kerGauss: Gaussian kernel computation

In KEPTED: Kernel-Embedding-of-Probability Test for Elliptical Distribution

Gaussian kernel computation

Description

Computing the values of Gaussian kernel functions.

Usage

kerGauss(gamma, z1, z2)

Arguments

gamma	A number, the bandwidth parameter in the Gaussian kernel.
z1	A vector, the first input of the Gaussian kernel.
z2	A vector, the second input of the Gaussian kernel.

Details

The Gaussian kernel is defined as k(z1,z2)=exp(-gamma*||z1-z2||^2).

Value

A number, the value of the Gaussian kernel function.

Examples

gamma=0.02
z1=c(3,1,3)
z2=c(8,1,9)
kerGauss(gamma,z1,z2)

KEPTED documentation built on May 29, 2024, 12:05 p.m.