logl_gp: GP log-likelihood function

Description Usage Arguments Examples

View source: R/utils.R

Description

GP log-likelihood function

Usage

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logl_gp(paramList, y, kernelList, xList)

Arguments

paramList

list of parameters

y

observations

kernelList

list of kernels

xList

list of features (time, location, features)

Examples

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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)

ick003/GPspt documentation built on March 16, 2020, 3:34 a.m.