estimate_noise_gp {GPCERF}R Documentation

Estimate the standard deviation of the nugget term in standard Gaussian process

Description

Estimates the standard deviations of the nugget term in standard GP by calculating the standard deviations of the residuals.

Usage

estimate_noise_gp(data, sigma_obs, inv_sigma_obs)

Arguments

data

A vector of outcome data.

sigma_obs

Covariance matrix between observed covariates.

inv_sigma_obs

Inverse of the covariance matrix between observed covariates.

Value

A scalar of estimated standard deviation of the nugget term in standard GP.


[Package GPCERF version 0.2.4 Index]