CGGP_internal_calcpw {CGGP} | R Documentation |
Predictive weights are Sigma^-1*y in standard GP. This calculation is much faster since we don't need to solve the full system of equations.
CGGP_internal_calcpw(CGGP, y, theta, return_lS = FALSE)
CGGP |
CGGP object |
y |
Measured values for CGGP$design |
theta |
Correlation parameters |
return_lS |
Should lS be returned? |
Vector with predictive weights
cggp <- CGGPcreate(d=3, batchsize=100)
y <- apply(cggp$design, 1, function(x){x[1]+x[2]^2+rnorm(1,0,.01)})
CGGP_internal_calcpw(CGGP=cggp, y=y, theta=cggp$thetaMAP)