gptk (version 1.06)

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

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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