pow_exp_deriv: The derivative of power exponential correlation function with...

Description Usage Arguments Value Author(s) See Also

Description

The function computes the derivative of a correlation matrix using 1-dimensional power exponential correlation function, with regard to the inverse range parameter.

Usage

1
pow_exp_deriv(R0_i, R, beta_i, alpha_i)

Arguments

R0_i

an absolute difference matrix of the i-th input vector.

R

the correlation matrix.

beta_i

the inverse range parameter.

alpha_i

the roughness parameter.

Value

A matrix in which each element is the derivative of 1-dimensional power exponential correlation function with regard to the inverse range parameter.

Author(s)

Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]

Maintainer: Mengyang Gu <[email protected]>

See Also

pow_exp_funct.


RobustGaSP documentation built on June 6, 2019, 1:02 a.m.