C_GP_cpp: Equivalent of 'C_GP' using RcppArmadillo

In activegp: Gaussian Process Based Design and Analysis for the Active Subspace Method

Equivalent of C_GP using RcppArmadillo

Description

Equivalent of C_GP using RcppArmadillo

Usage

C_GP_cpp(design, response, theta, Ki, ct)

Arguments

design	A matrix of design points, one in each row
response	A vector of observations at each design point.
theta	vector of lengthscales
Ki	inverse covariance matrix
ct	Covariance type, 1 means Gaussian, 2 means Matern 3/2, 3 means Matern 5/2

Value

The active subspace matrix C.

activegp documentation built on May 29, 2024, 9:22 a.m.