separable_kernel: Product correlation matrix with the product form

separable_kernelR Documentation

Product correlation matrix with the product form

Description

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

Usage

separable_kernel(R0, beta, kernel_type, alpha)

Arguments

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 periodic_exp means the exponential kernel with periodic folding method will be used.

alpha

Roughness parameters in the kernel functions.

Value

The product correlation matrix with the product form.

Author(s)

Mengyang Gu [aut, cre]

Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>


RobustCalibration documentation built on June 22, 2024, 10:37 a.m.