powexp: The powered-exponential correlation function

In GPBayes: Tools for Gaussian Process Modeling in Uncertainty Quantification

The powered-exponential correlation function

Description

This function computes the powered-exponential correlation function given a distance matrix. The powered-exponential correlation function is given by

C(h)=\exp\left\{-\left(\frac{h}{\phi}\right)^{\nu}\right\},

where \phi is the range parameter. \nu is the smoothness parameter. The case \nu=2 corresponds to the well-known Gaussian correlation.

Usage

powexp(d, range, nu)

Arguments

d	a matrix of distances
range	a numerical value containing the range parameter
nu	a numerical value containing the smoothness parameter

Value

a numerical matrix

Author(s)

Pulong Ma [e-mail]

See Also

kernel

GPBayes documentation built on May 29, 2024, 7:30 a.m.