get_kstar_matrix: Get predictive K* matrix

In mattdneal/gaussianProcess: Gaussian Process Fitting and Prediction

Description

This function returns the K* matrix of covariances between the training data and the data to predict

Usage

get_kstar_matrix(kernel, data.to.predict, training.data, hyper.params, ...)

Arguments

kernel	the kernel function
data.to.predict	numeric matrix of data to predict
training.data	the data used to train the Gaussian process
hyper.params	the kernel's hyperparameters

Value

a numeric matrix

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