gp_log_marg_like_helper: Compute the log marginal likelihood from parameters of the GP

Description Usage Arguments Value

Description

Compute the log marginal likelihood from parameters of the GP

Usage

1

Arguments

y

An n dimensional vector of outputs for observed data

K

The n x n covariance matrix on the seen data

alpha

An n dimensional vector, alpha = K^-1 y

Value

Log marginal likelihood


ebenmichael/gaussianProcess documentation built on May 15, 2019, 7:30 p.m.