estimate_noise_gp {GPCERF} | R Documentation |
Estimates the standard deviations of the nugget term in standard GP by calculating the standard deviations of the residuals.
estimate_noise_gp(data, sigma_obs, inv_sigma_obs)
data |
A vector of outcome data. |
sigma_obs |
Covariance matrix between observed covariates. |
inv_sigma_obs |
Inverse of the covariance matrix between observed covariates. |
A scalar of estimated standard deviation of the nugget term in standard GP.