corr_latentfactor_matrix_symC: Correlation Latent factor matrix in C (symmetric)

In CollinErickson/GauPro: Gaussian Process Fitting

Correlation Latent factor matrix in C (symmetric)

Description

Correlation Latent factor matrix in C (symmetric)

Usage

corr_latentfactor_matrix_symC(x, theta, xindex, latentdim, offdiagequal)

Arguments

x	Matrix x
theta	Theta vector
xindex	Index to use
latentdim	Number of latent dimensions
offdiagequal	What to set off-diagonal values with matching values to.

Value

Correlation matrix

Examples

corr_latentfactor_matrix_symC(matrix(c(1,.5, 2,1.6, 1,0),ncol=2,byrow=TRUE),
                              c(1.5,1.8), 1, 1, 1-1e-6)
corr_latentfactor_matrix_symC(matrix(c(0,0,0,1,0,0,0,2,0,0,0,3,0,0,0,4),
                                     ncol=4, byrow=TRUE),
  c(0.101, -0.714, 0.114, -0.755, 0.117, -0.76, 0.116, -0.752),
  4, 2, 1-1e-6) * 6.85

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