matern_5_2_deriv

an absolute difference matrix of the i-th input vector.

R0_i

the correlation matrix.

the inverse range parameter.

beta_i

This function computes the derivative of a correlation matrix using 1-dimensional matern correlation function, with regard to the inverse range parameter.

internal

Robust parameter estimation and prediction of Gaussian stochastic process emulators. It allows for robust parameter estimation and prediction using Gaussian stochastic process emulator. It also implements the parallel partial Gaussian stochastic process emulator for computer model with massive outputs See the reference: Mengyang Gu and Jim Berger, 2016, Annals of Applied Statistics; Mengyang Gu, Xiaojing Wang and Jim Berger, 2018, Annals of Statistics.

matern_5_2_deriv: The derivative of matern correlation function with regard to the inverse range parameter

Description

Usage

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See Also