logL_GP_mod: Modified log-Likelihood function for GPs

View source: R/likelihoods.R

logL_GP_modR Documentation

Modified log-Likelihood function for GPs

Description

Log-Likelihood function involved in Magma during the maximisation step of the training. The log-Likelihood is defined as a simple Gaussian likelihood added with correction trace term.

Usage

logL_GP_mod(hp, db, mean, kern, post_cov, pen_diag)

Arguments

hp

A tibble, data frame or named vector of hyper-parameters.

db

A tibble containing values we want to compute logL on. Required columns: Input, Output. Additional covariate columns are allowed.

mean

A vector, specifying the mean of the GP at the reference inputs.

kern

A kernel function.

post_cov

A matrix, covariance parameter of the hyper-posterior. Used to compute the correction term.

pen_diag

A jitter term that is added to the covariance matrix to avoid numerical issues when inverting, in cases of nearly singular matrices.

Value

A number, corresponding to the value of the modified Gaussian log-Likelihood defined in Magma.

Examples

TRUE

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