separable_multi_kernel {RobustGaSP} | R Documentation |
Product correlation matrix with the product form
Description
Function to construct the product correlation matrix with the product form. The kernel can be different for each coordinate of the input.
Usage
separable_multi_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 of |
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 <mengyang@pstat.ucsb.edu>