logLikHessian {activegp}R Documentation

Hessian of the log-likelihood with respect to lengthscales hyperparameters Works for homGP and hetGP models from the hetGP package for now.

Description

Hessian of the log-likelihood with respect to lengthscales hyperparameters Works for homGP and hetGP models from the hetGP package for now.

Usage

logLikHessian(model)

Arguments

model

homGP model

Value

A matrix giving the Hessian of the GP loglikelihood.


[Package activegp version 1.0.6 Index]