W_kappa_ij_up: Covariance of kernel computations

View source: R/RcppExports.R

W_kappa_ij_upR Documentation

Covariance of kernel computations

Description

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

Usage

W_kappa_ij_up(W, design, theta, i1, i2, start, ct)

Arguments

W

The matrix to store the computation in

design

matrix of design points

theta

lengthscales

i1, i2

index of the derivatives (WARNING: starts at 0)

start

The column/row index at which to start the computation (doesn't touch the start by start submatrix).

ct

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

Value

W is modified in-place.


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