CGGP_internal_CorrMatCauchy: Cauchy correlation function

In CGGP: Composite Grid Gaussian Processes

Cauchy correlation function

Description

Calculate correlation matrix for two sets of points in one dimension. Note that this is not the correlation between two vectors.

Usage

CGGP_internal_CorrMatCauchy(
  x1,
  x2,
  theta,
  return_dCdtheta = FALSE,
  return_numpara = FALSE,
  returnlogs = FALSE
)

Arguments

x1	Vector of coordinates from same dimension
x2	Vector of coordinates from same dimension
theta	Correlation parameters: LS Log of parameter that controls lengthscale FD Logit of 0.5*parameter that controls the fractal dimension HE Log of parameter that controls the hurst effect
return_dCdtheta	Should dCdtheta be returned?
return_numpara	Should it just return the number of parameters?
returnlogs	Should log of correlation be returned?

Value

Matrix of correlation values between x1 and x2

See Also

Other correlation functions: CGGP_internal_CorrMatCauchySQT(), CGGP_internal_CorrMatCauchySQ(), CGGP_internal_CorrMatGaussian(), CGGP_internal_CorrMatMatern32(), CGGP_internal_CorrMatMatern52(), CGGP_internal_CorrMatPowerExp(), CGGP_internal_CorrMatWendland0(), CGGP_internal_CorrMatWendland1(), CGGP_internal_CorrMatWendland2()

Examples

CGGP_internal_CorrMatCauchy(c(0,.2,.4),c(.1,.3,.5), theta=c(-1,.9,.1))

CGGP documentation built on May 29, 2024, 2:35 a.m.