unscaledCorr: Calculate an unscaled NSGP correlation matrix

In GPFDA: Gaussian Process for Functional Data Analysis

Calculate an unscaled NSGP correlation matrix

Description

Calculate an unscaled NSGP correlation matrix

Usage

unscaledCorr(Dist.mat, corrModel, gamma = NULL, nu = NULL)

Arguments

Dist.mat	Distance matrix
corrModel	Correlation function specification used for g(.). It can be either "pow.ex" or "matern".
gamma	Power parameter used in powered exponential kernel function. It must be 0<gamma<=2.
nu	Smoothness parameter of the Matern class. It must be a positive value.

Value

A matrix

References

Konzen, E., Shi, J. Q. and Wang, Z. (2020) "Modeling Function-Valued Processes with Nonseparable and/or Nonstationary Covariance Structure" <arXiv:1903.09981>.

Examples

## See examples in vignette:
# vignette("nsgpr", package = "GPFDA")

GPFDA documentation built on Sept. 11, 2023, 1:08 a.m.