grad_W_kappa_ij2 {activegp}R Documentation

Covariance of kernel computations

Description

Computes gradient of Int(kappa_i(X, design1) . kappa_j(design2, X)) with respect to the first argument.

Usage

grad_W_kappa_ij2(design1, design2, theta, i1, i2, ct)

Arguments

design1

A vector representing a new point.

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]