W_kappa_ij: Covariance of kernel computations

View source: R/RcppExports.R

W_kappa_ijR Documentation

Covariance of kernel computations

Description

Computes Int(kappa_i(X, design) . kappa_j(design, X)). This function is preferred for initialization

Usage

W_kappa_ij(design, theta, i1, i2, ct)

Arguments

design

matrix of design points

theta

lengthscales

i1, i2

index of the derivatives (WARNING: starts at 0)

ct

Covariance type, 1 means Gaussian, 2 means Matern 3/2, 3 means Matern 5/2

Value

The matrix representing the result of the integration.


activegp documentation built on June 28, 2022, 1:05 a.m.