pow_exp_deriv: The derivative of power exponential correlation function with...
In RobustGaSP: Robust Gaussian Stochastic Process Emulation
pow_exp_deriv R Documentation
The derivative of power exponential correlation function with regard to the inverse range parameter
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
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 <mengyang@pstat.ucsb.edu>
See Also
pow_exp_funct.
RobustGaSP documentation built on June 1, 2022, 9:08 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| pow_exp_deriv | R Documentation |
The derivative of power exponential correlation function with regard to the inverse range parameter
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
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 <mengyang@pstat.ucsb.edu>
See Also
pow_exp_funct.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.