periodic_gauss_deriv

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

R0_i

the correlation matrix.

beta_i

The function computes the derivative of a correlation matrix parameterized by the periodic Gaussian 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.

Mengyang Gu

RobustGaSP

Robust Gaussian Stochastic Process Emulation

Jesus Palomo

James Berger

periodic_gauss_deriv function

The derivative of periodic Gaussian correlation function with regard to the inverse range parameter — periodic_gauss_deriv

periodic_gauss_deriv: The derivative of periodic Gaussian correlation function with regard to the inverse range parameter

Description

Usage

Arguments

Value

See Also