getCorMat: Create a correlation matrix.
In cbdavis33/bcgp1: Bayesian Composite Gaussian Processes

getCorMat returns a correlation matrix.

1	getCorMat(x, rho)

`x`	An n x d matrix.
`rho`	A vector of length d.

This creates a correlation matrix, R, where

R_ij = ∏_{k = 1}^{d}ρ_k^{16≤ft( x_{ik} - x_{jk} \right)^2}

An n x n correlation matrix

n <- 10
d <- 2
x <- matrix(runif(n * d), nrow = n, ncol = d)
rho <- runif(d, 0, 1)
getCorMat(x, rho)

cbdavis33/bcgp1 documentation built on May 6, 2019, 6:57 p.m.

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