CGGP_internal_CorrMatMatern52: Matern 5/2 correlation function

In CGGP: Composite Grid Gaussian Processes

Matern 5/2 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_CorrMatMatern52(
  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_CorrMatCauchy(), CGGP_internal_CorrMatGaussian(), CGGP_internal_CorrMatMatern32(), CGGP_internal_CorrMatPowerExp(), CGGP_internal_CorrMatWendland0(), CGGP_internal_CorrMatWendland1(), CGGP_internal_CorrMatWendland2()

Examples

CGGP_internal_CorrMatMatern52(c(0,.2,.4),c(.1,.3,.5), theta=c(-.7))

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