Update kernel parameters for a GP
Usage
update_ls_sigma_noise(
ls,
sigma,
noise_ratio,
gpdraw,
K,
D,
lsPrior,
sigmaPrior,
noisePrior,
kern
)Arguments
- ls
Current length scale
- sigma
Current sigma
- noise_ratio
Current noise ratio
- gpdraw
Last draw from the gp with these parameters
- K
Current kernel matrix
- D
Distance matrix
- lsPrior
prior information for length scale, needs mh_sd, max, a, b
- sigmaPrior
prior information for sigma, needs a, b
- noisePrior
prior information for noise_ratio, needs mh_sd, a, b
- kern
Kernel function accepting a distance matrix and a length scale.