ConvolutionMatrix: Computes a matrix of Gaussian kernel convolution values given...

View source: R/helper_functions.R

ConvolutionMatrixR Documentation

Computes a matrix of Gaussian kernel convolution values given two vectors.

Description

If x and s are n- and m-vectors, respectively, returns the n-by-m matrix of convolution values using Gaussian kernel with bandwidth h. If x and s are equal, the spectral shift is done to ensure the matrix is numerically positive definite.

Usage

ConvolutionMatrix(x, s, h, threshold = 1e-10)

Arguments

x

A numeric vector.

s

A numeric vector.

h

A positive bandwidth.

threshold

Threshold value passed to SpectralShift.

Value

The matrix of convolution values.


scdensity documentation built on Sept. 12, 2024, 7:35 a.m.