View source: R/covariance_matrix.R
U_g | R Documentation |
alpha norm of u*g
U_g(g, u, ...)
g |
function g: \R to \R with finite alpha-norm (see |
u |
real number |
... |
additional parameters to pass to Norm_alpha |
g<-function(x) exp(-x^2) g<-function(x) exp(-abs(x)) U_g(g=g,u=4,alpha=1.7)
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