The three kernel functions used in this package are the Canonical kernel
fnH2, Fractional Brownian Motion (FBM) kernel fnH3 (with a
default Hurst coefficient of 0.5), and the Pearson kernel fnH1.
fnH1(x, y = NULL)fnH2(x, y = NULL)
fnH3(x, y = NULL, gamma = NULL)
A vector, matrix or data frame. x and y must have
similar dimensions.
The Hurst coefficient when using the FBM kernel.
A matrix with class of either "Canonical", "FBM,gamma",
or "Pearson" whose [i, j] entries are \(h(\)y[i],
x[j]\()\), with \(h\) being the kernel function. The matrix has
dimensions m by n according to the lengths of y and
x which has lengths m and n respectively. When a
single vector argument x is supplied, then y is taken to be
equal to x, and a symmetric n by n matrix is returned.
If x is a matrix or data frame with p columns, then the
kernel matrix returned is fnH(x[, 1]) + ... + fnH(x[, p]).
The Pearson kernel is used for nominal-type variables, and in R,
factor-type objects are treated with the Pearson kernel
automatically. The other two kernel types are for continuous variables, with
the Canonical kernel used for "straight-line" effects and the FBM for
smoothing effects. The smoothness is controlled somewhat by the Hurst
coefficient.
More information is available from the Wiki.
The Wikipedia page on the Fractional Brownian Motion.