Wij {hetGP}

Compute double integral of the covariance kernel over a [0,1]^d domain

Description

Compute double integral of the covariance kernel over a [0,1]^d domain

Usage

Wij(mu1, mu2 = NULL, theta, type)

Arguments

mu1, mu2

input locations considered

theta

lengthscale hyperparameter of the kernel

type

kernel type, one of "Gaussian", "Matern5_2" or "Matern3_2", see cov_gen

References

M. Binois, J. Huang, R. B. Gramacy, M. Ludkovski (2019), Replication or exploration? Sequential design for stochastic simulation experiments, Technometrics, 61(1), 7-23.
Preprint available on arXiv:1710.03206.