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DeLorean (version 1.2.2)

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

Description

The log marginal likelihood. See "2.3 Varying the Hyperparameters" on page 19 of Rasmumssen 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)).