vecchia_laplace_likelihood {GPvecchia}

Wrapper for VL version of vecchia_likelihood

Description

Wrapper for VL version of vecchia_likelihood

Usage

vecchia_laplace_likelihood(
  z,
  vecchia.approx,
  likelihood_model,
  covparms,
  likparms = list(alpha = 2, sigma = sqrt(0.1)),
  covmodel = "matern",
  max.iter = 50,
  convg = 1e-05,
  return_all = FALSE,
  y_init = NA,
  prior_mean = rep(0, length(z)),
  vecchia.approx.IW = NA
)

Arguments

z

an array of real numbers representing observations

vecchia.approx

a vecchia object as generated by vecchia_specify()

likelihood_model

text describing likelihood model to be used for observations

covparms

covariance parameters as a vector

likparms

likelihood parameters for the likelihood_model, as a list

covmodel

describes the covariance model, "matern" by default

max.iter

maximum iterations to perform

convg

convergence criteria. End iterations if the Newton step is this small

return_all

Return additional posterior covariance terms

y_init

Specify initial guess for posterior mode

prior_mean

specify the prior latent mean

vecchia.approx.IW

an optional vecchia approximation object, can reduce computation if method is called repeatedly

Value

(multivariate normal) loglikelihood implied by the Vecchia approximation

Examples

z=rnorm(10); locs=matrix(1:10,ncol=1); vecchia.approx=vecchia_specify(locs,m=5)
vecchia_laplace_likelihood(z,vecchia.approx,"gaussian",covparms=c(1,2,.5))