newtons_method: Newton's method for finding optima

Description Usage Arguments

View source: R/newtons_method.R

Description

A simple implementation of Newton's method to find posterior mode. For use with the Laplace approximation in exercise 2, lab1.

Usage

1
newtons_method(y, k_xx, precision = 0.05)

Arguments

y

Vector of outcome variables.

k_xx

Covariance matrix of the GP.

precision

Measured by the squared distance between two consequtive f vectors. Defaults to 0.05.


ooelrich/OBBP documentation built on May 1, 2020, 6:23 a.m.