Evaluate.Kernel | R Documentation |
This function computes the kernel (correlation) matrix.
Given the kernel class object and the input data X
of size n,
this function computes the corresponding n\times n
kernel (correlation) matrix.
Evaluate.Kernel(kernel, X)
kernel |
a kernel class object |
X |
input data |
The kernel (correlation) matrix of X evaluated by the kernel.
Chaofan Huang and V. Roshan Joseph
Get.Kernel.
n <- 5
p <- 3
X <- matrix(rnorm(n*p), ncol=p)
lengthscale <- c(1:p)
kernel <- Gaussian.Kernel(lengthscale)
Evaluate.Kernel(kernel, X)
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