Component of the distance to build a stationary kernel function or similar.
$$M=\sum w_i*(x_i-x{'}_i^{T})^{power}$$
where $x_i$ is the $i^{th}$ column of the input matrix; $w_i$ is the $i^{th}$ element of the weight vector. Note that $x$ and $x'$ might be different.
Usage
xixj_sta(mat,mat.new=NULL,w=NULL,power=NULL)
Arguments
mat
Input data, could be a matrix or a vector.
mat.new
Second input data, could be a vector or a matrix. Default to be NULL. If NULL, mat.new=mat.
w
Weight to be add on each column of the matrix.
power
Argument `power' X 2 will be the power to put on the distance. Default power is 1, which means $distance^2$. The range of the power to put on the distance is 0 to 2, thus argument `power' is from 0 to 1.
Value
outA symmetric matrix used to build the linear kernel or similar
References
Shi, J Q., and Choi, T. (2011), Gaussian Process Regression Analysis for Functional Data, Springer, New York.