matern_3_2_deriv {RobustGaSP}R Documentation

The derivative of matern correlation function (roughness parameter equal to 3/2) with regard to the inverse range parameter

Description

This function computes the derivative of a correlation matrix using 1-dimensional matern correlation function (roughness parameter equal to 3/2), with regard to the inverse range parameter.

Usage

matern_3_2_deriv(R0_i, R, beta_i)

Arguments

R0_i

an absolute difference matrix of the i-th input vector.

R

the correlation matrix.

beta_i

the inverse range parameter.

Value

A matrix in which each element is the derivative of 1-dimensional matern correlation function with regard to the inverse range parameter.

Author(s)

Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]

Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>

See Also

matern_3_2_funct.


[Package RobustGaSP version 0.6.8 Index]