score {deepgp}

Calculates score

Description

Calculates score, proportional to the multivariate normal log likelihood. Higher scores indicate better fits. Only applicable to noisy data. Requires full covariance matrix (e.g. predict with lite = FALSE).

Usage

score(y, mu, sigma)

Arguments

y

response vector

mu

predicted mean

sigma

predicted covariance

References

Gneiting, T, and AE Raftery. 2007. Strictly Proper Scoring Rules, Prediction, and Estimation. Journal of the American Statistical Association 102 (477), 359-378.