Gaussian_hessianCC {GauPro}

Gaussian hessian in C

Description

Gaussian hessian in C

Usage

Gaussian_hessianCC(XX, X, Z, Kinv, mu_hat, theta)

Arguments

XX

point to find Hessian at

X

matrix of data points

Z

matrix of output

Kinv

inverse of correlation matrix

mu_hat

mean estimate

theta

correlation parameters

Value

Hessian matrix