Wij: Compute double integral of the covariance kernel over a...
In hetGP: Heteroskedastic Gaussian Process Modeling and Design under Replication
Wij R Documentation
Compute double integral of the covariance kernel over a [0,1]^d domain
Description
Compute double integral of the covariance kernel over a [0,1]^d domain
Usage
Wij(mu1, mu2 = NULL, theta, type)
Arguments
mu1, mu2
input locations considered
theta
lengthscale hyperparameter of the kernel
type
kernel type, one of "Gaussian", "Matern5_2" or "Matern3_2", see cov_gen
References
M. Binois, J. Huang, R. B. Gramacy, M. Ludkovski (2019),
Replication or exploration? Sequential design for stochastic simulation experiments,
Technometrics, 61(1), 7-23.
Preprint available on arXiv:1710.03206.
hetGP documentation built on Sept. 11, 2024, 6:56 p.m.
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| Wij | R Documentation |
Compute double integral of the covariance kernel over a [0,1]^d domain
Description
Compute double integral of the covariance kernel over a [0,1]^d domain
Usage
Wij(mu1, mu2 = NULL, theta, type)
Arguments
mu1, mu2 |
input locations considered |
theta |
lengthscale hyperparameter of the kernel |
type |
kernel type, one of " |
References
M. Binois, J. Huang, R. B. Gramacy, M. Ludkovski (2019),
Replication or exploration? Sequential design for stochastic simulation experiments,
Technometrics, 61(1), 7-23.
Preprint available on arXiv:1710.03206.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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