separable_kernel: Product correlation matrix with the product form
In RobustCalibration: Robust Calibration of Imperfect Mathematical Models

separable_kernel

R Documentation

Product correlation matrix with the product form

Function to construct the product correlation matrix with the product form. This is imported from the RobustGaSP package.

separable_kernel(R0, beta, kernel_type, alpha)

`R0`	A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.
`beta`	The range parameters.
`kernel_type`	A vector specifying the type of kernels of each coordinate of the input. `matern_3_2` and `matern_5_2` are `Matern correlation` with roughness parameter 3/2 and 5/2 respectively. `pow_exp` is power exponential correlation with roughness parameter alpha. If `pow_exp` is to be used, one needs to specify its roughness parameter alpha. The default choice is `matern_5_2`. The `periodic_gauss` means the Gaussian kernel with periodic folding method with be used. The codeperiodic_exp means the exponential kernel with periodic folding method will be used.
`alpha`	Roughness parameters in the kernel functions.