gradfuncarrayR: Calculate gradfunc in optimization to speed up. NEEDS TO...

In CollinErickson/GauPro: Gaussian Process Fitting

Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dparams Doesn't need to be exported, should only be useful in functions.

Description

Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dparams Doesn't need to be exported, should only be useful in functions.

Usage

gradfuncarrayR(dC_dparams, Cinv, Cinv_yminusmu)

Arguments

dC_dparams	Derivative matrix for covariance function wrt kernel parameters
Cinv	Inverse of covariance matrix
Cinv_yminusmu	Vector that is the inverse of C times y minus the mean.

Value

Vector, one value for each parameter

Examples

a1 <- array(dim=c(2,4,4), data=rnorm(32))
a2 <- matrix(rnorm(16),4,4)
a3 <- rnorm(4)
#gradfuncarray(a1, a2, a3)
#gradfuncarrayR(a1, a2, a3)

CollinErickson/GauPro documentation built on March 25, 2024, 11:20 p.m.