gptk (version 1.0)

gpObjective: Wrapper function for GP objective.

Description

returns the negative log likelihood of a Gaussian process model given the model structure and a vector of parameters. This allows the use of NETLAB minimisation functions to find the model parameters.

Usage

f <- gpObjective(params, model)

Arguments

params

the parameters of the model for which the objective will be evaluated.

model

the model structure for which the objective will be evaluated.

Value

• f
  the negative log likelihood of the GP model.

See Also

gpCreate, gpGradient, gpLogLikelihood, gpOptimise.

Examples

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