logLikHessian: Hessian of the log-likelihood with respect to lengthscales...

View source: R/hyperparamUQ.R

logLikHessianR Documentation

Hessian of the log-likelihood with respect to lengthscales hyperparameters Works for homGP and hetGP models from the hetGP package for now.

Description

Hessian of the log-likelihood with respect to lengthscales hyperparameters Works for homGP and hetGP models from the hetGP package for now.

Usage

logLikHessian(model)

Arguments

model

homGP model

Value

A matrix giving the Hessian of the GP loglikelihood.


activegp documentation built on June 28, 2022, 1:05 a.m.