I guess I should re-frame my question with real data.
> xx
[,1]
[1,] 0.0
[2,] 0.2
[3,] 0.4
[4,] 0.6
[5,] 0.8
> yy
[,1]
[1,] 0.000
[2,] 0.1652000
[3,] 0.4343223
[4,] 0.5996505
[5,] 0.7195857
> cor.mat
[,1] [,2] [,3] [,4][,5]
[1,] 1.00
Hi R list,
I am using the GPfit package to fit Gaussian Process model.
The kernel in the package is,
K(x, x') = sigma^2 * exp(x-x')^2
My kernel have an extra term,
K((x, z), (x', z')) = sigma^2 * exp(x-x')^2 * exp(z-z')^2
The function corr_matrix() is,
corr_matrix(X, beta, corr=list(type="expon
2 matches
Mail list logo