matern: Matern correlation function

In hmer: History Matching and Emulation Package

Matern correlation function

Description

For points x, xp, and a pair of hyperparameters nu and theta, gives the Matern correlation between the two points.

Usage

matern(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 nu (smoothness) and theta (correlation length), as a named list

Details

At present, only half-integer arguments for nu are supported.

Value

The Matern correlation between x and xp.

References

Rasmussen & Williams (2005) <ISBN: 9780262182539>

Examples

matern(data.frame(a=1), data.frame(a=2), list(nu = 1.5, theta = 0.1))
#> 5.504735e-07
matern(data.frame(a=1,b=2,c=-1),data.frame(a=1.5,b=2.9,c=-0.7), list(nu = 1.5, theta = 0.2))
#> 0.0009527116

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