covarFun.LatentPlusNoise: Augment 'CovarFun' with latent function and noise...

Description Usage Arguments Value Examples

View source: R/CovarianceFunction.R

Description

Creates a covariance function k which augments some covariance function k_f with two extra hyperparameters lsf and lsn such that: k(x, y) = exp(lsf)*k_f(x, y) + exp(lsn)*I[x=y] Automatically provides derivatives of lsf, lsn. Used for neater covariance funtion specifications. lsf, lsn stand for log(sigma^2_f) and log(sigma^2_n), where 'f' labels the magnitude parameter and kernel for the latent function, whilst 'n' labels the magnitude parameter for the noise.

Usage

1

Arguments

covarFun

CovarFun object to augment.

Value

covarFun augmented with lsf, lsn hyperparameterss for signal and noise magnitude.

Examples

1

JimSkinner/gpclassifier documentation built on May 7, 2019, 10:52 a.m.