| cauchy {GPBayes} | R Documentation |
The generalized Cauchy correlation function
Description
This function computes the generalized Cauchy correlation function given a distance matrix. The generalized Cauchy covariance is given by
C(h) = \left\{ 1 + \left( \frac{h}{\phi} \right)^{\nu}
\right\}^{-\alpha/\nu},
where \phi is the range parameter. \alpha is the tail decay parameter.
\nu is the smoothness parameter.
The case where \nu=2 corresponds to the Cauchy covariance model, which is infinitely differentiable.
Usage
cauchy(d, range, tail, nu)
Arguments
d |
a matrix of distances |
range |
a numerical value containing the range parameter |
tail |
a numerical value containing the tail decay parameter |
nu |
a numerical value containing the smoothness parameter |
Value
a numerical matrix
Author(s)
Pulong Ma mpulong@gmail.com
See Also
[Package GPBayes version 0.1.0-6 Index]