GPM (version 3.0.0)

MatrixAlgebra: A Set of Functions for Doing Some Calculations on Matrices in GPM Package

Description

These functions perform some matrix algebra to calculate the log-likelihood function.

Usage

Eigen(A)
CppSolve(A, B)
LowerChol(A)

Arguments

A

Numeric, symmetric, and positive definite matrix.

B

Numeric matrix or vector.

Value

Eigen(A)) returns the smallest eigen value of A. CppSolve(A, B) solves for X in AX=B. LowerChol(A) return the lower triangular Cholesky decomposition of A.

See Also

Fit to see how a GP model can be fitted to a training dataset. Predict to use the fitted GP model for prediction. Draw to plot the response via the fitted model.

Examples

# NOT RUN {
# see the examples in \code{\link[GPM]{Fit}}
# }