Calculate gradfunc in optimization to speed up. NEEDS TO APERM dC_dparams Doesn't need to be exported, should only be useful in functions.
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(dC_dparams, Cinv, Cinv_yminusmu)
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. |
Vector, one value for each parameter
# corr_gauss_dCdX(matrix(c(1,0,0,1),2,2),c(1,1))
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