matern_3_2_deriv

This function computes the derivative of a correlation matrix using 1-dimensional matern correlation function (roughness parameter equal to 3/2), 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

matern_3_2_deriv function

<dl> <dt>R0_i</dt>
<dd>
an absolute difference matrix of the i-th input vector.</dd> <dt>R</dt>
<dd>
the correlation matrix.</dd> <dt>beta_i</dt>
<dd>
the inverse range parameter.</dd></dl>

Arguments

tools:::Rd_package_author("RobustGaSP")
Maintainer: tools:::Rd_package_maintainer("RobustGaSP")

Author


The derivative of matern correlation function (roughness parameter equal to 3/2) with regard to the inverse range parameter — matern_3_2_deriv

<dl>

 <dt>R0_i</dt>
<dd>
an absolute difference matrix of the i-th input vector.</dd>

 <dt>R</dt>
<dd>
the correlation matrix.</dd>

 <dt>beta_i</dt>
<dd>
the inverse range parameter.</dd>

</dl>

The derivative of matern correlation function (roughness parameter equal to 3/2) with regard to the inverse range parameter

matern_3_2_deriv: The derivative of matern correlation function (roughness parameter equal to 3/2) with regard to the inverse range parameter

Description

Usage

Value

Arguments

Author

See Also