Get_R_new {RobustCalibration} | R Documentation |
Cholesky decomposition of the correlation matrix in GaSP.
Description
This function computes the Cholesky decomposition of the correlation matrix in GaSP.
Usage
Get_R_new(beta_delta, eta_delta, R0, kernel_type, alpha, inv_output_weights)
Arguments
beta_delta |
Inverse range parameters. |
eta_delta |
nugget parameters. |
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 correlation matrix in GaSP.
Author(s)
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>