covariance.function: Covariance function

In dirmeier/gpR: Gaussian processes in R

Description

Calculates the covariance/kernel of a set of input points

Usage

covariance.function(x1, x2, pars = NULL)

Arguments

x1	a vector of random real numbers
x2	a vector of random real numbers
pars	a list containing hyperparameters and kernel specification

Value

the calculated kernel/covariance matrix of size (length(x1) x length(x2))

Examples

 x <- rnorm(100)
 pars <- list(var=1, inv.scale=2, gamma=2, noise=.1, kernel="gamma.exp")
 K <- covariance.function(x, x, pars)

dirmeier/gpR documentation built on May 15, 2019, 8:50 a.m.