Calculate correlation matrix for two sets of points in one dimension. Note that this is not the correlation between two vectors.
CGGP_internal_CorrMatCauchySQT(x1, x2, theta, return_dCdtheta = FALSE, return_numpara = FALSE, returnlogs = FALSE)
Vector of coordinates from same dimension
Correlation parameters:
LS Log of parameter that controls lengthscale
FD Logit of 0.5*parameter that controls the fractal demension
HE Log of parameter that controls the hurst effect
Should dCdtheta be returned?
Should it just return the number of parameters?
Should log of correlation be returned?
Matrix of correlation values between x1 and x2
Other correlation functions: CGGP_internal_CorrMatCauchySQ, CGGP_internal_CorrMatCauchy, CGGP_internal_CorrMatGaussian, CGGP_internal_CorrMatMatern32, CGGP_internal_CorrMatMatern52, CGGP_internal_CorrMatPowerExp
CGGP_internal_CorrMatCauchySQ
CGGP_internal_CorrMatCauchy
CGGP_internal_CorrMatGaussian
CGGP_internal_CorrMatMatern32
CGGP_internal_CorrMatMatern52
CGGP_internal_CorrMatPowerExp
# NOT RUN { CGGP_internal_CorrMatCauchySQT(c(0,.2,.4),c(.1,.3,.5), theta=c(-.1,.3,-.7)) # }
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