ParzenANLL: Average 'ParzenTest()' over all test points

In rudazhang/plmr: Probabilistic Learning on Manifolds in R

Description

Useful for tuning hyperparameters: d, k, sigma.

Usage

ParzenANLL(Y, X, sigma)

Arguments

Y	Matrix of test data, n columns.
X	Matrix of training data, n columns.
sigma	Marginal standard deviation of an isotropic Gaussian added to each point. Should be greater than zero.

Value

Average negative log likelihood of the test data given the Parzen model on the training data and the bandwidth.

rudazhang/plmr documentation built on Aug. 30, 2021, 5:43 p.m.