corr_gauss_matrix_sym_armaC: Correlation Gaussian matrix in C using Armadillo (symmetric)
In CollinErickson/GauPro: Gaussian Process Fitting

corr_gauss_matrix_sym_armaC

R Documentation

Correlation Gaussian matrix in C using Armadillo (symmetric)

Description

About 30

Usage

corr_gauss_matrix_sym_armaC(x, theta)

Arguments

`x`	Matrix x
`theta`	Theta vector

Value

Correlation matrix

Examples

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

x3 <- matrix(runif(1e3*6), ncol=6)
th <- runif(6)
t3 <- corr_gauss_matrix_symC(x3, th)
t4 <- corr_gauss_matrix_sym_armaC(x3, th)
identical(t3, t4)
# microbenchmark::microbenchmark(corr_gauss_matrix_symC(x3, th),
#                     corr_gauss_matrix_sym_armaC(x3, th), times=50)

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