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SLGP (version 1.0.1)

initialize_basisfun_RFF: Initialize parameters basis functions based on Random Fourier Features

Description

Draws parameters for standard RFF approximating a Matérn kernel.

Usage

initialize_basisfun_RFF(dimension, nFreq, MatParam = 5/2, lengthscale)

Value

List with frequency, offset, and coefficient parameters.

Arguments

dimension

Integer. Input (\([\mathbf{x},\,t]\)) dimension.

nFreq

Integer. Number of frequency vectors to be considered.

MatParam

Numeric. Matérn smoothness parameter (default = 5/2).

lengthscale

Numeric vector. Lengthscales used for scaling the input space.