eval.cov.mat.hess.node: Evaluate Covariance Matrix Hessian of a Model Tree Node

In mattdneal/gaussianProcess: Gaussian Process Fitting and Prediction

Description

This function recursively evaluates a model tree at the given node, returning the Hessian of the covariance matrix at that node

Usage

eval.cov.mat.hess.node(model.tree, inst.cov.mats, inst.cov.mat.grads,
  inst.cov.mat.hess, node)

Arguments

model.tree	An object of class modelTree
inst.cov.mats	a named list of the covariance matrices of the kernel instances in the model tree
inst.cov.mat.grads	The covariance matrix grads of the kernel instances in the model tree
inst.cov.mat.hess	The covariance matrix Hessians of the kernel instances in the model tree
node	The node to evaluate

Value

A covariance matrix grad (as an array)

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