corr_gauss_matrix_armaC: Correlation Gaussian matrix in C using Armadillo

In CollinErickson/GauPro: Gaussian Process Fitting

Correlation Gaussian matrix in C using Armadillo

Description

20-25

Usage

corr_gauss_matrix_armaC(x, y, theta, s2 = 1)

Arguments

x	Matrix x
y	Matrix y, must have same number of columns as x
theta	Theta vector
s2	Variance to multiply matrix by

Value

Correlation matrix

Examples

corr_gauss_matrix_armaC(matrix(c(1,0,0,1),2,2),matrix(c(1,0,1,1),2,2),c(1,1))

x1 <- matrix(runif(100*6), nrow=100, ncol=6)
x2 <- matrix(runif(1e4*6), ncol=6)
th <- runif(6)
t1 <- corr_gauss_matrixC(x1, x2, th)
t2 <- corr_gauss_matrix_armaC(x1, x2, th)
identical(t1, t2)
# microbenchmark::microbenchmark(corr_gauss_matrixC(x1, x2, th),
#                                corr_gauss_matrix_armaC(x1, x2, th))

CollinErickson/GauPro documentation built on March 25, 2024, 11:20 p.m.