kernDiagGradient: Compute the gradient of the kernel's parameters for the...

In gptk: Gaussian Processes Tool-Kit

Description

computes the gradient of functions of the diagonal of the kernel matrix with respect to the parameters of the kernel. The parameters' gradients are returned in the order given by the kernExtractParam command.

Usage

kernDiagGradient(kern, x, covDiag)

Arguments

kern	the kernel structure for which the gradients are computed.
x	the input data for which the gradient is being computed.
covDiag	partial derivatives of the function of interest with respect to the diagonal elements of the kernel matrix.

Value

g	gradients of the relevant function with respect to each of the parameters. Ordering should match the ordering given in kernExtractParam.

See Also

kernDiagGradient, kernExtractParam, kernGradient.

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.