calcSigma: Calculate variance-covariance matrix

Description Usage Arguments Value See Also Examples

View source: R/calcsigma.R

Description

Calculate variance-covariance matrix between two vectors, based on squared exponential kernal.

Usage

1
2
calcSigma(X1, X2, cov.method, range = 10, smoothness = 2, l = 1,
  tau = 1)

Arguments

X1

first vector of x values

X2

second vector of x values

cov.method

either sqexp (squared exponential) or matern

range

parameter for Matern function. Default is 10.

smoothness

parameter for Matern function. Default is 2.

l

the length scale parameter. Determines the 'wigglyness' of the fluctuations for squared exponential.

tau

the amplitude parameter. Determines the magnitude of fluctuations over time.

Value

A data frame of observation points (x) and y-values

See Also

GetGP

Examples

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calcSigma(1:5, 1:5, cov.method = "sqexp", l = 1, tau = 1)

MJAlexander/distortr documentation built on July 17, 2020, 4:06 p.m.