing the hyper-parameters associated with each individual.
pen_diag	A number. A jitter term, added on the diagonal to prevent numerical issues when inverting nearly singular matrices.
deriv	A character, indicating according to which hyper-parameter the derivative should be computed. If NULL (default), the function simply returns the list of covariance matrices.

Value

A named list containing all of the inverse covariance matrices.

Examples

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MagmaClustR documentation built on June 29, 2024, 1:06 a.m.