CGGP_internal_calcpwanddpw: Calculate derivative of pw

In CollinErickson/CGGP: Composite Grid Gaussian Processes

Calculate derivative of pw

Description

Calculate derivative of pw

Usage

CGGP_internal_calcpwanddpw(CGGP, y, theta, return_lS = FALSE)

Arguments

CGGP	CGGP object
y	Measured values for CGGP$design
theta	Correlation parameters
return_lS	Should lS and dlS be returned?

Value

derivative matrix of pw with respect to logtheta

Examples

cggp <- CGGPcreate(d=3, batchsize=100)
y <- apply(cggp$design, 1, function(x){x[1]+x[2]^2+rnorm(1,0,.01)})
CGGP_internal_calcpwanddpw(CGGP=cggp, y=y, theta=cggp$thetaMAP)

CollinErickson/CGGP documentation built on Feb. 6, 2024, 2:24 a.m.