GP.logL#
- GP.logL(p: Any, Y: Array) Any[source]#
Computes the log likelihood without returning any stored values from the decomposition of the covariance matrix.
- Parameters:
p (PyTree) – Pytree of hyperparameters used to calculate the covariance matrix in addition to any mean function parameters which may be needed to calculate the mean function.
Y (JAXArray) – Observed data to fit, must be of shape
(N_l, N_t).
- Returns:
The value of the log likelihood.
- Return type:
Scalar