separable_kernel {RobustGaSP}R Documentation

Product correlation matrix with the product form

Description

Function to construct the product correlation matrix with the product form.

Usage

separable_kernel(R0, beta, kernel_type, alpha)

Arguments

R0

A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.

beta

The range parameters.

kernel_type

A vector specifying the type of kernels of each coordinate of the input. matern_3_2 and matern_5_2 are Matern kernel with roughness parameter 3/2 and 5/2 respectively. pow_exp is power exponential kernel with roughness parameter alpha. If pow_exp is to be used, one needs to specify its roughness parameter alpha.

alpha

Roughness parameters in the kernel functions.

Value

The product correlation matrix with the product form.

Author(s)

Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]

Maintainer: Mengyang Gu <mgu6@jhu.edu>


[Package RobustGaSP version 0.5.7 Index]