corrlin: Correlation: Lin

Description Usage Arguments Value Author(s) See Also

View source: R/buildKrigingDACE.R

Description

Linear correlation function.
If length(theta) = 1, then the model is isotropic:
all theta_j = theta.

Usage

1
corrlin(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 http://www2.imm.dtu.dk/projects/dace/ are Hans Bruun Nielsen hbn@imm.dtu.dk, Soren Nymand Lophaven and Jacob Sondergaard.
Ported to R by Martin Zaefferer martin.zaefferer@fh-koeln.de.

See Also

buildKrigingDACE


SPOT documentation built on May 29, 2017, 1:54 p.m.

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