gpCovGrads: Sparse objective function gradients wrt Covariance functions...

Description Usage Arguments Value See Also Examples

View source: R/gpCovGrads.R

Description

gives the gradients of the log likelihood with respect to the components of the sparse covariance (or the full covariance for the ftc case).

Usage

1
gpCovGrads(model, M)

Arguments

model

the model for which the gradients are to be computed.

M

The training data for which the computation is to be made

Value

gK_uu

the gradient of the likelihood with respect to the elements of K_uu (or in the case of the 'ftc' criterion the gradients with respect to the kernel).

gK_uf

the gradient of the likelihood with respect to the elements of K_uf.

gLambda

the gradient of the likelihood with respect to the diagonal term in the fitc approximation and the blocks of the pitc approximation.

gBeta

the gradient with respect to the beta term in the covariance structure.

See Also

gpCreate, gpLogLikeGradients.

Examples

1
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alkalait/gptk documentation built on March 7, 2020, 6:30 a.m.