gpObjective: Wrapper function for GP objective.

In gptk: Gaussian Processes Tool-Kit

Description

returns the negative log likelihood of a Gaussian process model given the model structure and a vector of parameters. This allows the use of NETLAB minimisation functions to find the model parameters.

Usage

gpObjective(params, model)

Arguments

params	the parameters of the model for which the objective will be evaluated.
model	the model structure for which the objective will be evaluated.

Value

f	the negative log likelihood of the GP model.

See Also

gpCreate, gpGradient, gpLogLikelihood, gpOptimise.

Examples

## missing

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 2, 2019, 3:27 p.m.