GPFDA (version 1.0)

D2: Second derivative of the likelihood

Description

Computer the second derivative of the likelihood function with first and second derivative of the kernel function given.

Usage

D2(d1, d2, inv.Q, Alpha.Q)

Arguments

d1

First derivative of the kernel function.

d2

Second derivative of the kernel function.

inv.Q

Inverse matrix of the covariance matrix

Alpha.Q

$$Q^{-1}%*%Y%*%(Q^{-1}%*%Y)^T-Q^{-1}$$ where Q is the covariance matrix, Y is the response.

Value

• out
  A number

References

Shi, J Q., and Choi, T. (2011), Gaussian Process Regression Analysis for Functional Data, Springer, New York.