modelGradient: Model log-likelihood/objective error function and its...

In gptk: Gaussian Processes Tool-Kit

Description

modeGradient gives the gradient of the objective function for a model. By default the objective function (modelObjective) is a negative log likelihood (modelLogLikelihood).

Usage

modelObjective(params, model, ...)
modelLogLikelihood(model)
modelGradient(params, model, ...)

Arguments

params	parameter vector to evaluate at.
model	model structure.
...	optional additional arguments.

Value

g	the gradient of the error function to be minimised.
v	the objective function value (lower is better).
ll	the log-likelihood value.

See Also

modelOptimise.

gptk documentation built on May 2, 2019, 3:27 p.m.