nllik: Calculate the predictive negative log-likelihood

In dgpsi: Interface to 'dgpsi' for Deep and Linked Gaussian Process Emulations

Calculate the predictive negative log-likelihood

Description

This function computes the predictive negative log-likelihood from a DGP emulator with a likelihood layer.

Usage

nllik(object, x, y)

Arguments

object	an instance of the dgp class and it should be produced by dgp() with likelihood not being NULL;
x	a matrix where each row is an input testing data point and each column is an input dimension.
y	a matrix with only one column where each row is a scalar-valued testing output data point.

Details

See further examples and tutorials at https://mingdeyu.github.io/dgpsi-R/.

Value

An updated object is returned with an additional slot named NLL that contains two elements. The first one, named meanNLL, is a scalar that gives the average negative predicted log-likelihood across all testing data points. The second one, named allNLL, is a vector that gives the negative predicted log-likelihood for each testing data point.

dgpsi documentation built on April 3, 2025, 9:26 p.m.