vecchia_likelihood {GPvecchia}

evaluation of the likelihood

Description

evaluation of the likelihood

Usage

vecchia_likelihood(z, vecchia.approx, covparms, nuggets, covmodel = "matern")

Arguments

z

the observed data

vecchia.approx

a vecchia object as generated by vecchia_specify()

covparms

covariance parameters as a vector

nuggets

either a single (constant) nugget or a vector of nugget terms for the observations

covmodel

covariance model, 'matern' by default

Value

(multivariate normal) loglikelihood implied by the Vecchia approximation

Examples

z=rnorm(5); locs=matrix(1:5,ncol=1); vecchia.approx=vecchia_specify(locs,m=3)
vecchia_likelihood(z,vecchia.approx,covparms=c(1,2,.5),nuggets=.2)