CGGP_internal_CorrMatCauchy {CGGP}

Cauchy correlation function

Description

Calculate correlation matrix for two sets of points in one dimension. Note that this is not the correlation between two vectors.

Usage

CGGP_internal_CorrMatCauchy(
  x1,
  x2,
  theta,
  return_dCdtheta = FALSE,
  return_numpara = FALSE,
  returnlogs = FALSE
)

Arguments

x1

Vector of coordinates from same dimension

x2

Vector of coordinates from same dimension

theta

Correlation parameters:

• LS Log of parameter that controls lengthscale

• FD Logit of 0.5*parameter that controls the fractal dimension

• HE Log of parameter that controls the hurst effect

return_dCdtheta

Should dCdtheta be returned?

return_numpara

Should it just return the number of parameters?

returnlogs

Should log of correlation be returned?

Value

Matrix of correlation values between x1 and x2

See Also

Other correlation functions: CGGP_internal_CorrMatCauchySQT(), CGGP_internal_CorrMatCauchySQ(), CGGP_internal_CorrMatGaussian(), CGGP_internal_CorrMatMatern32(), CGGP_internal_CorrMatMatern52(), CGGP_internal_CorrMatPowerExp(), CGGP_internal_CorrMatWendland0(), CGGP_internal_CorrMatWendland1(), CGGP_internal_CorrMatWendland2()

Examples

CGGP_internal_CorrMatCauchy(c(0,.2,.4),c(.1,.3,.5), theta=c(-1,.9,.1))