combineCorMatsR: Combine correlation matrices.
In cbdavis33/bcgp: Bayesian Composite Gaussian Processes

Description Usage Arguments Details Value See Also Examples

combineCorMatsR returns a correlation matrix that is a weighted sum of two other correlation matrices.

1	combineCorMatsR(w, G, L)

`w`	A scalar between 0 and 1. In the `bcgp` setting, the user will have set a lower and upper bound (the default is to be between 0.5 and 1).
`G`	An n x n correlation matrix, often the result of `getCorMat`.
`L`	An n x n correlation matrix, often the result of `getCorMat`.

This creates a correlation matrix, R, where

R = wG + (1-w)L

. In the bcgp setting, G is the global correlation matrix, L is the local correlation matrix, and w is the weight.

An n x n correlation matrix

Other correlation and covariance functions: getCorMatR, getCovMatNSR, getCovMatSR

n <- 10
d <- 2
x <- matrix(runif(n * d), nrow = n, ncol = d)
rhoG <- runif(d, 0, 1)
rhoL <- runif(d, 0, rhoG)
G <- getCorMat(x, rhoG)
L <- getCorMat(x, rhoL)
w <- runif(1, 0.5, 1)
combineCorMatsR(w, G, L)