W_kappa_ij2: Covariance of kernel computations

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

Covariance of kernel computations

Description

Computes Int(kappa_i(X, design1) . kappa_j(design2, X)). This function is preferred for initialization

Usage

W_kappa_ij2(design1, design2, theta, i1, i2, ct)

Arguments

design1, design2	matrices 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

matrix of size nrow(design1) x nrow(design2)

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