Description Usage Arguments Value Note References See Also Examples

Builds the correlation matrix given two datasets, and the type and parameters of the correlation function.

1 | ```
corr_mat(X1, X2, phi_full)
``` |

`X1, X2` |
Matrices containing the data points. The rows and columns of both |

`phi_full` |
The vector storing all the scale (aka roughness) parameters of the correlation function. See |

R The Correlation matrix with size `nrow(X1)`

-by-`nrow(X2)`

. See here.

This function is **NOT** exported once the LVGP package is loaded.

"A Latent Variable Approach to Gaussian Process Modeling with Qualitative and Quantitative Factors", Yichi Zhang, Siyu Tao, Wei Chen, and Daniel W. Apley (arXiv)

`LVGP_fit`

to see how a GP model can be fitted to a training dataset.

`LVGP_predict`

to use the fitted LVGP model for prediction.

`LVGP_plot`

to plot the features of the fitted model.

1 | ```
# see the examples in the documentation of the function LVGP_fit.
``` |

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