C_GP_cpp {activegp}R Documentation

Equivalent of C_GP using RcppArmadillo

Description

Equivalent of C_GP using RcppArmadillo

Usage

C_GP_cpp(design, response, theta, Ki, ct)

Arguments

design

A matrix of design points, one in each row

response

A vector of observations at each design point.

theta

vector of lengthscales

Ki

inverse covariance matrix

ct

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

Value

The active subspace matrix C.


[Package activegp version 1.1.1 Index]