W_kappa_lk: Covariance of kernel computations

View source: R/RcppExports.R

W_kappa_lkR Documentation

Covariance of kernel computations

Description

Creates a submatrix of the same tensor as W_kappa_ij, but this time l,k give the indices of the observations, not variables.

Usage

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

Arguments

design

matrix of design points

theta

lengthscales

i1, i2

index of the observations (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.