Correlation: Noisy Kriging

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Description

Noisy Kriging correlation function using nuggets

Usage

1
corrnoisykriging(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.
Extension of the Matlab code by Tobias Wagner wagner@isf.de.
Ported to R by Martin Zaefferer martin.zaefferer@fh-koeln.de.

See Also

spotPredictDace daceBuilder

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