grad_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 gradient of Int(kappa_i(X, design1) . kappa_j(design2, X)) with respect to the first argument.

Usage

grad_W_kappa_ij2(design1, design2, theta, i1, i2, ct)

Arguments

design1	A vector representing a new point.
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.