demu (version 0.3.0)

rhomat: Calculate the correlation matrix according to the squared exponential family of models.

Description

rhomat() is a helper function that constructs a correlation matrix according to the squared exponential model with parameterized by correlation parameters rho taking values in [0,1) and the exponent parameter alpha. The default of alpha=2 results in the Gaussian correlation while selecting alpha=1 corresponds to the Exponential correlation model. The design must have been already formated in distlist format using the function makedistlist().

Usage

rhomat(l.d,rho,alpha=2)

Arguments

l.d

Current design distance matrices in distlist format

rho

A vector of correlation parameters taking on values in [0,1)

alpha

Exponent parameter

Value

A list containing the constructed correlation matrix.

See Also

demu-package matern52 wendland1 wendland2 generalized.wendland

Examples

# NOT RUN {
library(demu)

design=matrix(runif(10,0,1),ncol=2,nrow=5)
rho=rep(0.01,2)
l.d=makedistlist(design)
R=rhomat(l.d,rho)$R
R
# }