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doc: gp_loolik

Negative log leave-one-out likelihood also called Pseudo-likelihood given oberservations Yt at Xt

Syntax

 nll = gp_loolik(Ktt, Yt, BayesInv)
 nll = gp_loolik(Ktt, Yt, BayesInv, Ht)

Arguments

Ktt matrix (nt, nt) of kernel between the points of Xt
Yt vector (nt, 1) of observations
BayesInv structure array returned by gp_inf(Ht, Ktt, Yt, noise)
Ht matrix (nt, b) of basis data as returned by basis_cst(Xt)

Output

nll float, negative of the logarithm of the pseudo-likelihood

See also

gp_lik | bfgs_search_prior

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