log_marginal_lik: Natural logarithm of marginal likelihood of the robust GaSP...
In RobustGaSP: Robust Gaussian Stochastic Process Emulation

log_marginal_lik

R Documentation

Natural logarithm of marginal likelihood of the robust GaSP model

Description

This function computes the natural logarithm of marginal likelihood after marginalizing out the mean (trend) and variance parameters by the location-scale prior.

Usage

log_marginal_lik(param, nugget, nugget_est, R0, X, zero_mean,output, kernel_type, alpha)

Arguments

`param`	a vector of natural logarithm of inverse-range parameters and natural logarithm of the nugget-variance ratio parameter.
`nugget`	the nugget-variance ratio parameter if this parameter is fixed.
`nugget_est`	Boolean value of whether the nugget is estimated or fixed.
`R0`	a list of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.
`X`	the mean basis function i.e. the trend function.
`zero_mean`	the mean basis function is zero or not.
`output`	the output vector.
`kernel_type`	A vector of `integer` specifying the type of kernels of each coordinate of the input. In each coordinate of the vector, 1 means the `pow_exp` kernel with roughness parameter specified in alpha; 2 means `matern_3_2` kernel; 3 means `matern_5_2` kernel; 5 means `periodic_gauss` kernel; 5 means `periodic_exp` kernel.
`alpha`	Roughness parameters in the kernel functions.