d1 {activegp} | R Documentation |
Returns an element related to an integral of a derivative of the desired kernel. See references for details.
d1(X, x, sigma, type)
X |
The design matrix |
x |
The point at which to evaluate. |
sigma |
The error variance of the model. |
type |
A string, one of "Gaussian", "Matern5_2", and "Matern3_2" indicating the covariance kernel to use. |
The scalar value given the integrated derivative.
Mickael Binois, Robert B. Gramacy, Michael Ludkovski (2017), Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments, Journal of Computational and Graphical Statistics