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DeLorean (version 1.5.0)

gp.log.marg.like: The log marginal likelihood. See "2.3 Varying the Hyperparameters" on page 19 of Rasmussen and Williams' book.

Description

The log marginal likelihood. See "2.3 Varying the Hyperparameters" on page 19 of Rasmussen and Williams' book.

Usage

gp.log.marg.like(y, K = NULL, U = chol(K))

Arguments

y

The targets.

K

The covariance matrix (kernel), not needed if U is provided.

U

Cholesky decomposition of K (chol(K)).