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Calculate negative predicted log-likelihood

Source: R/utils.R
nllik.Rd

This function computes the negative predicted log-likelihood from a DGP emulator with a likelihood layer.

Usage

nllik(object, x, y)

Arguments

object

an instance of the dgp class and it should be produced by dgp() with likelihood not being NULL;

x

a matrix where each row is an input testing data point and each column is an input dimension.

y

a matrix with only one column where each row is a scalar-valued testing output data point.

Value

An updated object is returned with an additional slot named NLL that contains two elements. The first one, named meanNLL, is a scalar that gives the average negative predicted log-likelihood across all testing data points. The second one, named allNLL, is a vector that gives the negative predicted log-likelihood for each testing data point.

Details

See further examples and tutorials at https://mingdeyu.github.io/dgpsi-R/.

Examples

if (FALSE) { # \dontrun{

# Check https://mingdeyu.github.io/dgpsi-R/ for examples
# on how to compute the negative predicted log-likelihood
# using nllik().
} # }