gr_GP_mod_common_hp_k {MagmaClustR} | R Documentation |
Gradient of the penalised elbo for multiple mean GPs with common HPs
Description
Gradient of the penalised elbo for multiple mean GPs with common HPs
Usage
gr_GP_mod_common_hp_k(hp, db, mean, kern, post_cov, pen_diag)
Arguments
hp |
A tibble, data frame or named vector containing hyper-parameters. |
db |
A tibble containing the values we want to compute the elbo on. Required columns: Input, Output. Additional covariate columns are allowed. |
mean |
A list of the k means of the GPs at union of observed timestamps. |
kern |
A kernel function |
post_cov |
A list of the k posterior covariance of the mean GP (mu_k). Used to compute correction term (cor_term) |
pen_diag |
A jitter term that is added to the covariance matrix to avoid numerical issues when inverting, in cases of nearly singular matrices. |
Value
The gradient of the penalised Gaussian elbo for the sum of the k mean GPs with common HPs.
Examples
TRUE
[Package MagmaClustR version 1.2.0 Index]