gamma_exp: Gamma-exponential correlation function

In hmer: History Matching and Emulation Package

Gamma-exponential correlation function

Description

For points x, xp, and a pair of hyperparameters gamma and theta, gives the gamma-exponential correlation between the two points.

Usage

gamma_exp(x, xp, hp)

Arguments

x	A data.frame of rows corresponding to position vectors
xp	A data.frame of rows corresponding to position vectors
hp	The hyperparameters theta (correlation length) and gamma (exponent), as a named list

Details

The gamma-exponential correlation function, for d = |x-x'|, is given by \exp(-(d/\theta)^\gamma). Gamma must be between 0 (exclusive) and 2 (inclusive).

Value

The gamma-exponential correlation between x and xp.

References

Rasmussen & Williams (2005) <ISBN: 9780262182539>

Examples

gamma_exp(data.frame(a=1), data.frame(a=2), list(gamma = 1.5, theta = 0.1))
#> 1.846727e-14
gamma_exp(data.frame(a=1,b=2,c=-1),data.frame(a=1.5,b=2.9,c=-0.7), list(gamma = 1.3, theta = 0.2))
#> 0.0001399953

hmer documentation built on June 22, 2024, 9:22 a.m.