gr_sum_logL_GP_clust {MagmaClustR} | R Documentation |
Gradient of the mixture of Gaussian likelihoods
Description
Compute the gradient of a sum of Gaussian log-likelihoods, weighted by their mixture probabilities.
Usage
gr_sum_logL_GP_clust(hp, db, mixture, mean, kern, post_cov, pen_diag)
Arguments
hp |
A tibble, data frame or named vector of hyper-parameters. |
db |
A tibble containing data we want to evaluate the logL on. Required columns: Input, Output. Additional covariate columns are allowed. |
mixture |
A tibble or data frame, indicating the mixture probabilities of each cluster for the new individual/task. |
mean |
A list of hyper-posterior mean parameters for all clusters. |
kern |
A kernel function. |
post_cov |
A list of hyper-posterior covariance parameters for all clusters. |
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
A named vector, corresponding to the value of the hyper-parameters' gradients for the mixture of Gaussian log-likelihoods involved in the prediction step of MagmaClust.
Examples
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