gaussian {nimblewomble}R Documentation

Squared Exponential Covariance kernel

Description

Computes the Matern covariance matrix with fractal parameter \nu \to \infty.

Usage

gaussian(dists, phi, sigma2, tau2)

Arguments

dists

distance matrix

phi

spatial range

sigma2

spatial variance

tau2

nugget variance

Details

Has the option to compute \Sigma_{d\times d} + \tau^2 I_d.

Value

A matrix of covariance terms. For internal use only.

Author(s)

Aritra Halder <aritra.halder@drexel.edu>,
Sudipto Banerjee <sudipto@ucla.edu>

Examples


#####################
# Internal use only #
#####################
# Used across multiple functions
# Example usage
require(nimble)
require(nimblewomble)

set.seed(1)
# Generated Simulated Data
N = 1e2
tau = 1
coords = matrix(runif(2 * N, -10, 10), ncol = 2)
colnames(coords) = c("x", "y")
dists = as.matrix(dist(coords))

cGaussian  = compileNimble(gaussian)
cGaussian(dists = dists[1:N, 1:N], phi = 1, sigma2 = 1, tau2 = 0)


[Package nimblewomble version 0.1.0 Index]