W_kappa_ij2 {activegp}R Documentation

Covariance of kernel computations

Description

Computes Int(kappa_i(X, design1) . kappa_j(design2, X)). This function is preferred for initialization

Usage

W_kappa_ij2(design1, design2, theta, i1, i2, ct)

Arguments

design1, design2

matrices of design points

theta

lengthscales

i1, i2

index of the derivatives (WARNING: starts at 0)

ct

Covariance type, 1 means Gaussian, 2 means Matern 3/2, 3 means Matern 5/2

Value

matrix of size nrow(design1) x nrow(design2)


[Package activegp version 1.1.1 Index]