get_covariance_matrix_hess.function: Get the Covariance Matrix Hessian for a kernel function

In mattdneal/gaussianProcess: Gaussian Process Fitting and Prediction

Description

Get the Covariance Matrix Hessian for a kernel function

Usage

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

Arguments

kernel	A kernel function
kernel.hess	A Hessian function for kernel
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	Any additional parameters of kernel (internal use only)

Value

A covariance matrix

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