covarianceCzz: Covariance matrix between units of the previous and current...

Description Usage Arguments Value

View source: R/tagi.R

Description

This function calculate the covariance matrix between units of the previous and current layers Σ_{ZZ^{+}} for a given layer.

Usage

1
covarianceCzz(mp, Sz, J, idxCawa)

Arguments

mp

Mean vector of parameters for the current layer μ_{θ}

Sz

Covariance matrix of units for the current layer Σ_{Z}

J

Jacobian matrix evaluated at μ_{Z}

idxCawa

Indices for weights and for activation units for the current and previous layers respectively

Value

Covariance matrix between units of previous and current layers Σ_{ZZ^{+}}


mgoulet847/tagi documentation built on Dec. 21, 2021, 5:10 p.m.