covm: Covariance matrix

In emanuelhuber/GauProMod: Gaussian Process Modelling

Description

Create a covariance matrix according to the kernel parametrisation

Compute the distance between every rows of two matrix. The returned distance has for dimension: nrow(X) x ncol(Y). If M is the identity matrix (by default), the distance is isotropic, if not the distance is anisotropic.

Usage

covm(x, y, covModel, d = 0, dx = 1, ...)

crossDist(X, Y, M = NULL)

Arguments

X	a matrix
Y	a matrix with same number of columns as X
M	a positive semidefinite matrix (nrow(M) = ncol(M) = ncol(X))

emanuelhuber/GauProMod documentation built on July 14, 2021, 5:39 a.m.