This function constructs the PP GaSP model if the range and noise-variance ratio parameters are given or have been estimated.
construct_ppgasp(beta, nu, R0, X, zero_mean, output, kernel_type, alpha)
A list. The first element is a lower triangular matrix L, a cholesky decomposition of R, i.e. LL^t=R
and R is the correlation matrix. The second element is lower triangular matrix LX a cholesky decomposition of X^tR^{-1}X. The third element is a matrix of theta_hat, the mean (trend) parameters. The last element is a vector of sigma2_hat, which is the estimated variance parameter on each function.
inverse-range parameters.
noise-variance ratio parameter.
A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.
The mean basis function i.e. the trend function.
The mean basis function is zero or not.
the output matrix.
Type of kernel. matern_3_2 and matern_5_2 are Matern kernel with roughness parameter 3/2 and 5/2 respectively. pow_exp is power exponential kernel with roughness parameter alpha. If pow_exp is to be used, one needs to specify its roughness parameter alpha.
Roughness parameters in the kernel functions.
tools:::Rd_package_author("RobustGaSP")
Maintainer: tools:::Rd_package_maintainer("RobustGaSP")