Generic function returning the scores for a covariance kernel object

Description

Generic function returning the scores for a covariance kernel object.

Usage

scores(object, ...)

Arguments

Details

Compute the derivatives dl/dθ[k] for the (possibly concentrated) log-likelihood l := log L of a covariance object with parameter vector θ. The score for θ[k] is obtained as a matrix scalar product

dl/dθ[k] = trace(W %*% D)

where D = dC/dθ[k] and where W is the matrix e %*% t(e) - inv(C). The vector e is the vector of residuals and the matrix C is the covariance computed for the design X.

Value

A numeric vector of length npar(object) containing the scores.

Note

The scores can be efficiently computed when the matrix W has already been pre-computed.

Results