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Matern32

Matern 3/2 Kernel R6 class


Description

Matern 3/2 Kernel R6 class

Matern 3/2 Kernel R6 class

Format

R6Class object.

Value

Object of R6Class with methods for fitting GP model.

Super classes

Public fields

sqrt3

Saved value of square root of 3

Methods

Public methods


Method k()

Calculate covariance between two points

Usage
Matern32$k(x, y = NULL, beta = self$beta, s2 = self$s2, params = NULL)
Arguments
x

vector.

y

vector, optional. If excluded, find correlation of x with itself.

beta

Correlation parameters.

s2

Variance parameter.

params

parameters to use instead of beta and s2.


Method kone()

Find covariance of two points

Usage
Matern32$kone(x, y, beta, theta, s2)
Arguments
x

vector

y

vector

beta

correlation parameters on log scale

theta

correlation parameters on regular scale

s2

Variance parameter


Method dC_dparams()

Derivative of covariance with respect to parameters

Usage
Matern32$dC_dparams(params = NULL, X, C_nonug, C, nug)
Arguments
params

Kernel parameters

X

matrix of points in rows

C_nonug

Covariance without nugget added to diagonal

C

Covariance with nugget

nug

Value of nugget


Method dC_dx()

Derivative of covariance with respect to X

Usage
Matern32$dC_dx(XX, X, theta, beta = self$beta, s2 = self$s2)
Arguments
XX

matrix of points

X

matrix of points to take derivative with respect to

theta

Correlation parameters

beta

log of theta

s2

Variance parameter


Method clone()

The objects of this class are cloneable with this method.

Usage
Matern32$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

Examples

k1 <- Matern32$new(beta=0)

GauPro

Gaussian Process Fitting

v0.2.4
GPL-3
Authors
Collin Erickson
Initial release

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