View source: R/mgp.functions.R
Calculate a multivariate Gaussian processes covariance matrix given a vector of hyperparameters
List of two elements: 'input' and 'response'. The element 'input' is a list of N vectors, where each vector represents the input covariate values for a particular output. The element 'response' is the corresponding list of N matrices (if there are multiple realisations) or vectors (for a single realisation) representing the response variables.
Vector of hyperparameters
Shi, J. Q., and Choi, T. (2011), “Gaussian Process Regression Analysis for Functional Data”, CRC Press.
## See examples in vignette: # vignette("mgpr", package = "GPFDA")
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