gp.predict: Predictive mean, variance and log marginal likelihood of a...

In JohnReid/DeLorean: Estimates Pseudotimes for Single Cell Expression Data

Description

Predictive mean, variance and log marginal likelihood of a GP. See "2.3 Varying the Hyperparameters" on page 19 of Rasmussen and Williams' book.

Usage

gp.predict(y, K = NULL, Kstar, Kstarstar, U = chol(K))

Arguments

y	The targets.
K	The covariance matrix (kernel) for input points, not needed if U is provided.
Kstar	The cross covariance matrix (kernel)
Kstarstar	The cross covariance matrix (kernel) for test points
U	Cholesky decomposition of K

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