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io.github.mandar2812.dynaml.models.stp

AbstractSTPRegressionModel

Related Docs: class AbstractSTPRegressionModel | package stp

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object AbstractSTPRegressionModel

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  12. def logLikelihood(mu: Double, trainingData: PartitionedVector, kernelMatrix: PartitionedPSDMatrix): Double

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  13. def logLikelihood(mu: Double, trainingData: DenseVector[Double], kernelMatrix: DenseMatrix[Double]): Double

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    Calculate the marginal log likelihood of the training data for a pre-initialized kernel and noise matrices.

    Calculate the marginal log likelihood of the training data for a pre-initialized kernel and noise matrices.

    trainingData

    The function values assimilated as a DenseVector

    kernelMatrix

    The kernel matrix formed from the data features

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