separable_multi_kernel

Function to construct the product correlation matrix with the product form. The kernel can be different for each coordinate of the input.

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

separable_multi_kernel function

<dl> <dt>R0</dt>
<dd>
A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.</dd> <dt>beta</dt>
<dd>
The range parameters.</dd> <dt>kernel_type</dt>
<dd>
A vector of <code>integer</code> specifying the type of kernels of each coordinate of the input. 
In each coordinate of the vector, 1 means the <code>pow_exp</code> kernel with roughness parameter specified in alpha; 2 means <code>matern_3_2</code> kernel; 3 means <code>matern_5_2</code> kernel; 5 means <code>periodic_gauss</code> kernel; 5 means <code>periodic_exp</code> kernel.</dd> <dt>alpha</dt>
<dd>
Roughness parameters in the kernel functions.</dd></dl>

Arguments

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

Author

Product correlation matrix with the product form
 — separable_multi_kernel

<dl>

 <dt>R0</dt>
<dd>
A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.</dd>

 <dt>beta</dt>
<dd>
The range parameters.</dd>

 <dt>kernel_type</dt>
<dd>
A vector of <code>integer</code> specifying the type of kernels of each coordinate of the input. 
In each coordinate of the vector, 1 means the <code>pow_exp</code> kernel with roughness parameter specified in alpha; 2 means <code>matern_3_2</code> kernel; 3 means <code>matern_5_2</code> kernel; 5 means <code>periodic_gauss</code> kernel; 5 means <code>periodic_exp</code> kernel.</dd>

 <dt>alpha</dt>
<dd>
Roughness parameters in the kernel functions.</dd>

</dl>

separable_multi_kernel: Product correlation matrix with the product form

Description

Usage

Value

Arguments

Author