Calculate negative marginal log likelihood of a Gaussian process regression model

Calculate negative marginal log likelihood of a Gaussian process regression model

Usage

neg_log_likelihood(params, x, xprime, y, covfun, noise = 0, ...)

Arguments

params

vector of hyperparameters

x

numeric vector of input data

xprime

numeric vector of data points to predict

y

numeric vector of values to learn from

covfun

function specifying the covariance function to use

noise

numeric scalar denoting the noise variance to add to the (x, x) covariance matrix of observations. Defaults to 0 for no noise modelling

...

arguments to be passed to methods

Value

numeric scalar of the negative log likelihood

Author

Trent Henderson