minus_loglikeli_c: Calculates the integrated log likelihood

In katzfuss-group/NPvecchia: Large Scale Covariance Estimation

Calculates the integrated log likelihood

Description

This is the C++ version of minus_loglikeli. See there for further documentation.

Usage

minus_loglikeli_c(thetas, datum, NNarray, threshh = 0.001, negativ = TRUE)

Arguments

thetas	3 real numbers representing the three hyperparameters
datum	an N * n matrix of the data (N replications of n locations/variables)
NNarray	an n * m2 matrix giving the m nearest neighbors previous in the ordering (or outputting NAs if not available [i.e. there are not m previous points]) that are ordered from closest to furthest away. It is OK to have m2 large, as it will be reduced to match the size of the posterior means (i.e. number of columns in the third element of the posteriors), but never have m2 < 2.
threshh	threshold for number of neighbors (for thetas_to_priors); defaults to 1e-3
negativ	boolean defaulting to true; if false, the positive log-likelihood is returned

Details

This function is much faster than the R version, making it preferable.

katzfuss-group/NPvecchia documentation built on April 15, 2022, 2:23 a.m.