separable_multi_kernel: Product correlation matrix with the product form

In RobustGaSP: Robust Gaussian Stochastic Process Emulation

Product correlation matrix with the product form

Description

Function to construct the product correlation matrix with the product form. The kernel can be different for each coordinate of the input.

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 of integer specifying the type of kernels of each coordinate of the input. In each coordinate of the vector, 1 means the pow_exp kernel with roughness parameter specified in alpha; 2 means matern_3_2 kernel; 3 means matern_5_2 kernel; 5 means periodic_gauss kernel; 5 means periodic_exp kernel.
alpha	Roughness parameters in the kernel functions.

Value

The product correlation matrix with the product form.

Author(s)

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

Maintainer: Mengyang Gu <[e-mail]>

RobustGaSP documentation built on June 1, 2022, 9:08 a.m.