modelGradient: Model log-likelihood/objective error function and its...

In alkalait/gptk: Gaussian Processes Tool-Kit

Description

modeGradient gives the gradient of the objective function for a model. By default the objective function (modelObjective) is a negative log likelihood (modelLogLikelihood).

Usage

modelObjective(params, model, ...)
modelLogLikelihood(model)
modelGradient(params, model, ...)

Arguments

params	parameter vector to evaluate at.
model	model structure.
...	optional additional arguments.

Value

g	the gradient of the error function to be minimised.
v	the objective function value (lower is better).
ll	the log-likelihood value.

See Also

modelOptimise.

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