Finds reasonable upper/lower bounds on gp parameters ensuring matrices remain pd invertible
Usage
gp_param_bounds(Ds, Dt, kernel, tolerance = 1e-10)
Arguments
- Ds
Spatial distance matrix
- Dt
Temporal distance matrix
- kernel
Kernel function accepting a distance matrix and a length scale.
- tolerance
Numerical tolerance used to assess matrix invertibility.
Value
A list containing the upper bounds ltmax and lsmax for the
temporal and spatial length scales, respectively.