IVM.regression: Perform IVM selection for sparse GP regression

Description Usage Arguments Value

View source: R/IVM.R

Description

Perform IVM selection for sparse GP regression

Usage

1
IVM.regression(predictors, activeSetSize, variance, kernel.function)

Arguments

predictors

a numeric matrix of predictors (X)

activeSetSize

the number of points to select for the active set

variance

the variance of the Gaussian noise function

kernel.function

a positive definite function which takes two vectors x_1 and x_2 and returns the covariance between the two points

Value

An object of class IVM. Active set indices are stored in activeSet


mattdneal/IVM documentation built on May 21, 2019, 12:58 p.m.