get_cov_pars: Get (estimated) covariance parameters

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

Get (estimated) covariance parameters

Description

Get (estimated) covariance parameters and standard error (if std_err=TRUE)

Usage

get_cov_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)

Author(s)

Fabio Sigrist

Examples

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

gpboost documentation built on Nov. 7, 2025, 5:06 p.m.