d1: Get Integerodifferential Quantities

View source: R/hetGP_funcs.R

d1R Documentation

Get Integerodifferential Quantities

Description

Returns an element related to an integral of a derivative of the desired kernel. See references for details.

Usage

d1(X, x, sigma, type)

Arguments

X

The design matrix

x

The point at which to evaluate.

The

error variance of the model.

A

string, one of "Gaussian", "Matern5_2", and "Matern3_2" indicating the covariance kernel to use.

Value

The scalar value given the integrated derivative.

References

Mickael Binois, Robert B. Gramacy, Michael Ludkovski (2017), Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments, Journal of Computational and Graphical Statistics


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

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