kernel_exponential_dC: Derivative of Matern 5/2 kernel covariance matrix in C

In CollinErickson/GauPro: Gaussian Process Fitting

Derivative of Matern 5/2 kernel covariance matrix in C

Description

Derivative of Matern 5/2 kernel covariance matrix in C

Usage

kernel_exponential_dC(
  x,
  theta,
  C_nonug,
  s2_est,
  beta_est,
  lenparams_D,
  s2_nug,
  s2
)

Arguments

x	Matrix x
theta	Theta vector
C_nonug	cov mat without nugget
s2_est	whether s2 is being estimated
beta_est	Whether theta/beta is being estimated
lenparams_D	Number of parameters the derivative is being calculated for
s2_nug	s2 times the nug
s2	s2 parameter

Value

Correlation matrix

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