Description Usage Arguments Examples
GP log-likelihood function
1 | logl_gp(paramList, y, kernelList, xList)
|
paramList |
list of parameters |
y |
observations |
kernelList |
list of kernels |
xList |
list of features (time, location, features) |
1 2 3 4 5 6 7 | kernelList = list(k_seasonal, k_spatial_iso)
paramList = list(list(q3=1,q4=1,qs=1, f=1), list(s1 = 1, s2 = 5), sigma_noise = 0.2)
t = matrix(rep(seq(0,10,1),11), ncol = 1)
s = expand.grid(seq(0,10,1), seq(0,10,1))
y = cos(rowSums(s) * t)
xList = list(t,s)
ll = logl_gp(paramList, y, kernelList,xList)
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