k1matern32: 1D Matern 3/2 Kernel Matrix for '"lineqGP"' Models.
In lineqGPR: Gaussian Process Regression Models with Linear Inequality Constraints

Compute the 1D Matern 3/2 kernel for "lineqGP" models. attr: "gradient", "derivative".

1	k1matern32(x1, x2, par, d = 1)

`x1`	a vector with the first input locations.
`x2`	a vector with the second input locations.
`par`	the values of the kernel parameters (variance, lengthscale).
`d`	a number corresponding to the dimension of the input space.

Kernel matrix K(x1,x2) (or K(x1,x1) if x2 is not defined).

A. F. Lopez-Lopera.

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x <- seq(0, 1, 0.01)
K <- k1matern32(x, x, par =  c(1, 0.1))
image(K, main = "covariance matrix using a Matern 3/2 kernel")

lineqGPR documentation built on Jan. 11, 2020, 9:23 a.m.

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