View source: R/generation_kernel_periodic.R
generation_kernel_periodic | R Documentation |
Given the period p
and the smoothing parameter σ, it returns the
evaluation of the eigenfunctions of the kernel on the grid domain
and the correspondent eigenvalues.
generation_kernel_periodic(period = NULL, parameter = NULL, domain, thres = 0.99, return.derivatives = FALSE)
period |
scalar. Period of the kernel. |
parameter |
scalar. Parameter to tune the smoothness level of the kernel. The σ parameter introduced in Details. |
domain |
vector. |
thres |
scalar. Threshold for the identification of the significant
eigenvalues of the kernel. The number of significant eigennvalues ∑_{j = 1}^J θ_j ≥q \textrm{thres} ∑_{j = 1}^{∞} θ_j. Default is 0.99. |
return.derivatives |
bool. If |
The periodic kernel of period p defined in this function is
K(x, y) = σ^2 \exp ≤ft\{ -2/σ \sin^2≤ft(\frac{π | x - y|}{p} \right)\right\}.
where σ is the smoothing parameter.
list containing
eigenvect
m
\times J
matrix of
the eigenfunctions of the kernel evaluated on the domain
.
eigenval
J
-length vector of the
eigenvalues of the kernel
derivatives
. if return.derivatives = TRUE
.
m-1
\times J
matrix of the derivatives of
the eigenfunctions.
param_kernel <- 8 T_domain <- seq(0, 1, length = 50) kernel_here <- generation_kernel_periodic(period = 1/2, parameter = param_kernel, domain = T_domain, thres = 1-10^{-16}, return.derivatives = TRUE) names(kernel_here)
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