kernel_orderedFactor_dC {GauPro}

Derivative of covariance matrix of X with respect to kernel parameters for the Ordered Factor Kernel

Description

Derivative of covariance matrix of X with respect to kernel parameters for the Ordered Factor Kernel

Usage

kernel_orderedFactor_dC(
  x,
  pf,
  C_nonug,
  s2_est,
  p_est,
  lenparams_D,
  s2_nug,
  xindex,
  nlevels,
  s2
)

Arguments

x

Matrix x

pf

pf vector

C_nonug

cov mat without nugget

s2_est

whether s2 is being estimated

p_est

Whether theta/beta is being estimated

lenparams_D

Number of parameters the derivative is being calculated for

s2_nug

s2 times the nug

xindex

Which column of x is the indexing variable

nlevels

Number of levels

s2

Value of s2

Value

Correlation matrix