gpLogLikeGradients: Compute the gradients for the parameters and X.

Description Usage Arguments Value See Also Examples

View source: R/gpLogLikeGradients.R

Description

computes the gradients of the Gaussian process log likelihood with respect to the model parameters (and optionally, as above with respect to inducing variables and input data) given the target data, input data and inducing variable locations.

Usage

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gpLogLikeGradients( model, X=model$X, M, X_u, gX_u.return=FALSE,
                    gX.return=FALSE, g_beta.return=FALSE )

Arguments

model

the model structure for which gradients are computed.

X

the input data locations for which gradients are computed.

M

the scaled and bias removed target data for which the gradients are computed.

X_u

the inducing variable locations for which gradients are computed.

gX_u.return

(logical) return the gradient of the log likelihood with respect to the inducing variables. If inducing variables aren't being used this returns zero.

gX.return

(logical) return the gradient of the log likelihood with respect to the input data locations.

g_beta.return

(logical) to return the gradient of the log likelihood with respect to beta.

Value

gParam

contains the gradient of the log likelihood with respect to the model parameters (including any gradients with respect to beta).

See Also

gpLogLikelihood.

Examples

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Example output

Loading required package: Matrix
Loading required package: fields
Loading required package: spam
Loading required package: dotCall64
Loading required package: grid
Spam version 2.1-1 (2017-07-02) is loaded.
Type 'help( Spam)' or 'demo( spam)' for a short introduction 
and overview of this package.
Help for individual functions is also obtained by adding the
suffix '.spam' to the function name, e.g. 'help( chol.spam)'.

Attaching package: 'spam'

The following objects are masked from 'package:base':

    backsolve, forwardsolve

Loading required package: maps

gptk documentation built on May 30, 2017, 6:41 a.m.