corr_mat {LVGP}

The Function for Constructing the Correlation Matrix in LVGP Package

Description

Builds the correlation matrix given two datasets, and the type and parameters of the correlation function.

Usage

corr_mat(X1, X2, phi_full)

Arguments

X1, X2

Matrices containing the data points. The rows and columns of both X1 and X2 denote individual observation settings and dimension, respectively.

phi_full

The vector storing all the scale (aka roughness) parameters of the correlation function. See reference 1.

Value

R The Correlation matrix with size nrow(X1)-by-nrow(X2). See here.

Note

This function is NOT exported once the LVGP package is loaded.

References

1. "A Latent Variable Approach to Gaussian Process Modeling with Qualitative and Quantitative Factors", Yichi Zhang, Siyu Tao, Wei Chen, and Daniel W. Apley (arXiv)

See Also

LVGP_fit to see how a GP model can be fitted to a training dataset.
LVGP_predict to use the fitted LVGP model for prediction.
LVGP_plot to plot the features of the fitted model.

Examples

# see the examples in the documentation of the function LVGP_fit.