get_aux_pars.GPModel: Get (estimated) auxiliary (additional) parameters of the...

In gpboost: Combining Tree-Boosting with Gaussian Process and Mixed Effects Models

Get (estimated) auxiliary (additional) parameters of the likelihood

Description

Get (estimated) auxiliary (additional) parameters of the likelihood such as the shape parameter of a gamma or a negative binomial distribution. Some likelihoods (e.g., bernoulli_logit or poisson) have no auxiliary parameters

Usage

## S3 method for class 'GPModel'
get_aux_pars(gp_model, std_err = FALSE)

Arguments

gp_model	A GPModel
std_err	A boolean. If TRUE, (approximate) standard errors are calculated (= square root of diagonal of the inverse Fisher information for Gaussian likelihoods and square root of diagonal of a numerically approximated inverse Hessian for non-Gaussian likelihoods)

Value

A GPModel

Author(s)

Fabio Sigrist

Examples

data(GPBoost_data, package = "gpboost")
X1 <- cbind(rep(1,dim(X)[1]),X) # Add intercept column
y_pos <- exp(y)
gp_model <- fitGPModel(group_data = group_data[,1], y = y_pos, X = X1, likelihood="gamma")
get_aux_pars(gp_model)

gpboost documentation built on July 13, 2026, 5:07 p.m.