ConvolutionMatrix {scdensity} | R Documentation |
Computes a matrix of Gaussian kernel convolution values given two vectors.
Description
If x
and s
are n- and m-vectors, respectively, returns the n-by-m matrix
of convolution values using Gaussian kernel with bandwidth h
. If x
and
s
are equal, the spectral shift is done to ensure the matrix is numerically
positive definite.
Usage
ConvolutionMatrix(x, s, h, threshold = 1e-10)
Arguments
x |
A numeric vector. |
s |
A numeric vector. |
h |
A positive bandwidth. |
threshold |
Threshold value passed to SpectralShift. |
Value
The matrix of convolution values.
[Package scdensity version 1.0.3 Index]