construct_rgasp | R Documentation |
This function constructs the Robust GaSP model if the range and noise-variance ratio parameters are given or have been estimated.
construct_rgasp(beta, nu, R0, X, zero_mean, output, kernel_type, alpha)
beta |
inverse-range parameters. |
nu |
noise-variance ratio parameter. |
R0 |
A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector. |
X |
The mean basis function i.e. the trend function. |
zero_mean |
The mean basis function is zero or not. |
output |
the output vector. |
kernel_type |
Type of kernel. |
alpha |
Roughness parameters in the kernel functions. |
A list. The first element is a lower triangular matrix L
, a cholesky decomposition of R
, i.e. LL^t=R
and R
is the correlation matrix. The second element is lower triangular matrix LX
a cholesky decomposition of X^tR^{-1}X
. The third element is a vector theta_hat
, the mean (trend) parameters. The last element is numeric valued sigma2_hat
, which is the estimated variance parameter.
Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
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