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corr_gauss_matrix_sym_armaC

Correlation Gaussian matrix in C using Armadillo (symmetric)


Description

About 30

Usage

corr_gauss_matrix_sym_armaC(x, theta)

Arguments

x

Matrix x

theta

Theta vector

Value

Correlation matrix

Examples

corr_gauss_matrix_sym_armaC(matrix(c(1,0,0,1),2,2),c(1,1))

x3 <- matrix(runif(1e3*6), ncol=6)
th <- runif(6)
t3 <- corr_gauss_matrix_symC(x3, th)
t4 <- corr_gauss_matrix_sym_armaC(x3, th)
identical(t3, t4)
# microbenchmark::microbenchmark(corr_gauss_matrix_symC(x3, th),
#                     corr_gauss_matrix_sym_armaC(x3, th), times=50)

GauPro

Gaussian Process Fitting

v0.2.4
GPL-3
Authors
Collin Erickson
Initial release

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