Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dparams Doesn't need to be exported, should only be useful in functions. — gradfuncarray • GauPro

Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dparams Doesn't need to be exported, should only be useful in functions.

Usage

gradfuncarray(dC_dparams, Cinv, Cinv_yminusmu)

Arguments

dC_dparams: Derivative matrix for covariance function wrt kernel parameters
Cinv: Inverse of covariance matrix
Cinv_yminusmu: Vector that is the inverse of C times y minus the mean.

Value

Vector, one value for each parameter

Examples

gradfuncarray(array(dim=c(2,4,4), data=rnorm(32)), matrix(rnorm(16),4,4), rnorm(4))
#>           [,1]
#> [1,] -4.348670
#> [2,] -1.440722