gp.predict: Predictive mean, variance and log marginal likelihood of a GP.
See "2.3 Varying the Hyperparameters"
on page 19 of Rasmumssen and Williams' book.
Description
Predictive mean, variance and log marginal likelihood of a GP.
See "2.3 Varying the Hyperparameters"
on page 19 of Rasmumssen and Williams' book.
Usage
gp.predict(y, K = NULL, Kstar, Kstarstar, U = chol(K))
Arguments
y
The targets.
K
The covariance matrix (kernel) for input points, not needed if U is provided.
Kstar
The cross covariance matrix (kernel)
Kstarstar
The cross covariance matrix (kernel) for test points