get_covariance_matrix_hess.ModelTree: Get the Covariance Matrix Hessian for a Kernel ModelTree

In mattdneal/gaussianProcess: Gaussian Process Fitting and Prediction

Description

Get the Covariance Matrix Hessian for a Kernel ModelTree

Usage

## S3 method for class 'ModelTree'
get_covariance_matrix_hess(kernel, kernel.hess = NULL, x,
  sigma.n, hyper.params, additional.params = list(), cache = NULL)

Arguments

kernel	A ModelTree object
kernel.hess	Not used for ModelTree objects
x	A matrix of data to find the covariance matrix grad of
sigma.n	The standard deviation of the noise to add to the kernel - used to regularise the resulting covariance matrix
hyper.params	The hyperparameters of kernel
additional.params	an empty list (not used for ModelTree objects)

Value

A covariance matrix

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