computeLikelihood: Internal function: compute a negative log-likelihood...

In egpivo/autoFRK: Automatic Fixed Rank Kriging

Internal function: compute a negative log-likelihood (-2*log(likelihood))

Description

Internal function: compute a negative log-likelihood (-2*log(likelihood))

Usage

computeLikelihood(data, Fk, M, s, Depsilon)

Arguments

data	An n by T data matrix (NA allowed) with z[t] as the t-th column.
Fk	An n by K matrix of basis function values with each column being a basis function taken values at loc.
M	A K by K symmetric matrix.
s	A scalar.
Depsilon	An n by n diagonal matrix.

Value

A numeric.

egpivo/autoFRK documentation built on Aug. 30, 2024, 1:11 p.m.