covMat.WarpKriging

Covariance matrix between two sets of points (warped kernel)

Interface to 'libKriging' 'C++' library <https://github.com/libKriging> that should
provide most standard Kriging / Gaussian process regression features
(like in 'DiceKriging', 'kergp' or 'RobustGaSP' packages).
'libKriging' relies on Armadillo linear algebra library (Apache 2 license) by Conrad Sanderson,
'lbfgsb_cpp' is a 'C++' port around by Pascal Have of 'lbfgsb' library (BSD-3 license) by
Ciyou Zhu, Richard Byrd, Jorge Nocedal and Jose Luis Morales used for hyperparameters optimization.

Yann Richet

rlibkriging

Kriging Models using the 'libKriging' Library

Pascal Havé

Yves Deville

Conrad Sanderson

Ciyou Zhu

Richard Byrd

Jorge Nocedal

Jose Luis Morales

Mike Smith

covMat.WarpKriging function

<dl><dt>object</dt>
<dd>A WarpKriging model object.</dd>
<dt>X1</dt>
<dd>numeric matrix (n1 x d) of input points.</dd>
<dt>X2</dt>
<dd>numeric matrix (n2 x d) of input points.</dd>
<dt>...</dt>
<dd>Unused.</dd></dl>

Arguments

Covariance matrix between two sets of points (warped kernel) — covMat.WarpKriging

<dl>

<dt>object</dt>
<dd>A WarpKriging model object.</dd>


<dt>X1</dt>
<dd>numeric matrix (n1 x d) of input points.</dd>


<dt>X2</dt>
<dd>numeric matrix (n2 x d) of input points.</dd>


<dt>...</dt>
<dd>Unused.</dd>

</dl>

Covariance matrix between two sets of points (warped kernel)

covMat.WarpKriging: Covariance matrix between two sets of points (warped kernel)

Description

Usage

Value

Arguments