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GpOptimization
Commit bfe6ecb7 authored by Emile Contal's avatar Emile Contal
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removed unused argument in gp_loolik

parent 34e622ea
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Showing with 4 additions and 5 deletions
bfgs_search_prior.m
View file @ bfe6ecb7
......@@ -54,6 +54,6 @@ function [nll] = nllcost(Xt, Yt, sf2, rsn, W, kfun, Ht)
Ktt = kfun(Xt, Xt, exp(sf2), exp(W));
noise = exp(sf2+rsn);
BayesInv = gp_inf(Ktt, Yt, noise, Ht);
nll = gp_loolik(Ktt, Yt, noise, BayesInv, Ht);
nll = gp_loolik(Ktt, Yt, BayesInv, Ht);
end
\ No newline at end of file
gp_loolik.m
View file @ bfe6ecb7
......@@ -14,16 +14,15 @@
%
% Copyright (c) by Emile Contal, 2015
function [nll] = gp_loolik(Ktt, Yt, noise, BayesInv, Ht)
function [nll] = gp_loolik(Ktt, Yt, BayesInv, Ht)
%%
% Negative log leave-one-out likelihood also called Pseudo-likelihood given oberservations _Yt_ at _Xt_
%% Syntax
% nll = gp_loolik(Ktt, Yt, noise, BayesInv)
% nll = gp_loolik(Ktt, Yt, noise, BayesInv, Ht)
% 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
% * _noise_ noise standard deviation
% * _BayesInv_ structure array returned by _<gp_inf.html gp_inf>(Ht, Ktt, Yt, noise)_
% * _Ht_ matrix _(nt, b)_ of basis data as returned by _<basis_cst.html basis_cst>(Xt)_
%% Output
......
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