This function computes the predictive negative log-likelihood from a DGP emulator with a likelihood layer.
Arguments
- object
an instance of the
dgp
class and it should be produced bydgp()
withlikelihood
not beingNULL
;- 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/.