CGGP_internal_CorrMatGaussian {CGGP}R Documentation

Gaussian 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_CorrMatGaussian(
  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?

Details

WE HIGHLY ADVISE NOT USING THIS CORRELATION FUNCTION. Try Power Exponential, CauchySQT, Cauchy, or Matern 3/2 instead.

Value

Matrix of correlation values between x1 and x2

See Also

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

Examples

CGGP_internal_CorrMatGaussian(c(0,.2,.4),c(.1,.3,.5), theta=c(-.7))

[Package CGGP version 1.0.3 Index]