create.numeric.hessian.from.grad: Create a numerical Hessian function from a kernel grad using...

In mattdneal/gaussianProcess: Gaussian Process Fitting and Prediction

Description

Create a numerical Hessian function from a kernel grad using the jacobian function.

Usage

create.numeric.hessian.from.grad(k.grad, method = "Richardson",
  method.args = NULL, additional.params = list())

Arguments

k.grad	function giving the gradient of the kernel
method	method for creating numeric Jacobian, see jacobian
method.args	method arguments for creating numeric Jacobian, see jacobian
additional.params	additional parameters for the kernel grad function k

Value

A function which gives the numeric Hessian for k.grad w.r.t. the kernel hyperparameters.

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