gp.log.marg.like: The log marginal likelihood. See "2.3 Varying the...

Description Usage Arguments

View source: R/gp.r

Description

The log marginal likelihood. See "2.3 Varying the Hyperparameters" on page 19 of Rasmussen and Williams' book.

Usage

1
gp.log.marg.like(y, K = NULL, U = chol(K))

Arguments

y

The targets.

K

The covariance matrix (kernel), not needed if U is provided.

U

Cholesky decomposition of K (chol(K)).


JohnReid/DeLorean documentation built on Sept. 27, 2021, 5:45 a.m.