rbf_deriv: Compute the jth partial derivative of the rbf kernel

In ebenmichael/gaussianProcess: Fits Gaussian Processes for Regression

Description

Compute the jth partial derivative of the rbf kernel

Usage

rbf_deriv(j, hyper.params, diff.mat, K, noise.var)

Arguments

j	The coordinate of the derivative to compute
hyper.params	Hyper parameters as a vector (for rbf c(amplitude, scales))
diff.mat	The result of pdiff(X,X) for input data X
K	The kernel matrix of X
noise.var	The variance of the noise around the function

Value

The jth partial derivative at hyper.params

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