corr_gauss_matrixC {GauPro}

Correlation Gaussian matrix in C using Rcpp

Description

Correlation Gaussian matrix in C using Rcpp

Usage

corr_gauss_matrixC(x, y, theta)

Arguments

x

Matrix x

y

Matrix y, must have same number of columns as x

theta

Theta vector

Value

Correlation matrix

Examples

corr_gauss_matrixC(matrix(c(1,0,0,1),2,2), matrix(c(1,0,1,1),2,2), c(1,1))