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]