Get_R_z_new {RobustCalibration} | R Documentation |
Cholesky decomposition of the covariance matrix in S-GaSP.
Description
This function computes the Cholesky decomposition of the covariance matrix in GaSP.
Usage
Get_R_z_new(beta_delta, eta_delta, lambda_z, R0, kernel_type, alpha,
inv_output_weights)
Arguments
beta_delta |
a vector of inverse range parameters. |
eta_delta |
a scalar of nugget parameters. |
lambda_z |
a scalar parameter controling how close the math model to the reality in squared distance. |
R0 |
a list of matrices where the j-th matrix is an absolute difference matrix of the j-th input vector. |
kernel_type |
type of kernel. |
alpha |
roughness parameters in the kernel functions. It is only useful if the power exponential correlation function is used. |
inv_output_weights |
the inverse of output weights. |
Value
lower triangular matrix of Cholesky decomposition of the covariance matrix in S-GaSP.
Author(s)
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>