gpObjective: Wrapper function for GP objective.

Description Usage Arguments Value See Also Examples

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

1
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

1
## 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.

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