trace_term_fun: Calculate the trace term in the ELBO.
In nategarton13/sparseRGPs: Fit Sparse Gaussian Processes
Description
Usage
Arguments
Value
Description
Calculate the trace term in the ELBO for use in the variational approximation.
Usage
1
trace_term_fun(cov_par, Sigma12, Sigma22, delta)
Arguments
cov_par
A named list of covariance parameters.
Sigma12
Covariance matrix between observed data locations (rows) and knots (columns)
Sigma22
Variance covariance matrix at the knots.
delta
A small diagonal perturbation to Sigma22 for numerical stability.
Value
The value of the trace term in the ELBO.
nategarton13/sparseRGPs documentation built on May 27, 2020, 9:46 a.m.
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Description Usage Arguments Value
Description
Calculate the trace term in the ELBO for use in the variational approximation.
Usage
1 | trace_term_fun(cov_par, Sigma12, Sigma22, delta)
|
Arguments
cov_par |
A named list of covariance parameters. |
Sigma12 |
Covariance matrix between observed data locations (rows) and knots (columns) |
Sigma22 |
Variance covariance matrix at the knots. |
delta |
A small diagonal perturbation to Sigma22 for numerical stability. |
Value
The value of the trace term in the ELBO.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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