d1 {activegp} | R Documentation |
Get Integerodifferential Quantities
Description
Returns an element related to an integral of a derivative of the desired kernel. See references for details.
Usage
d1(X, x, sigma, type)
Arguments
X |
The design matrix |
x |
The point at which to evaluate. |
sigma |
The error variance of the model. |
type |
A string, one of "Gaussian", "Matern5_2", and "Matern3_2" indicating the covariance kernel to use. |
Value
The scalar value given the integrated derivative.
References
Mickael Binois, Robert B. Gramacy, Michael Ludkovski (2017), Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments, Journal of Computational and Graphical Statistics
[Package activegp version 1.1.1 Index]