corr_gauss_matrix_sym_armaC: Correlation Gaussian matrix in C using Armadillo (symmetric)

In GauPro: Gaussian Process Fitting

Correlation Gaussian matrix in C using Armadillo (symmetric)

Description

About 30

Usage

corr_gauss_matrix_sym_armaC(x, theta)

Arguments

x	Matrix x
theta	Theta vector

Value

Correlation matrix

Examples

corr_gauss_matrix_sym_armaC(matrix(c(1,0,0,1),2,2),c(1,1))

x3 <- matrix(runif(1e3*6), ncol=6)
th <- runif(6)
t3 <- corr_gauss_matrix_symC(x3, th)
t4 <- corr_gauss_matrix_sym_armaC(x3, th)
identical(t3, t4)
# microbenchmark::microbenchmark(corr_gauss_matrix_symC(x3, th),
#                     corr_gauss_matrix_sym_armaC(x3, th), times=50)

GauPro documentation built on April 11, 2023, 6:06 p.m.