matern32_cor: Matern 3/2 correlation function

In funGp: Gaussian Process Models for Scalar and Functional Inputs

Matern 3/2 correlation function

Description

Applies the Matern 5/2 correlation function to a list of distance matrices using corresponding length-scale parameters.

Usage

matern32_cor(Ms, thetas)

Arguments

Ms	a list with as many elements as inputs. Each element of the list must be a n times n matrix of differences between the observation coordinates, with n the number of input coordinates.
thetas	an array with the length-scale parameters corresponding to the inputs for which the distance matrices were provided.

Value

A correlation matrix of dimension n times n computed from the Matern 3/2 correlation function.

Author(s)

José Betancourt, François Bachoc, Thierry Klein and Jérémy Rohmer

funGp documentation built on April 25, 2023, 9:07 a.m.