View source: R/covariance_matrix.R
U_gh | R Documentation |
alpha-norm of u*g + v*h.
U_gh(g, h, u, v, ...)
g, h |
functions g,h: \R \to \R with finite alpha-norm (see |
v, u |
real numbers |
... |
additional parameters to pass to Norm_alpha |
g<-function(x) exp(-x^2) h<-function(x) exp(-abs(x)) U_gh(g=g, h=h, u=4, v=3, alpha=1.7)
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