rhomat {demu} | R Documentation |
Calculate the correlation matrix according to the squared exponential family of models.
Description
rhomat()
is a helper function that constructs a correlation matrix according to the squared exponential model with parameterized by correlation parameters rho
taking values in [0,1) and the exponent parameter alpha
. The default of alpha=2
results in the Gaussian correlation while selecting alpha=1
corresponds to the Exponential correlation model. The design must have been already formated in distlist format using the function makedistlist()
.
Usage
rhomat(l.d,rho,alpha=2)
Arguments
l.d |
Current design distance matrices in distlist format |
rho |
A vector of correlation parameters taking on values in [0,1) |
alpha |
Exponent parameter |
Value
A list containing the constructed correlation matrix.
See Also
demu-package
matern52
wendland1
wendland2
generalized.wendland
Examples
library(demu)
design=matrix(runif(10,0,1),ncol=2,nrow=5)
rho=rep(0.01,2)
l.d=makedistlist(design)
R=rhomat(l.d,rho)$R
R
[Package demu version 0.3.0 Index]