CGGP (version 1.0.1)

CGGP_internal_CorrMatCauchySQ: CauchySQ correlation function

Description

Calculate correlation matrix for two sets of points in one dimension Note that this is not the correlation between two vectors.

Usage

CGGP_internal_CorrMatCauchySQ(x1, x2, theta, return_dCdtheta = FALSE,
  return_numpara = FALSE, returnlogs = FALSE)

Arguments

x1

Vector of coordinates from same dimension

x2

Vector of coordinates from same dimension

theta

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

return_dCdtheta

Should dCdtheta be returned?

return_numpara

Should it just return the number of parameters?

returnlogs

Should log of correlation be returned?

Value

Matrix of correlation values between x1 and x2

See Also

Other correlation functions: CGGP_internal_CorrMatCauchySQT, CGGP_internal_CorrMatCauchy, CGGP_internal_CorrMatGaussian, CGGP_internal_CorrMatMatern32, CGGP_internal_CorrMatMatern52, CGGP_internal_CorrMatPowerExp

Examples

Run this code
# NOT RUN {
CGGP_internal_CorrMatCauchySQ(c(0,.2,.4),c(.1,.3,.5), theta=c(-.7,-.5))
# }

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