loglik = new(loglik_gda, om, terms, y, x)This is a standard model which has the form
$$y = \langle \phi(x), \theta \rangle + \delta(x) + \varepsilon,
\delta(x) \sim N(0, \lambda g(x)), \varepsilon \sim N(0,\sigma^2)$$
where \(\phi(x)\) is the basis, \(\theta\) is the coefficient vector,
\(\delta(x)\) is unseen vector corresponding to unmodeled
variance \(\lambda g(x)\), \(\varepsilon\) is an unseen noise vector.
The parameter vector is of length 2 where
\(\sigma=\) exp(para[0]) and \(\lambda=\)exp(2*para[1]).
Arguments
- om
an
outermodinstance to be referred to- terms
a matrix of
terms, must have as many columns as dims inom- y
a vector of observations
- x
a matrix of predictors, must have as many columns as dims in
omand the same number of rows asy
See also
base class: lpdf