score {deepgp} | R Documentation |
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
).
score(y, mu, sigma)
y |
response vector |
mu |
predicted mean |
sigma |
predicted covariance |
Gneiting, T, and AE Raftery. 2007. Strictly Proper Scoring Rules, Prediction, and Estimation. Journal of the American Statistical Association 102 (477), 359-378.