scores {kergp} | R Documentation |
Generic Function: Scores for a Covariance Kernel Object
Description
Generic function returning the scores for a covariance kernel object.
Usage
scores(object, ...)
Arguments
object |
A covariance object. |
... |
Other arguments passed to methods. |
Details
Compute the derivatives
for the (possibly concentrated) log-likelihood
of a covariance object with parameter vector
. The score for
is obtained as a matrix scalar product
where
and where
is the matrix
.
The vector
is the vector of residuals
and the matrix
is the covariance computed for the design
.
Value
A numeric vector of length npar(object)
containing the scores.
Note
The scores can be efficiently computed when the matrix
has already been pre-computed.
[Package kergp version 0.5.7 Index]