separable_kernel {RobustCalibration} | R Documentation |
Product correlation matrix with the product form
Description
Function to construct the product correlation matrix with the product form. This is imported from the RobustGaSP package.
Usage
separable_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 specifying the type of kernels of each coordinate of the input. |
alpha |
Roughness parameters in the kernel functions. |
Value
The product correlation matrix with the product form.
Author(s)
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>