Description Usage Arguments Value
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.
1 | ConvolutionMatrix(x, s, h, threshold = 1e-10)
|
x |
A numeric vector. |
s |
A numeric vector. |
h |
A positive bandwidth. |
threshold |
Threshold value passed to SpectralShift. |
The matrix of convolution values.
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