score: Calculates score

In deepgp: Bayesian Deep Gaussian Processes using MCMC

Calculates score

Description

Calculates score, proportional to the multivariate normal log likelihood. Higher scores indicate better fits. Only applicable to noisy data. Requires full covariance matrix (e.g. predict with lite = FALSE).

Usage

score(y, mu, sigma)

Arguments

y	response vector
mu	predicted mean
sigma	predicted covariance

References

Gneiting, T, and AE Raftery. 2007. Strictly Proper Scoring Rules, Prediction, and Estimation. Journal of the American Statistical Association 102 (477), 359-378.

Examples

# Additional examples including real-world computer experiments are available at: 
# https://bitbucket.org/gramacylab/deepgp-ex/

deepgp documentation built on Sept. 11, 2024, 8:30 p.m.