correxpg: Correlation: Expg

In SPOT: Sequential Parameter Optimization Toolbox

Correlation: Expg

Description

General exponential correlation function.
If n > 1 and length(theta) = 1, then the model is isotropic:
theta_j = theta[1], j=1,...,n; theta_[n+1] = theta[2].

Usage

correxpg(theta, d, ret = "all")

Arguments

theta	parameters in the correlation function
d	m*n matrix with differences between given data points
ret	A string. If set to "all" or "dr", the derivative of r (dr) will be returned, else dr is NA.

Value

returns a list with two elements:

r	correlation
dr	m*n matrix with the Jacobian of r at x. It is assumed that x is given implicitly by d[i,] = x - S[i,], where S[i,] is the i'th design site.

Author(s)

The authors of the original DACE Matlab code are Hans Bruun Nielsen, Soren Nymand Lophaven and Jacob Sondergaard.
Ported to R by Martin Zaefferer [e-mail].

See Also

buildKrigingDACE

SPOT documentation built on June 26, 2022, 1:06 a.m.